Simranjit Singh Email & Phone Number

Dubai, United Arab Emirates

Part of wholesale risk modelling team, developing and maintaining IFRS9 Models, Rating Model and stress testing models

Developed credit risk models for climate risk Stress testing for HSBCDeveloped Early warning Signal system using Django Python and Nuxt Js (Vue 2) frameworkPart of development team for development of IFRS 9 system for banks in UK. Tool is developed using Python Django frameworkReviewed models for changes required in FRTB StandardizedApproach and Internal.

Mumbai, Maharashtra, India

Conducted IFRS9 model validation for SAMA (Saudi Central bank ) in AL Rajhi Bank, Saudi ArabiaDeveloped Credit risk model for CBUAE stress test exercise for banks in UAEDeveloped stress testing models, worked on IRB,ICAAP & ILAAP for banks in middle east.Developed VBA based RAROC tool for Hatton National Bank, SrilankaDeveloped credit risk models for REIT.

Mumbai, Maharashtra, India

Lead developer in interest rate derivatives system which would help insurance companies to perform valuation of interest rate derivatives and check hedge effectiveness test as mandated by IRDA and RBI. This tool in first phase was developed using VBA and in second phase it is being developed as web application using Flask – Python web framework, Jinja.

Mumbai, Maharashtra, India

Developed IFRS9 credit risk models for Banks in MENA region where algorithms like Decision tree, Support vector machines, Beta Regression, Logistic Regression were used.Validated wholesale credit risk model and market risk models for reporting of CCAR, DFAST whichincluded validation of applicability of model, recreating results on R and Python and.

Mumbai, Maharashtra, India

Assisted banks in monitoring risk limits for all trading activities using quantitative measures, including Value at Risk (VaR) and stress tests;

Mumbai, Maharashtra, India

Assisted in development of derivative pricing model for traders which involves components like default probability, projected average coupon, WALA, CPR, VaR analysis which would be used for pricing CMBS, RMBS and ABS;Assisted Banks in automating wholesale funding and generating strategy report which reduced time from 2 hours to 30 minutes;Responsible for.

Mumbai, Maharashtra, India

Developed High frequency trading Alert system for Black Bull Markets New Zealand to capture forex trades which has less run time using Python and My SQL. This system would generate alert where any trader crosses trading and time limit

Mumbai, Maharashtra, India

Assisted in underwriting loan based on income and credit reports which would help in computing LTV and DTI ratio;Assisted in generating funding reports for wholesale and warehouse loans.

Master Of Business Administration - Mba, Systems

Master Of Arts - Ma, Mathematics

Bachelor Of Technology - Btech, Computer Science