Veer Singh

AVP- Analytics at Copal Amba (a Moody’s Analytics Company)

Gurgaon, India

Summary
LGD Decision Trees Credit Scoring SAS/SQL SAS programming Risk Analytics Basel II SAS Programming Mainframe Linear Regression SAS Stata Statistical Data Analysis Financial Risk Statistical Modeling Credit Risk Predictive Modeling VBA R MATLAB Banking Portfolio Management Business Analysis Analytics Management
I have been in Credit Risk domain for more than 6 years. My expertise are Credit Risk/Basel model development/ Validation/ Calibration for retail and wholesale/Corporate portfolios including commercial real estate portfolios and low default portfolios, development and back testing of PD/LGD stress testing models in the context of both CCAR and EBA stress testing guidelines for corporate portfolios, portfolio analysis, and Economic capital calculation. I have very sound knowledge of SAS, R, MATLAB, Excel VBA, and Stata.

I Worked in the early stage of a startup team and helped establishing entire process, credibility with clients by successfully delivering key initial projects.
Experience

Associate Vice President at Copal Amba (A Moody's Analytics Company)

Dec 2013 - Present

Assistant Manager at Copal Amba (A Moody's Analytics Company)

Dec 2012 - Nov 2013

Development, validation and calibration of Basel (PD, LGD) and rating models for wholesale portfolios of various banks using banks internal data as well as moody's credit risk database (CRD) Development of qualitative models also combining qualitative model with quantitative model using various techniques e.g. convolution

Senior Associate at Copal Amba (A Moody's Analytics Company)

May 2012 - Nov 2012

Development, validation and calibration of Basel (PD, LGD) and rating models for wholesale portfolios of various banks using banks internal data as well as moody's credit risk database (CRD) Development of qualitative models also combining qualitative model with quantitative model using various techniques e.g. convolution Development of price elasticity model using linear regression

Business Analyst at HSBC

May 2010 - Apr 2012

Developed and monitored different risk score cards (Behavior, Originations etc) for LATAM countries for retail portfolios. Involved in development & monitoring of BASEL (PD, EAD, LGD) models for different portfolios. Involved in sensitivity analysis of the macro economic variables for the BASEL models. Developed a model development & report generation tool using SAS and VBA. Modeling techniques used - Logistic & linear regression, decision Tree (CHAID), variable clustering etc. Soft Skills- SAS VBA C# etc.

Education

M. Tech. Solid Mechanics and Design at Indian Institute of technology Kanpur

Jul 2008 - Jun 2010

B.Tech. Mechanical Eng at Galgotia's College of Engg & Tech. Greater Noida

Jul 2004 - Jun 2008

Uttar Pradesh Technical University

Dec 2003 - Dec 2007

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