Veer Singh

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

Gurgaon, India

Copal Amba (A Moody's Analytics Company)

0 /30mins

Short Biography

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, Copal Amba (A Moody's Analytics Company)

Dec 2013 to Present

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

Dec 2012 to 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 , Copal Amba (A Moody's Analytics Company)

May 2012 to 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 , HSBC

May 2010 to 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

,

to

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

Jul 2008 to Jun 2010

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

Jul 2004 to Jun 2008

, Uttar Pradesh Technical University

Dec 2003 to Dec 2007

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