Management Consultant at EY
Sep 2012 - Present
Management Consulting, Strategic Consulting, Technology Transformation, Solution Architecture, Risk Data Model Design, Risk Regulatory Reporting, OFSAA implementation, CCAR, Liquidity NSFR, BCBS 239, IFRS 9, Project Management, Team Management.
Senior Consultant at Oracle Ltd
Dec 2010 - Aug 2012
ERM Consulting (Enterprise Risk Management Consulting and OFSAA Implementation and Technology Transformation) Completed several projects on risk management consulting (Credit Risk AIRB Securitization and Non Securitization as per RBI and Basel II guidelines). • Computation of AIRB Credit RWA. • Securitisation RWA computation using RBA and SFA methods. • UAT support and pre fulfillment testing of risk systems. Regulatory Reporting for a global bank under OSFI Canada.
Risk Officer at Bank of Baroda
May 2009 - Dec 2010
Credit Risk Management, BASEL II, Risk Rating Validation, LGD, PD, EAD. Model validation for internal rating, Credit VaR, Statistical Distribution, Project Implementation, UAT of Risk Software from CRISIL Systems (CAM,CC). Portfolio Analysis of Corporate exposures. Risk Appetite Modelling
Post Graduate in Risk Management at IIRM, Hyderabad
Jun 2008 - Jul 2009
Bachelor of Commerce at St. Xaviers College Calcutta
Jun 2001 - Jun 2004