I am a seasoned statistician and certified financial risk manager (FRM) with over 10 years of Risk management experience with international banks and brokerage Institutions. Proven track record of leading business engagements, developing and managing high performing multicultural teams. Delivering consistent value to internal stakeholders and clients with innovative, efficient and accurate solutions in both Onshore and Offshore setups.
I have supported CROs and their leadership teams through the model risk management (MRM) processes, development, validation of Basel models (PD, EAD, LGD and ICAAP), Stress testing frameworks (CCAR, DFAST and PRA/EBA), IFRS9 and Current Expected Credit Loss...