Personal Information
Organization / Workplace
London, United Kingdom United Kingdom
Occupation
Senior Manager, Financial Services Risk & Regulation, PwC
Industry
Apparel / Fashion
About
Have wide work experience in Credit RiskModeling,Credit Risk Management, BASEL II (IRB approach) , Basel III and IFRS9.
Extremely competent in the following areas:
IRB Modelling
IFRS9 Modelling
Internal Capital adequacy assessment Process (ICAAP)
Developing Stress Testing models
Developing Risk Appetite Framework
Building PD, LGD & EAD models for Retail & Corporate Segments.
Risk Adjusted Profit measurement & RAROC calculation
Economic Capital Modeling Techniques
Training to Banks on Risk Management & Basel III.
Passionate to gain experience in other parts of Risk Management.
Specialties: Credit Risk management, Market risk, Basel II, ICAAP.
Credit Trading &Credit Derivatives Valuatio...