Senior Principal Consultant | Oracle Financial Services Software April 2022 to till date • Implementing BASEL solutions along with a team for aggregation of RWA across largest private banking group. • End to end implementation of LRM solutions along with a team for LCR, NSFR, MVE,IRS and other liquidity ratios. • Implementing IFRS solution through OFSAA application for Risk estimation , EIR, Stage determination, ECL calculation, • Implementing ALM solutions for cash flow generation for downstream applications. • Coordinating with client for requirement gathering, preparing FSD and BRD , conducting SIT and ensuring timely delivery . Senior Manager - Risk Management | Punjab National Bank July 2011 – April 2022 Defining Attributes: Market Risk Capital Charge | ECL Calculation | Model Validation • Developing, validating market risk models and regulatory reporting based on BASEL and FRTB methods. • Supporting current regulatory market risk initiatives related to the FRTB fundamental review of the trading book. • Implementation of VaR (Value at Risk) Calculation module in Finacle Treasury platform for market risk calculations. • Effectively aggregating Credit RWA according to BASEL guidelines across banking group for regulatory reporting. • Carrying out Interest Rate Risk in Banking Book analysis of the investment portfolio, Duration Gap for ICAAP reporting, Yield curve shock, Credit rating shocks and price shocks for EVE and EAR. • Leveraging experience in Liquidity risk management through liquidity coverage ratio (LCR), structural liquidity report and NSFR • Determining risk rating of the borrowers and calculating PD and LGD based on IRB guidelines. • Expected Credit Loss for advanced approach methodology. • Implementing RAROC methodologies for arriving at pricing of loans based on internal rating models and in compliance to regulatory guidelines. • Underwriting/Processing credit proposals for commercial projects for taking decisions on approval . • Understanding the business, cash flows and financial of the borrower, mortgages, and risks involved in the exposure.