Personal Information
Unternehmen/Arbeitsplatz
Greater New York City Area United States
Beruf
Vice President,Independent Model review team at HSBC
Branche
Finance / Banking / Insurance
Info
•Professional Risk Manager (PRM)-Certified by Professional Risk Manager's International association,U.S.It is equivalent to FRM.
•Independently reviewed RWA calculations for Credit Risk for Wholesale/Commercial and Retail Exposures using Advanced IRB approach in accordance with Basel II/Basel III guidelines.
•Reviewed various models/framework as a part of Comprehensive Capital Analysis and Review (CCAR), DFAST and created various Regulatory reports/involved in Regulatory reporting.
•Knowledge of regulatory requirements such as SR 11-7, Basel II and CCAR guidelines.
•Exposure in validation of various models (Retail/Wholesale/LGD) and various other regression and statistical/eco