At Morgan Stanley, I work on Wholesale IRB Credit Risk models, addressing conceptual soundness, methodology, and regulatory expectations. I directed the migration of monitoring code from R to Python, cutting runtime by over 60%.
I also lead monitoring cycles and designed procedures aligned with industry standards to support regulatory submissions. I work with Credit, IT, MRM, and Audit stakeholders on reviews and issue resolution.
At UBS Business Solutions (India) Private Limited, I validated accounting models affecting the bank’s balance sheet, including IFRS 9 hedge accounting models. My work included stress testing and PnL forecasting models, bond and interest rate swap valuations, and OLS regressions.
Earlier, I contributed to Indian economy research at HSBC and validated stress testing and credit risk models at Deloitte & Touche Assurance & Enterprise Risk Services India Pvt. Ltd. At Dell International services India Pvt. Ltd., I identified and implemented a methodology for defining confidence in a DFS penetration rate using a live online A/B test.
