At Shivalik Small Finance Bank, I prepared ICAAP documentation and regulatory risk reports, and developed Reputational Risk and Strategic Risk Scorecards. I also prepared risk committee decks to support senior management decision-making.
I built an LTV monitoring model for Warehouse and Gold Loan portfolios to track collateral coverage, identify exceptions, and flag threshold breaches. I also developed and enhanced a Python credit risk stress-testing model to assess adverse scenarios.
During my Basel III SA Implementation internship at BANK OF MAHARASHTRA (HO – Pune), I worked on operational risk capital calculations and conducted Risk and Control Self-Assessment. At NIBM Pune, I built a home-loan credit scorecard and Probability of Default model, and analyzed the biopharmaceutical sector from a lender’s perspective.
