Anirban Ghosh
Risk Modeling & Analytics| PwC AC| IIT Kanpur | SXC Kolkata
- Role
- Associate - Fs Risk & Reg at PwC
- Location
- Kolkata, WB, IN
- LinkedIn followers
- 500 followers
Experience
Associate - Fs Risk & Reg
Aug 2024 — Present · Kolkata, IN
Conduct model risk management, validation for credit risk models- Perform end to end validation, independent model testing and conceptual evaluation for CECL,CCAR PD and LGD models- Execute re-performance and baseline analysis including model replication, accuracy and assumption testing, statistical tests, back testing, coefficient stability and sensitivity analysis in compliance with SR 11-7 regulatory guidelines- Manage client relations, handle stakeholder communications and produce technical documentation and reports.
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