Anju Anna V.
Manager @EY
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WORK HISTORY
Manager @EY
London, GB
EDUCATION
Marthoma Residential School
ICSE
Madras School of Economics
Master’s Degree, General Economics
Central University of Tamil Nadu
Bachelor's degree, Economics
Marthoma Residential School
ISC, Business/Commerce
ABOUT ANJU ANNA V.
Risk consultant in Financial Services and Risk Management with 8 years of experience in Credit Risk Model Validation, Model Development and Model Monitoring. Have extensive experience working with PD, LGD and EAD elements of credit risk models. Validated IFRS9, ICAAP PD & LGD models for leading global investment banks. Developed IFRS9 PD models and performed Stress Testing exercised for an Indian Bank.Developed and managed a strategic SAS code for the IFRS9 ECL model monitoring of a global investment bank.Performed validation of Basel IRB Scorecard models the in wholesale portfolio for a global investment bank. Performed IFRS9 model audits for Banks/ Financial Institutions across Canada and middle east regions.Performed PPNR/CCAR model validation for a major investment bank. Validated models in various business segments including Global Prime Finance and Credit Flow Trading. Proficient in econometric modelling including linear, logistic regression and ARIMA models. Programming proficiency in SAS, R and Python.
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