Ankur Gautam
Model Risk Professional | IRB, IFRS9, Credit Risk, Market Risk | Ex-EY | Ex-Barclays
- Role
- Audit Manager - Model Risk at Standard Chartered
- Location
- Bengaluru, KA, IN
- LinkedIn followers
- 500 followers
About Ankur Gautam
Audit Manager with 9+ years of experience across Model Development, Validation, Monitoring and Model Risk Audit within global banking institutions.Currently leading Model Risk audits covering IRB, IFRS9, Retail & Wholesale Credit Risk, Market Risk Var, FRTB, RniV and SIMM models under 3LOD governance framework.Experience across: • Regulatory model audits and validation (EAD, LGD, PD)• Risk governance & model lifecycle reviews• Senior stakeholder engagement (Risk, Validation, Business)• Technical review of documentation for regulatorsEx-EY (Model Development & Validation)| Ex-Barclays (Model Monitoring)Open to strategic opportunities in Model Risk / Risk Governance / Internal Audit (India & International).
Experience
Audit Manager - Model Risk
Jan 2023 — Present · Bengaluru, IN
Education
upGrad.com
Certificate for Learning Week - Data Science, Data Science
2018 — 2018
Galgotias College of Engineering and Technology
Bachelor of Technology - BTech, Mechanical Engineering
2012 — 2016
Institute of Management Technology, Ghaziabad
PGDM, Business Analytics
2019 — 2020
Kendriya Vidyalaya
Intermediate, Information Practices and Mathematics
1999 — 2011
Skills
- Vb Script
- Sql
- Ibm Db2
- Data Analysis
- Sas
- Oracle Sql Developer
- Microsoft Excel
- Data Warehousing
- Team Management
- Python
- Machine Learning
- Data Visualisation
- Complete Finisher
- Core Java
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