Anshul Joon

About Anshul Joon

Anshul is a risk analytics professional with consulting experience in the area of quantitative risk modelling at global banks. He has deep risk analytics expertise and banking industry knowledge. He has demonstrated in-depth technical capabilities and professional knowledge in managing teams/resources analyzing and validating highly complex Credit Risk Models, CCAR, IFRS 9/CECL framework and Financial Crime Compliance models. He is certified Financial Risk Management, FRM by GARP.He has worked across varied areas of risk analytics, including validation of loss / revenue forecasting models across Wholesale portfolios as part of stress testing regimes such as CCAR, Validation of IFRS9/CECL PD models.Specialties: Credit Risk Models, CCAR Models, IFRS 9/CECL, Wholesale Credit Models, Model Risk Management and Financial Crime Compliance models. Exposure in statistical modelling techniques such as Linear and Logistic regression, Time series modelling, Vasicek Modelling, Pluto Tashe approach for LDP, Bayesian Estimator etc.

Experience

1. Vice President- Decision Science

   HSBC

   Aug 2016 — Present · Bengaluru, IN

   Strategically leading and ensuring alignment with regulatory expectations, risk management standards, and organizational goals in the financial crime and regulatory compliance domains.• Actively engaged in reviewing and enhancing policies, guidelines, and risk frameworks to align with external regulatory guidelines, including USA/PRA standards, supervisory letters, and best practices.• Leading the India MRM team in the validation of Compliance and Anti-Money Laundering (AML) models, encompassing Financial Crime (AML, Sanctions models) and Regulatory Compliance (Trade Surveillance models), including advanced AI/ML use cases.• Successfully navigating complex stakeholder landscapes involving model developers, sponsors, governance bodies, internal audit, and regulators to ensure the delivery of high-quality projects within defined timelines.• Conducted independent reviews of Comprehensive Capital Analysis and Review (CCAR) models to assess capital adequacy under various economic scenarios, including those mandated by the Federal Reserve. Reviewed statistical and econometric models (PD, EAD, LGD, and RWA), stress testing processes, risk appetite frameworks, and capital allocation strategies.• Led initiatives to ensure that model validation processes meet regulatory expectations, driving consistency with guidelines from global regulators, including the USA and PRA

Education

• SYMBIOSIS INTERNATIONAL UNIVERSITY

  Master of Business Administration - MBA Finance

  2011 — 2013

• Kurukshetra University

  Bachelor of Technology , Computer Engineering