Arjun Sankar N
- Role
- Senior Manager- Credit Risk Integrated Risk Management at HDFC Bank
- Location
- Mumbai, IN
- LinkedIn followers
- 500 followers
About Arjun Sankar N
Currently involved in making Retail Credit Risk models for IRB, IFRS and CECL…
Experience
Senior Manager- Credit Risk Integrated Risk Management
Jun 2022 — Present
Involved in developing frameworks for analyzing and monitoring the risk of Retail & SME portfolio of the bank across products.\\\\n* Prepared Dashboards which shows the snapshot of the Key Risk Indicators of the Retail & SME portfolio of the bank.\\\\n* Worked on projects to measure and evaluate the Climate Risk faced by the bank.\\\\n* Involved in developing and deployment of Rating modes for monitoring the SME portfolio of the bank.\\\\n* Development of Probability of Default models for the Retail products.\\\\n* Involved in computing Estimates across PD, LGD/BEEL & CCF for the various reportings of the bank like IFRS, CECL, IRB etc.\\\\n* Worked on certain sections of Regulatory reporting for the IFRS, CECL & IRB filings of the bank.\\\\n* Worked on several automation projects of the bank across regulatory reporting, model deployment, portfolio monitoring dashboards, Data Mart etc.\\\\n \\\\n\\\\n \\\\n \\\\n\\\\n \\\\n
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