Arjun Sunder S
Credit Risk|IRB|IFRS-9|Basel III| Regulatory Reporting |Model Risk Management| ICAAP |Stress Testing| Econometric models
- Role
- Associate Director at Deloitte
- Location
- Mumbai, MH, IN
- LinkedIn followers
- 500 followers
About Arjun Sunder S
Financial Service Professional with 15 years’ experience in Regulatory Reporting, Credit Risk Modelling, Model Validation, Model Risk Management, Predictive Analytics, Financial Reporting, ICAAP, Stress testing, System Implementation (Rating, ECL & CRAR) and Spearheaded transformative projects in Rating Model development, CRAR reporting and Regulatory Risk models.Critical Milestones of my career are highlighted below.Mentored and groomed specialized teams on Model Risk Management, Calibration of Regulatory risk models, Estimation of Risk components and Regulatory reporting under & IFRS-9.Built prototypes/ models in Excel /R for estimation & calibration of PD, LGD and Model Validation to facilitate transition from legacy systems to OFSAALed Regulatory Climate Risk stress testing and designed PIT models which forecasted PIT PDs at longer time horizon leveraging the default statistics published by External Rating agenciesEnd to End implementation of SAS for computation of risk weighted assets & CRAR under guidelines issued by RBI.Developed and implemented Credit Rating Models for Corporate Portfolio & Designed application scorecards for Retail Portfolio under multiple platformsFormulated framework for estimation of ECL under Ind AS 109, which included design of Board approved policies for Staging & design of econometric models for estimation of Forward-looking PIT PDsOptimized capital savings by identification of capital guzzling exposures and improvement in methods and proceduresRevamped ICAAP Policy of the bank by quantifying Pillar- II risks such as Liquidity, Credit Concentration, IRRBB Settlement and Pension Obligation Refined the Risk Based Pricing policy & RAROC computation methods, which enhanced transparency, simplicity and risk sensitivity of pricing process.I am a continuous learner excited by execution of cross-functional projects which requires skillsets ranging Regulatory reporting, Credit risk modelling, System Implementation and stress testing Want to connect? Feel free to email me at a••••••••@gmail.com or drop a hello on LinkedIn.
Experience
Associate Director
Aug 2024 — Present · Mumbai, IN
Lead techo-functional teams for end to end implementation of best in class regulatory / internal reporting systems and frameworks in line with Basel and IFRS-9/ Ind-AS 109 normsAdvise on industry best practices on Basel IV and IFRS-9 Implementation Lead Pre-sales presentations on IFRS-9 and
Education
IIBF
Certified Treasury Dealer, Treasury Management
2016 — 2021
Global Association of Risk Professionals (GARP)
FRM, Risk Management
2018 — 2019
ICAI
Chartered Accountant, Accounting
2005 — 2011
St Thomas College Thrissur
B.Com, Finance
2005 — 2008
Harisri Vidhya Nidhi School
Plus two, Commerce with Maths
2003 — 2005
Find verified contacts for anyone on LinkedIn
Unifers gives sales teams verified emails and direct dials, enriched profiles, and outreach that lands in the inbox.
Free plan included · No credit card required
This profile is compiled from publicly available professional sources. Unifers is not affiliated with or endorsed by LinkedIn. Request removal of this profile.