David Kumar

About David Kumar

Results-driven credit risk professional with experience specializing in CCAR and CECL model implementation across various international portfolios. Expert in developing, validating and deploying PD, LGD, EAD and Expected Credit Loss (ECL) models while ensuring compliance with Basel CECL and IFRS9 standards. Proven ability to lead production cycles, conduct benchmarking, back-testing and scenario analysis, consistently delivering accurate forecasts with zero audit findings. Proficient in SAS, Python and Excel greatly enhancing operational efficiency and expediting regulatory submissions through automated processes, highly collaborative, supporting Model Risk Management (MRM) initiatives and creating impactful dashboards for performance monitoring, thereby strengthening governance and compliance in credit risk management.

Experience

1. Lead Assistant Manager (Consultant Ii)

   EXL

   Feb 2024 — Present

   Model Implementation - International CCAR & CECL- Developed and maintained credit risk models (PD, LGD, EAD, Expected Credit Loss) for International CCAR and CECL,ensuring compliance with Basel and CECL regulatory frameworks- Translated comprehensive model development documentation into production-ready code, ensuring alignment withmodel methodology and regulatory standards- Conducted benchmarking, reasonableness testing, and reconciliation of model outputs against historical data, challengermodels, and regulatory expectations, enhancing model accuracy by 15%- Supported Model Risk Management (MRM) activities including User Acceptance Testing (UAT), parallel runs, issueremediation, and audit/regulatory examination responses to uphold model governance- Collaborated cross-functionally with Model Development, Validation, IT and Regulatory Reporting teams to resolve modelimplementation issues and close control gaps.

Education

• Visakha Institute of Engineering & Technology, 57th Division, Narava, PIN- 530027(CC-NT)

  Bachelor of Technology, Mechanical Engineering