Dyuthi C S
ACA| FRM | RAI | Credit Risk | IFRS9 | R | Python | AI | EY |KPMG | Modelling and Validation
- Role
- Kpmg at EY
- Location
- Bengaluru, KA, IN
- LinkedIn followers
- 500 followers
About Dyuthi C S
Credit Risk modeler with experience in Credit Risk Model Development and ValidationExtensive experience in ECL Model Validation andAudit for IFRS9 Models. Extensive experience in Modeling and validation of CR models in SAS, R and Python. Led end-to-end validation of advanced credit risk models, including, PD, EAD, LGD and Impairment models compliant with IFRS9 Standards. Managed the independent recording, monitoring, and validation of development codes to ensure accuracy and reliability. Conducted performance evaluations of validation, monitoring, and development codes for process improvement. Oversaw the monitoring of PD, LGD, PP, and EAD models for banks across the UK and EU geographies, ensuring regulatory compliance. Directed the validation of PD, LGD, PP, and EAD models to maintain robust risk management practices. Led the development of challenger models for banks in the UK, enhancing risk assessment methodologies. Supervised the preparation of audit memos for statutory audits, ensuring compliance with regulatory requirements.Seasoned BA having worked both in Agile projects as well in Waterfall projects spanning across Big4sHandled projects for Basel Basel IV automation and development including RWA calculations.Deep understanding of Agile projects including creating user stories, writing acceptance criteria and raising defects/Bugs, writing test scripts, UAT testing of user stories etc. Experienced in Multiple OFSAA implementation projects as a Techno-Functional Consultant.Has experience in PD, LGD automation, Stress testing, ALM preparation, RBI Reports preperationPreparation of RBI reports like LR, SLS etc as per the requirements of the financial institution
Experience
Kpmg
Present
Education
Sabarigiri School - India
X, Science
2010 — 2011
Global association of risk proffessionals
Financial Risk Manager, Risk Management
Sabarigiri School - India
XII, Science
2011 — 2013
The Institute of Chartered Accountants of India
Chartered Accountant, Accounting and Finance
2013 — 2018
Bharathiar University
Bachelor of Commerce - BCom, Business/Commerce, General
2014 — 2016
Indian Institute of Banking and Finance
JAIIB, Banking
2019 — 2019
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