Harigovind M. R

Risk Analyst @Federal Bank

Kochi, IN

o Validate Credit risk models for correctness and performance in line with regulatory and internal standards.o Perform back testing of Historical VaR models, analyzing exceptions between actual and predicted P & Lo Review and gap analysis of Model Risk Validation documents. Review and maintain Model Risk Management Policyo Calculate Market Risk and Operational Risk Capital Charges in Alignment with Regulatory Requirements.o Analyze and monitor Key Risk Indicators (KRI) and Reputation Risk. Manage and review Reputation Risk policy

National Institute of Bank Management (PGDM)

PGDM

University of Calicut

Bachelor of Science - BS

University of Calicut

Bsc