Manpreet Singh
IIT Roorkee | AVP Credit risk Modeling | Building Regulatory-Compliant Risk Models
- Role
- AVP Risk Model Development at First Abu Dhabi Bank (FAB)
- Location
- Bengaluru, KA, IN
- LinkedIn followers
- 500 followers
About Manpreet Singh
Credit Risk professional with 5+ years of progressive experience in the banking and…
Experience
AVP Risk Model Development
May 2023 — Present · Bengaluru, IN
Developed the Auto Loans Behavioral Scorecard (AL BScore) model, contributing to a optimization in the ExpectedCredit Loss (ECL) rate from 2% to 1%, driven by improved underwriting policies and enhanced risk segmentation in recent years.− Led product retagging initiatives due to data issues caused during the merger of two banks to address incorrect loan account classifications caused by business policy changes, system migrations, and data integrity issues. Updatedhistorical product codes to align with the latest coding structure, ensuring accurate and consistent product history across all accounts.− Managed outsourced consultants in the development of IFRS9 Point-in-Time (PiT) Probability of Default (PD) models for the Auto Loans portfolio, ensuring high-quality delivery aligned with regulatory and business requirements.− Recalibrated the Through-the-Cycle (TTC) LGD model for the Credit Card portfolio to address overestimation of cureand recovery rates, thereby correcting the underestimation of Loss Given Default (LGD).− Addressed validation findings related to over-limit customers causing inaccurate Days Past Due (DPD) reporting due tosystem issues, leading to necessary recalibration of the LGD model.− Managed outsourced consultants in the development of IFRS 9 Point-in-Time (PiT) Probability of Default (PD)models for the Credit Card portfolio, ensuring alignment with regulatory standards and business objectives.− Collaborated with Credit and Credit Risk teams to finalize the default definition in alignment with CRMS guidelines through multiple strategic discussions.− Completed multiple ad-hoc initiatives to support CBUAE regulatory requirements and addressed business teamqueries through detailed retail portfolio analysis.− Collaborated with stakeholders to communicate and analyze the results of retail models, evaluating their overall impact on business performance and decision-making.
Education
Indian Institute of Technology, Roorkee
Becholar of Technology (B.tech)
2015 — 2019
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.