Koel Ray
Associate Director - Modelling & Valuation at KPMG Global Services
- Role
- Associate Director at KPMG India
- Location
- Bengaluru, KA, IN
- LinkedIn followers
- 500 followers
About Koel Ray
More than 13 years of Analytics and IT (techno functional) experience in BFSI domain.• At present working on projects related to CCAR and CECL.• Worked on IFRS9 Methodology development and model development for Retail Portfolios • Have substantial knowledge of CECL• Hands on experience in data modeling using tools like SAS (EG), SAS E-Miner,R, Excel, VBA, Knowledge Seeker and Python• Attended comprehensive training program on FRTB SBA prototype development, DRC estimation under SA, P&L Attribution, VaR Backtesting, and Capital Analysis
Experience
Associate Director
Jun 2024 — Present · IN
Leading multiple projects for a UK-based bank related to 1st line of defense (Retail portfolios) and ensuring that the deliverables align with SS 1/23 requirements.
Education
ST PAUL'S MISSION SCHOOL
ICSE, ISC
2003 — 2004
West Bengal University of Technology
Bachelor of Technology (BTech)
2004 — 2008
Institute of Management Technology, Ghaziabad
PGDM
2012 — 2014
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