Krishan Sharma

About Krishan Sharma

Krishan Sharma is a Senior Model Risk Management Leader at Citi, responsible for…

Experience

1. Senior Vice President

   Citi

   Dec 2017 — Present · New York, NY, US

   Led a diverse, cross-geographical team to convert complex business challenges and regulatory criteria into robust analytical frameworks, delivering actionable insights aligned with organizational strategy and risk appetite.• Directed end-to-end development and validation of credit loss forecasting models - PD, LGD, EAD, EL, and ACL-for Citi\'s global wholesale and retail portfolios, including C&I, CRE, mortgages, credit cards, and debt securities (AFS/HTM). Supported CCAR, CECL, IFRS9, and ICAAP regulatory exercises.• Oversaw validation of balance sheet and P&L forecast models (PPNR) for ICAAP regulatory exercise.• Supported remediation of MRA/MRIA and consent order findings in coordination with the regulators (FRB, OCC, PRA, ECB), internal and external audit teams, and risk governance forums, ensuring timely and effective resolution of significant model-risk issues.• Co-led recruitment, training, and development initiatives across U.S. and offshore teams; established hiring protocols, performance expectations, and knowledge-transfer best practices.• Collaborated with product and business-line leaders to align modeling programs with enterprise strategy and approved risk appetite.• Ensured timely delivery of project milestones by enforcing rigorous analytic processes to mitigate risks in data, modeling, and output.• Provided leadership in setting regional standards and execution plans through multi-regional coordination.• Influenced senior stakeholders across diverse cultural and organizational environments, demonstrating strategic judgment and sustained delivery. • Contributed to policy and procedural development within the Model Risk Governance framework.

Education

• Jaipur Engineering College and Research Centre (JECRC)

  Bachelor of Engineering - BE

  2001 — 2005

• ICFAI Business School

  Master of Business Administration - MBA

  2006 — 2008

Skills

• Analytics
• Business Analysis
• Predictive Modeling
• Data Analytics
• Process Improvement
• Credit Risk
• Strategy Development
• Sas
• Pl/Sql
• Analytical Reporting
• Advance Excel
• Management Consulting
• Business Consulting
• Customer Relationship Management (Crm)
• Forecasting
• Valuation
• Business Process Design
• Basel Ii
• Visual Basic for Applications (Vba)
• Economic Capital Modeling
• Ms Office Suite
• Credit Risk Management
• Risk Management
• Team Management
• Global Client Management
• Unix
• Business Planning
• Data Analysis
• Segmentation
• Handle Multiple Projects
• Vba (Macros)
• Crm
• Risk Analytics
• Time Series Analysis
• Portfolio Management
• Statistical/ Quantitative/ Predictive Modeling
• Microsoft Excel
• Strategy
• Scorecard
• Project Management