Krishnendu Roy
- Role
- Vice President - Model Risk & Validation at Commonwealth Bank
- Location
- Bengaluru, KA, IN
- LinkedIn followers
- 500 followers
About Krishnendu Roy
15+ years of experience in risk management. My expertise spans across model development…
Experience
Vice President - Model Risk & Validation
Sep 2021 — Present · Bengaluru, IN
Set up the Periodic Assurance India Chapter at Commonwealth Bank, leading validation of retail and non-retail IRB & IFRS9 models. • Set up the Model Governance India Chapter, overseeing 600 models with a focus on 130+ AIRB & IFRS9 models. • Collaborated across multiple geographies to enhance model governance and validation processes.
Skills
- Sas Programming
- Risk Management
- Team Management
- Tableau
- Loss Forecasting
- Credit Risk
- Basel Ii
- Sas
- Portfolio Management
- Forecasting
- Business Analysis
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