Nitin Gupta
Senior Manager at EY | IIT KGP Alumni
- Role
- Senior Manager at EY
- Location
- Bengaluru, KA, IN
- LinkedIn followers
- 500 followers
About Nitin Gupta
Nitin has 14+ years of experience in the domain of financial risk and has worked with multiple global and Indian banks across credit and market risk areas. Worked across different geographical locations in USA, Canada, Europe, MENA, APAC and India.Graduate from IIT Kharagpur. CFA - Level II candidate.Certified Financial Risk Manager (FRM) from GARPCertification in Sustainability and Climate Risk from GARPRegulatory Knowledge - IRB IFRS9, CCAR, US GAAP, FRTB, OCC - 11/12, SR - 11/7, E-23 OFSI, PRA, HKMA, CBE, CBK, CBUAE Guidelines.Technical Knowledge and Skills - SAS EG, R Studio, RTools, Python, C/C++, MATLAB, EViews, MS Visual Studio, VBA, MQ SQL, mysql, PostGre SQL, Meta-Risk, RiskLink.
Experience
Senior Manager
Sep 2021 — Present · Bengaluru, IN
Led multiple IFRS 9 projects focusing on PD, LGD & EAD model development/review, documenting the staging criteria, ECL methodology documentation for multiple financial institutions across geographies.Led IRB model development and validation projects for UK based financial institutions.Led a team of professionals in validating suite of institutional models for one of the largest banks of Canada. Suite of models used for bank’s downstream regulatory reporting purposes for CECL and CCAR guidelines using validation technique such as KS, Gini, PSI, Back testing, Benchmarking, Champion-Challenger Model etc.Led a team for model validation project of Corporate PD models for one of the largest private US banks. The validation involved assessing model design,conceptual soundness, adherence to regulatory guidelines (SR 11-7, OCC 11-12)Led the credit risk model validation project of IFRS 9 models for wholesale and retail portfolios across several banks in Canada, UAE, Kuwait, Egypt and KSA.
Education
Indian Institute of Technology, Kharagpur
5-Year Integrated M.Sc., Physics
2005 — 2010
CFA Institute
Level 1, Finance
2017
Skills
- Sql
- Quantitative Finance
- Data Analysis
- Statistics
- Microsoft Office
- Microsoft Excel
- Statistical Modeling
- Finance Consulting
- Risk Management
- Solvency Ii
- Mathematics
- Visual Basic for Applications (Vba)
- Risk Analysis
- Risk Assessment
- Vba
- Probabilistic Models
- Financial Modeling
- Reinsurance
- Sas
- Research
- Risk Models
- Actuarial Science
- Insurance
- Microsoft Word
- Financial Analysis
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.