Pankaj Kumar
Vice President at Deutsche Bank
- Role
- Vice President at 德意志银行
- Location
- Mumbai, MH, IN
- LinkedIn followers
- 500 followers
About Pankaj Kumar
Have more than 9 years experience in banking risk management fields as both Model Developer and Model Validator. Have worked for more than 6 years in EY-FSRM, and Crisil limited. Currently I am part of Market Risk and CCR team as AVP for about 3 year. I am highly experienced in validation of Market Risk Models (VaR, Economic Risk Models), Credit Portfolio Models, Credit Risk Models, PPNR and CCAR models. I have developed Economic Risk Models-(Insurance Risk, Pension Risk, Percentile scaler using Extreme Value Theory) and Credit risk models.
Experience
Vice President
Jan 2024 — Present · Mumbai, IN
India lead of Market Risk, CCR, Portfolio & Alpha Model Validation
Education
Madras School of Economics
Master's degree, Financial Economics
2011 — 2013
Skills
- Cva
- Financial Risk Management
- Statistics
- Matlab
- Financial Modeling
- Game Theory
- Eviews
- Credit Rating
- Microsoft Excel
- Statistical Modeling
- Time Series Analysis
- Risk Modeling
- Value at Risk (Var)
- Financial Risk
- R
- Python
- Data Analysis
- Vba
- Risk Management
- Econometrics
- Economics
- Visual Basic for Applications (Vba)
- Quantitative Finance
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