Pooja Lunia
Risk | IIT Kharagpur
- Role
- Senior AVP at Wells Fargo
- Location
- Bengaluru, KA, IN
- LinkedIn followers
- 500 followers
About Pooja Lunia
With over seven years of experience across model development, validation, and automation in global banking environments, I bring a strong blend of technical expertise, regulatory knowledge, and cross-functional collaboration skills.In my current role as Manager in Model Risk Management at Citi, I worked on Pre-Provision Net Revenue (PPNR) models used for CCAR/DFAST and Interest Rate Exposure (IRE) stress testing, covering Treasury (TTS Deposits) and Banking Capital Markets & Advisory loan portfolios. My work involves assessing conceptual soundness, data integrity, segmentation strategy, and forecast accuracy, as well as conducting sensitivity analyses. My technical proficiency in R, Python, SQL, and VBA, combined with a strong foundation in probability, statistics, time series, and financial mathematics, allows me to build, validate, and enhance models that are both robust and regulatory compliant.
Experience
Senior AVP
Feb 2026 — Present · Bengaluru, IN
Education
Advanced Academy, Indore, India
High School, Mathematics and Computer Science
Skills
- C
- Event Management
- Financial Risk
- Sas
- Microsoft Office
- R Programming
- Statistics
- C++
- Data Analysis
- R
- Corporate Finance
- Spss
- Public Speaking
- Networking
- Teamwork
- Risk Management
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