Sakeena S.
Credit Risk Professional|CCAR|CECL|IFRS9|BASEL modeling
- Role
- Senior Consultant at EY
- Location
- Gurugram, HR, IN
- LinkedIn followers
- 500 followers
About Sakeena S.
Credit Risk professional with 5.5 years of experience in CCAR/DFAST PD/LGD/EAD model development, stress testing as per CCAR/CECL norms for Commercial portfolio. Expertise in the area of creating statistical model. Hands on experience on SaS, Python, SQL, Good analytical, presentation, communication skill and a team player.
Experience
Senior Consultant
Sep 2024 — Present
Developed IFRS9 PD scorecard for personal exposure portfolio of a Middle Eastern Central Bank using logistic regression and Vasicek methodology to derive PiT PD. • Built recovery-based LGD models using Jacob\'s Fyre methodology and created segmentation-based recovery clusters. • Conducted IFRS9 audit of wholesale models for a UK-based bank, including substantive testing, control testing, model reperformance, and sensitivity analysis. • Executed UAT for IFRS9 model implementation at a Middle Eastern Central Bank involving live data testing, staging criteria, and ECL computation. • Reviewed an Indian bank\'s risk framework, benchmarked practices, and recommended strategic enhancements. • Performed comprehensive end-to-end model validation for an Indian NBFC, incorporating quantitative accuracy checks and qualitative expert review.
Education
City Montessori School, Lucknow
Intermediate
2012 — 2013
City Montessori School, Lucknow
High School
2010 — 2011
Guru Gobind Singh Indraprastha University
Bachelor of Technology - BTech, Computer Science
2013 — 2017
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.