Soumita Das
A.Con| FRM Department| Credit Risk| IFRS9| ECL| Model Development| Model Validation
- Role
- Associate Consultant at KPMG
- Location
- Mumbai, MH, IN
- LinkedIn followers
- 500 followers
Experience
Associate Consultant
Jul 2023 — Present · Mumbai, IN
Credit Risk Model development using IFRS 9 (PD using grossflow approach, LGD using workout and EAD using amortisation schedule)• Credit Risk Model Validation (both Qualitative and Quantitative test)• IFRS 9 ECL Audit processes as part of that assessed credit risk rating models both qualitatively, by reviewing governance, development, and documentation practices, and quantitatively, by reperformance of stability, concentration, discriminatory power, benchmarking, and calibration.• Review of overall ECL computations, including PD, LGD, EAD calculations to provide clearance to them.• Designing of MRM Policy, Model Validation Policy and Report and Model Document• IFC Testing by preparing Risk Control Matrices
Education
Jadavpur University
Master of Arts - MA, Economics
Jadavpur University, Kolkata
Bachelor of Arts - BA, Economics
Kamala Girls' School
Higher Secondary, Humanities
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