Sourabh Jain

AVP, Credit Risk Modelling @Credit Suisse

Mumbai, IN

Modelling credit risk parameters (PD, LGD, EAD) for assessing the RWA and Economic Capital in the IB division of Credit Suisse. End to end development of Credit Risk models driving the project through initial planning to final submission to the regulator Actively collaborated with and managed all stakeholders during model development, worked on model documentation, addressed validation tasks, and presented the final model to internal governance bodies & regulators (FINMA, PRA) Designed the governance framework for models, ensured correct implementation & closely involved in monitoring of existing live models Completed self-assessment of models against regulatory rules, gained good understanding of Basel framework Worked on development of internal policy documents for streamlining internal processes and minimizing the risk due to human error Participated in industry-wide forums like GCD(Global Credit Data) consortium to further understand risk management environment and best practices across banks

Indian Institute of Technology, Kharagpur

Bachelor's Degree, Civil Engineering