Subir Das
Credit Risk | IRB Model Development | Basel III, IFRS9 | SAS, Python | Ex-SC, KPMG, PayPal | MTech-ISI ( Kolkata)
- Role
- Senior Advisor Credit Risk Kpmg Global Services (Jun 2025 Present Bengaluru, India) at KPMG
- Location
- Bengaluru, KA, IN
- LinkedIn followers
- 500 followers
About Subir Das
I am a Credit Risk professional with a strong quantitative foundation (MTech – Indian…
Experience
Senior Advisor Credit Risk Kpmg Global Services (Jun 2025 Present Bengaluru, India)
Jun 2025 — Present · Bengaluru, IN
Designed and implemented PD, EAD, LGD, and IFRS9 impairment models, supporting provisioning accuracy and regulatory capital optimization.Delivered regulatory submissions (Basel IFRS9) and engaged with regulators, auditors, and internal model governance committees.Improved model discriminatory power (KS/GINI) and monitoring frameworks, enhancing portfolio risk measurement for 3 million accounts per months.Collaborated with finance and risk teams to align models with both regulatory capital and accounting impairment requirements.
Education
Indian Statistical Institute, Kolkata
Master of Technology - MTech
2020 — 2022
Ramakrishna Mission Vivekananda Centenary College
Graduation
2014 — 2017
Ramakrishna Mission Vivekananda Educational and Research Institute
Master of Science
2017 — 2019
CSIR-UGC NET
CSIR-UGC NET JRF
2019 — 2019
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