Sunny Singh
Director - Risk Modelling and Analytics @CIBC US
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WORK HISTORY
Director - Risk Modelling and Analytics @CIBC US
Toronto, ON, CA
Develop loss forecast models (CECL, CCAR) and produce risk analytics. Produce and report capital estimates, advise management and business units on risk capital (RC, EC, RWA) and areas of risk and growth opportunities by utilizing various machine learning models. Develop and utilize Natural Language Processing models to gauge sentiment from the market and economy.
EDUCATION
Massachusetts Institute of Technology
Summer Program, Statistical Modelling & Data Engineering
Georgia Tech H. Milton Stewart School of ISyE
Master of Science - MS, Statistical Analytics
Goodman School of Business at Brock University
MSc (with thesis), Quantitative Finance
Brock University
Hons. BBA, Finance (Minor Statistics)
SKILLS
ABOUT SUNNY SINGH
Passionate about learning new things and making a difference. • Expertise includes developing machine learning models, credit risk models, macroeconomic projections, financial statement analysis, capital allocation, big data analytics, programming (C++, Python, SQL, R, SAS, Java). • Deep theoretical knowledge of econometric and statistical models (regression, time series, optimization,(un)supervised learning, simulation), financial modelling, IFRS9, CECL, credit stress testing. • Led multiple successful projects in Credit and Market risk, including development of forecast models and loss calculation engines while managing large teams.
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