Taran Paulus

Senior Consultant - Credit Risk @EY

London, GB

Currently working within the Financial Services Risk Management (FSRM) team at EY UK, with a focus on Internal Ratings-Based (IRB) credit risk models for regulatory capital. Key responsibilities and achievements include: • Led third line of defence review for Definition of Default, including benchmarking against regulatory expectations and peer institutions. • Supporting a major European bank’s transition to IRB models for its mortgage portfolio as part of an ECB regulatory submission, contributing to end-to-end documentation. • Assisting in model deployment and output validation for new IRB models, analysing discrepancies and liaising closely with data teams to resolve issues. • Developing regulatory-compliant IRB documentation for non-mortgage products, using a reference dataset and information from the model development team, while tracking progress against project timelines. • Collaborating with senior stakeholders to complete regulatory self-assessment questionnaires, ensuring alignment with ECB requirements and internal governance standards.

R. A. Podar College of Commerce & Economics

Bachelor’s of Commerce (Bcom)

University of Bath

Master's degree