Personal Information
Organização/Local de trabalho
Greater New York City Area United States
Cargo
Entrepreneur | Risk Analytics Expert
Setor
Finance / Banking / Insurance
Sobre
Sandip is a risk and compliance professional with deep insights into quantitative and qualitative aspects of risk management and analytics.
18+ years of experience in implementing Enterprise Risk Management framework for Wholesale & Retail Banking with top tier Global and Regional Banks and Financial institutions in the markets of US, Europe, Middle East and India.
Advised various Central Banks and Capital Market Authorities in development of Stress testing, ICAAP and Risk based Supervision framework.
Member of Advisory Board of Chartis Research - a UK based leading research and advisory services, frequent speaker at leading risk forums organised by IFC, IIF, GARP etc.
Oversee devel...
Marcadores
ifrs 9
ecl
pd
ifrs9
impairment modelling
irrbb
interest rate risk
cecl
basel
bcbs 350
csrbb
cash shortfall
ead
lgd
pit pd
pd term structure
ttc pd
credit spread
ftp
alm
liquidity risk
behavior analysis
cash flow
risk
apache
nosql
mongodb
apache spark
spark
impairment solution
hadoop
eir
effective interest rate
model governance
validation
sr 11-7
model risk management
monitoring
mrm
irb
scorecard
pool
retail
leq
expected credit loss
maturity
exposure at default
undrawn exposure
prepayment
expected cash shortfall
credit
forward looking
macroeconomic
lifetime pd
rating model
pd calubration
bcbs
implementation plan
target operating model
maturity model
loss rate
vintage analysis
stage assessment
it architecture
impairment modeling
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