Bharathraj Kailasam
Yerikadu, Sathapadi, Salem,India
Summary
- 6+ years of experience in Consulting that includes credit risk modelling techniques majorly involving IRB and IFRS9 regulations
- Led various model development teams working across UK retail portfolios
- Expertise in model development, validation and audit techniques for PD, LGD and EAD models across retail and wholesale portfolios
- 2 years of onshore experience based out of UK region working directly with client projects
- 2 years of IT experience by providing solution to critical client problems on day-to-day basis
Overview
8
8
years of professional experience
Work history
Credit risk Manager
ERNST & YOUNG LLP
BANGALORE
07.2017 - Current
- 6+ Years of experience in Credit risk modelling for PD, LGD and EAD models across retail and wholesale portfolios
- Currently leading IRB model development team for a large commercial Irish bank to build LGD model for UK and ROI mortgage portfolios
- Led IRB model development team for a large commercial Irish bank to remediate LGD model for regulatory submission
- Developed A-IRB PD model for an Irish bank that involves inclusion of updated IRB regulation on definition of default, data preparation, model estimation and calibration, model testing and margin of conservatism calculation
- Validate and Review U.K. Banks'/Financial institutions' statistical models in support of U.K. Regulatory guidance (IFRS9, IRB, etc.) and end-to-end SAS validation of retail and non-retail PD, A/B-Scorecards, LGD and EAD models in line with Basel II requirements
- Analysis on governance, data quality, methodology, documentation and use test to check the applicability and integrity of the models according to regulatory guidelines
- Development of “Market Analysis Benchmarking Tool” as a Functional Expert and Data Modeller based on the expertise of FED's STRESS TEST (CCAR&DFAST) regulations, coordinated with the client in preparing the requirements and supporting the technical leads in building the tools functionalities and processes
- Deal with Stake holders Liaise and Participating in meetings and Understand Stakeholders' expectations
- Reviewed ASC 450 models for US Banks to estimate PDs and LGDs along with the methodology and execution of computational and statistical techniques to update the review of the Ratings-Based (RBA) allowance estimation procedures for Business Services loans
- Also reviewed the roll rate models that were mainly used for loss estimation and financial planning for regulatory submission purposes
- Development of MS Access tool on Rapid Process Transformation to compute savings in the various functional and operational areas of a bank, based on key management decisions that also provides the flexibility to create dynamic reports and charts
- Worked with a major US retail bank in remediating the MRA (Matters Requiring Attention) issued by the regulatory body CFPB on their Credit Card portfolio. It involves validating the models used for identifying the customers impacted and remediation for the same
Summer Intern
ERNST & YOUNG LLP
BANGALORE
04.2016 - 06.2016
- Development of cash flow model for a G-SIB using VBA to automate data population from the client's model to the new model developed by EY and to compare the cash flows generated by EY developed model vis-à-vis those in the client model for reconciliation purposes
- Development of MI dashboard used for monitoring liquidity metrics by configuring data upload logic, data dictionary and transformation logic, and report generation
Systems Engineer
INFOSYS LTD
CHENNAI
10.2013 - 06.2015
- Automated error identification process using JAVA based on the flags triggered in-line with complaints received and ticket assignment to the appropriate channel which reduced 70% of the manual work.
- Worked closely with customers, internal staff and other stakeholders to determine planning, implementation and integration of system-oriented projects.
Education
Master of Business Administration - Finance
BHARATHIDASAN INSTITUTE OF MANAGEMENT
TRICHY 04.2001 -
Bachelor of Engineering - Electronics and Instrumentation
PANIMALAR ENGINEERING COLLEGE
CHENNAI 04.2001 -
Skills
- Credit risk Modelling (PD, LGD, EAD)
- IRB model development and validation
- IFRS9 model Audit
FUNCTIONAL SKILLS:
TECHNICAL SKILLS:
- SAS
- R (basics), Python (basics)
- VBA
- SQL
- JAVA
- PowerBI
Languages
English
Fluent
Tamil
Fluent
Accomplishments
- Extra mile award for exceptional client service across engagements
- Multiple spot awards for implementing innovative ideas in the team
- Subject Matter Expert for analyzing and solving critical issues in the project
- Dynamo Award for best performance across domain in Q2 - 2014
Hobbies
- Cricket
- Travelling
- Puzzle solving
Timeline
Credit risk Manager
ERNST & YOUNG LLP
07.2017 - Current
Summer Intern
ERNST & YOUNG LLP
04.2016 - 06.2016
Systems Engineer
INFOSYS LTD
10.2013 - 06.2015
Master of Business Administration - Finance
BHARATHIDASAN INSTITUTE OF MANAGEMENT
04.2001 -
Bachelor of Engineering - Electronics and Instrumentation
PANIMALAR ENGINEERING COLLEGE
04.2001 -