Jyoti Singh
Senior Manager, Model Risk Management
Bangalore, Whitefield
Summary
Experienced Senior Manager in Model Risk Management with a proven track record of overseeing model validation processes, validation process automation, implementing robust model governance frameworks and automation of Model inventory and Finding Inventory. Strong background in quantitative analysis, risk assessment, and regulatory compliance within the financial services industry. Skilled in leading cross-functional teams and collaborating with stakeholders to enhance model transparency and reliability. Established achievement in development and validation of ML models, Regulatory models like BASEL3, CCAR, IFRS9 PD, LGD & EAD, IRRBB NII and EVE and retail analytics model. Involved across a variety of roles from model development to model validation to audit.
Overview
11
11
years of professional experience
3
3
Certifications
Work History
Senior Manager
Mashreq Global Network
02.2024 - Current
- Successfully managing a team, responsible for validating financial models, ensuring compliance with regulatory requirements and internal policies.
- Completed validation approx. 50 models across wholesale, retail and advance analytics area which is further approved in MOC and GRC
- Contributed in new policy development and old policy updates.
- Collaborate with model owners and developers to enhance model performance and accuracy.
- Effectively handling cross functional communication for validation findings discussion to senior management and regulatory authorities.
- Conduct comprehensive model risk assessments and provide recommendations for risk mitigation.
Manager
Mashreq Global Network
04.2022 - 01.2024
- Led validation projects for complex financial models, including Retail credit risk, wholesale Credit Risk, IRRBB models, and Business Risk Models.
- Evaluated model performance and assumptions through statistical analysis and sensitivity testing.
- Prepared detailed validation reports highlighting findings, conclusions, and recommendations for model enhancements.
- Ensured compliance with regulatory guidelines such as MMSG, MMS and IFRS 9, IRB, enhancing overall model governance.
- Handling model inventory management, UAT changes, Gap analysis individually.
Associate Manager
ANZ Banking Services
09.2020 - 04.2022
- Involved in model validation which includes testing in areas of data, conceptual soundness, Outcome Analysis, process accuracy and governance.
- Handed audit and document building for different models, preparing data Dictionary etc.
- Credit Analysis Reports for Application model-LVR Analysis, Vintages Analysis, Delinquency Analysis, Credit Risk Pack BWS Pack, AQR Pack, D&L Pack etc.
- Ad hoc Analysis -RMRT Credit Cards Granular, Retail Daily Delinquency, CRDH, Roll Rate Analysis, Exception Analysis, Forbearance Analysis.
Senior Analyst
One Savings Bank
02.2018 - 09.2020
- Modeling Project–Developed PD scorecard for mortgage portfolio, utilizing a combination of judgment based and statistical techniques.
- Validated PD and LGD model on quantitative and qualitative analysis basis.
- Credit Report-Generating and delivering monthly credit report for credit committee on 15 different modules like Cohort analysis, LTI, LTV, Limits and Triggers, Bureau Analysis, Market Comparison, Arrears and triggers, Geographical Analysis etc.
Senior Research Analyst
HT Burda Media Ltd
06.2014 - 03.2017
- Market Research analysis, SWOT Analysis, Product Management, Market Industry Research, Data Analysis and representation, Competitor Analysis.
Education
MBA -
Galgotia Institute of Business Management
Greater NoidaMA - Economics
SHUATS
Allahabad UniversityB tech - CS
IETE
New DelhiEng. Diploma - IT
Govt Girls Polytechnic
UPSkills
Stake holder Management
Cross-functional collaboration
Data analytics
Documentation and reporting
Problem-solving
Time management
Regulation understanding - CBUAE MMS & MMSG, PRA, SR 11-7, & OCC
Banking Regulations -Basel II, Base III, CCAR, IFRS9
Tech Skills -SAS, R , Python, SQL, Power BI
Certification
Base SAS Certified
Interests
Subjective Reading
Badminton
Table Tennis
Accomplishments
- Led the project and completed successfully to develop and automate Model and finding Inventory with accuracy and efficiency. It reduces manual working time and resolving regular audit queries.
- Automated retail Score card and IFRS9 PD model validation process which reduces time for revalidation's of model
- Developed and delivered dynamic dashboards for wholesale and retail portfolio executive summary.
Timeline
Senior Manager
Mashreq Global Network
02.2024 - Current
Manager
Mashreq Global Network
04.2022 - 01.2024
Associate Manager
ANZ Banking Services
09.2020 - 04.2022
Senior Analyst
One Savings Bank
02.2018 - 09.2020
Senior Research Analyst
HT Burda Media Ltd
06.2014 - 03.2017
MBA -
Galgotia Institute of Business Management
MA - Economics
SHUATS
B tech - CS
IETE
Eng. Diploma - IT
Govt Girls Polytechnic
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