Summary
Overview
Work History
Education
Skills
Timeline
Generic
Narendra Sahu

Narendra Sahu

Pune

Summary

Tech-savvy risk manager experienced in Credit risk, Operational risk, and Climate risk utilizing technical skills to drive business process improvements, minimize risks, and enhance cost efficiency.

Overview

7
7
years of professional experience

Work History

AVP

Credit Suisse
2022.04 - Current
  • Developed various automated data control and audit reports using RMarkdown & RShiny to enhance the existing manual control steps
  • Implemented Recovery & Resolution Plan (RRP) model and performed the model run as demanded by the Regulators.
  • Developed & implemented Operational risk stresstest models.

Manager

Ernst & Young LLP
2017.07 - 2022.03
  • Developed Expected Credit Loss (ECL) UI-based application using R Shiny for multiple Middle Eastern Banks capable of transforming raw data, calculating PD, LGD, EAD, and Staging finally arriving at ECL based on IFRS9
  • Developed Business Requirement Document for software company which helped them develop ECL tool
  • Responsibility included implementation of various approaches to calculate different components of ECL (PD, LGD, EAD, Staging)
  • Worked with biggest bank in Myanmar to develop credit scoring model for automated decision-making of unsecured consumer lending with help of advanced analytics using Python
  • Worked on development of customer behavioral model to rate borrowers based on their re-payment behavior utilizing machine learning technique such as Random Forest
  • Developed and implemented Valuation in Resolution (ViR) model for bank’s wholesale non-performing assets using Python as part of regulatory requirement
  • Was responsible for identifying data sources, performing data analysis, reviewing, and implementing economic/insolvency calculation in production environment, performing UAT, and preparing technical documentation
  • BCBS239 assessment: Worked with large European bank helping them in transition to BCBS239 compliant system
  • Responsibility includes performing various operational risk model executions, documenting controls, and operating procedures, managing and coordinating BAU activities with stakeholders and Model implementation in the new platform including risk (RWA & ERC) & allocation models in R
  • Climate change risk (physical risk): Worked on modeling of exposure-based models (using Bayesian network) for climate risk to assess direct physical risk due to extreme climatic events
  • Responsibility included assessing and collecting all relevant data and building dependencies for scenario analysis which was then used in Bayesian networks
  • This also included conducting scenario analysis workshops with business experts of various teams for better understanding of climatic events and their impact on bank’s business and contingency plan
  • Developed web application using R Shiny to develop exposure-based models using risk drivers with probabilistic distribution and executed through monte-carlo simulation.

Education

Executive Program - Fintech, Banking And Applied Risk Management

Indian Institute of Management
04.2023

Master of Science - Financial Economics

Madras School of Economics
Chennai
07.2017

B.Tech - Electrical Engineering

Veer Surendra Sai University of Technology
Odisha
2014

Skills

  • R, R-shiny, R-Markdown, Python, VBA, SQL.
  • Tableau, Power BI, AWS
  • Machine learning, Data analytics
  • Statistics & Probability, Data Visualization
  • Time series analysis
  • IFRS9, Scorecard development, Behavior modeling,
  • Climate physical risk modeling, Exposure based modeling
  • Basel, PD, LGD, EAD, CCF, stress testing
  • Basel, PD, LGD, EAD, CCF, stress testing
  • Leadership, Client management

Timeline

AVP

Credit Suisse
2022.04 - Current

Manager

Ernst & Young LLP
2017.07 - 2022.03

Executive Program - Fintech, Banking And Applied Risk Management

Indian Institute of Management

Master of Science - Financial Economics

Madras School of Economics

B.Tech - Electrical Engineering

Veer Surendra Sai University of Technology
Narendra Sahu