Nipun Malhotra

• Heading Secured Retail Impairment Forecasting (IFRS9) for Internal and Regulatory submissions (PRA, Climate Stress Tests)
• Methodology covers the exposure, PD's, LGD's, attrition, cures and write-offs computations to roll out the Capital RWA’s and Impairment
• Coordinating with senior leadership for the listed processes to explain the numbers/approach for submissions to support the business-PRA, EBA and Internal Stress Tests, Risk appetite and Pricing models.
• Managed the development of IFRS9 Regulatory Credit Risk Forecast Models for Mortgages.

• Validation of Application and Behavioral Scorecards (Credit Risk and Fraud) for BASEL-CCAR Consumer Retail portfolio for US bank
• Established BRD's, POC's and RFI's for various clients across US/Europe and ownership of automated Model Monitoring Analytics solutions.

• Onsite (UK) exposure on Application and Behavioral Scorecard Validation and Monitoring, CCAR Model Monitoring and Validation functions. Business development exposure on Credit Risk Reporting.
• Validation/Analysis on Basel II, CCAR and Internal Stress Test results for all Consumer portfolios

•Design framework for Credit Process Transformation for Commercial and Retail Banking (SE)
•Design enhancements and remediation for KYC and AML project (ANZ)
•IFRS9 Framework design for for Retail and Corporate portfolio's (ME)
•Working on Business development, proposals, PoVs for clients.