RAHUL KUMAR

Credit Risk Basel 3.1R – (HSBC Bank Malaysia)

• Testing Credit Risk Basel 3.1R or (Basel 4) RWA computation on Production environment for HSBC Malaysia.
• Tested the T_CDR reports using SQL in FERMAT (Moddy's Software)
• Creating DDT and documenting Data Quality Controls for Credit Risk reports.

Risk Regulatory Policy- Variance analysis (American Express)

• Analyzed computation divergence between Basel III and Basel III Endgame across various asset classes
• Conducted regulatory impact assessment and policy evaluations.
• Ensured compliance with evolving regulatory standards and risk frameworks.

Data Usage Control (DUSE) – HSBC Bank

• Supported HSBC’s enterprise-wide compliance with BCBS 239 by strengthening risk data aggregation and reporting as a part of 2nd Line of Defense under Data Governance Team.
• Utilized Qlik Sensa and Collibra for end-to-end data controls validations and regulatory dashboarding.

Credit Risk RWA Computation using SA – Fidelity Bank

• Implemented Credit Risk RWA Model Development using the Standardized Approach for Fidelity Bank.
• Modelled Credit Risk methodology to define risk weight calculations and capital requirements to IT team.
• Collaborated with stakeholders to gather necessary requirements and ensure alignment with business needs.
• Worked closely with the IT configuration team to implement the model into the system.
• Conducted developer-side testing to validate system accuracy and functionality.
• Performed User Acceptance Testing (UAT) and sanity testing.

Credit Risk RWA – Bank of Ireland

• Credit Risk Model Development, PD, LGD, EAD estimation for portfolio Internal Rating Approach for BOI Ireland.
• Testing

RWA Computation and Counterparty Credit risk – Commercial Bank International UAE

• Implemented efficient processes and procedures to streamline Credit Risk, Market Risk, and Operational Risk domains at Commercial Bank International (CBI) Bank UAE.
• Played a key role in the preparation of Regulatory Reports as per the CBUAE guidelines, ensuring compliance with regulatory standards and guidelines.
• Conducted thorough reviews of deliverables
• Computed RWA for Cross Currency, Swap, Interest Rate swap etc.

• Conducted a research project focused on SME during internship tenure.
• Gained insights into the credit requirements and cash flow dynamics.