Sandipan ROY

Led credit risk and data science initiatives for over 10 years, driving regulatory compliance through Basel models, implementing IFRS 9 methodologies to enhance financial reporting accuracy, generating effective portfolio monitoring, and transforming manual processes into automated, cost-effective systems.

Basel & Model Monitoring Leadership:-

Led end-to-end monitoring for UK Basel PD, EAD, LGD models across SME portfolios.
Automated manual workflows and deepened segment analytics, reducing FTE from 2 → 1 and Influenced model recalibration and policy improvements.

Designed and developed Basel (AIRB) PD model for Singapore including segmentation , development , calibration and design of monitoring framework.

Scorecard Development – Canada & UK:

Designed Canada NTB Application Scorecard → 17% bad-rate reduction with no loss of approval.
Built Behavioural Scorecard for 30+ DPD card customers → 18% reduction in bad rate while maintaining approval number for credit limit increase decisions.
IFRS9 Regulatory Expertise:
Project-managed France IFRS9 reporting (first-ever transition to Global Analytics India).
Designed IFRS9 staging & reporting for UK portfolios in Greece & Malta.
Risk System Transformations:

Led Triad → SASID migration after vendor exit; delivered on time and presented
framework to the CRO of Canada Retail for HSBC.

ACHIEVEMENTS
• 17% drop in new to bank bad rate
• 18% drop in behavioural delinquency defaults
• 50% FTE reduction for Basel Model Monitoring
• First IFRS9 offshoring success for France
• High-stakes decision engine migration completed on time