Deep Credit Risk expertise with 12+ years of experience covering CCR metrics including VaR, Expected Shortfall, IRC, PD, LGD, EAD, PE, PFE, EEPE, RWA and SA-CCR strong knowledge of Basel III/3.1 regulatory frameworks and recent developments experienced in front-to-back Credit Risk processes, data flows and regulatory interpretation knowledge of Settlement Risk, Stress Testing, Climate Risk and Model Risk Management proficient in MPP, Confluence, JIRA and ServiceNow experienced with Credit Risk architecture including risk limits, exposure aggregation, netting sets and capital calculation engines strong ownership of SIT/UAT/regression testing and quality gates delivered Basel, FRTB, SA-CCR, IRB and IMM regulatory programmes using Agile, Waterfall, Hybrid and SAFe methodologies skilled in tooling standardization and challenging architecture decisions experienced in regulatory validation and influencing target-state design
