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sunil vashisth

Credit Risk

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About

Sunil Kumar Vashisth is a Basel Analyst at HDFC Bank with a strong background in risk management and financial services. He is highly skilled in modelling risk parameters such as Probability of Default (PD), Loss Given Default (LGD), and Exposure at Default (EAD). Currently, he is serving as a Management Associate at HDFC Bank. Sunil has previously worked as an Integrated Risk Management Intern at PNB, where he worked on a project titled "Estimation of Market Risk Capital Charges for a Bank's Portfolio under Revised Standardized Approach and Internal Models Approach of Basel III and Fundamental Review of Trading Book (FRTB)." He was also an Engineer at the International Centre for Automotive Technology, where he gained experience in projects, installation and commissioning, maintenance, operations, procurement, bills of material, engine testing, vehicle testing, IMS auditor and coordinator. Sunil holds a PGDM degree in Banking and Financial Services from the National Institute of Bank Management, where he gained knowledge and expertise in the field of finance. He also holds a Bachelor of Technology in Electrical Engineering from YMCA University of Science & Technology, Faridabad, and completed his Senior Secondary education from the Central Board of Secondary Education. Sunil has a relevant experience of 4.94 years and possesses excellent analytical abilities. He is a quick learner and has a keen eye for detail, which makes him an asset to any team he is a part of. He is also proficient in using various tools and technologies related to his field of work.

Education

national institute of bank management pgdm

j.c. bose university of science and technology ymca

central board of secondary education

Companies

citi

kpmg

hdfc bank

international centre for automotive technology

Experience

5.4 Years

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Experience

Officer

citi | Gurugram, Haryana, India

2022 - Present

Associate Consultant

kpmg | Gurugram, Haryana, India

2022 - 2022

Management Associate

hdfc bank | Mumbai, Maharashtra, India

2021 - 2021

Engineer

international centre for automotive technology | Manesar, Gurugram, India

2016 - 2019

Skills

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Credit Conversion Factor (CCF)

Credit Risk Modelling

EViews

Exposure at Default (EAD)

IFRS 9/Ind AS 109 Modelling

International Financial Reporting Standards (

Linear Regression

Logistic Regression

Loss Given Default (LGD)

Microsoft PowerPoint

Model Validation

PD Forecasting Model

Probability of Default (PD)

Retail

Retail Scorecard Development

Risk Management

STATA

Statistical Modeling

Vasicek Merton SF Model

Contact Details

Email (Verified)

skrXXXXXXXXXXXXom

Mobile Number

+91XXXXXXXX51

Education

national institute of bank management pgdm

PGDM

2019 - 2021

j.c. bose university of science and technology ymca

Bachelor of Technology - BTech

2012 - 2016

central board of secondary education

Senior Secondary

2011 - 2012

Frequently asked questions

What company does sunil vashisth work for?

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sunil vashisth works for citi

What is sunil vashisth role in his workplace?

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sunil vashisth's role in his workplace is Officer

What is sunil vashisth's tenure in his workplace?

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sunil vashisth's tenure in his workplace is 2.17 years

What is sunil vashisth's total experience?

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sunil vashisth's total experience is 5.42 years

What is sunil vashisth's LinkedIn profile?

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sunil vashisth's LinkedIn profile can be found here

What is sunil vashisth's email address?

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sunil vashisth's email address is skrXXXXXXXXXXXXom. Unlock here

What is sunil vashisth's phone/WhatsApp number?

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sunil vashisth's phone number is +91XXXXXXXX51. Unlock here

What schools did sunil vashisth attend?

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sunil vashisth has attended national institute of bank management pgdm, j.c. bose university of science and technology ymca, central board of secondary education

What companies has sunil vashisth worked with?

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sunil vashisth has worked with citi, kpmg, hdfc bank, international centre for automotive technology

What are some of sunil vashisth's skills?

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sunil vashisth has skills in Credit Conversion Factor (CCF), Credit Risk Modelling, EViews, Exposure at Default (EAD), IFRS 9/Ind AS 109 Modelling, International Financial Reporting Standards ( and more.

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