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sunil vashisth
Credit Risk
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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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)
skrXXXXXXXXXXXXomMobile Number
+91XXXXXXXX51Education
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
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