Ashishkumar Darji

1) Lead team on large projects with Indian Banks and NBFCs, gearing-up for Implementation of Ind AS 109 (Expected Credit Loss) - development and Validation of ECL Models/ Framework 2) Lead projects on implementation of AIRB approaches including development and validation of PD, LGD and CCF Models 3) Hands on experience on Risk Appetite, Risk Based Pricing, RAROC and Economic Capital framework. 4) Hands on experience on preparing Risk Registers and and Dashboard for KRI monitoring, Conducted RCSAs for control effectiveness testing and Scenarios analysis workshops 5) Hands on experience on development of ICAAP, Stress testing, Capital Planning, assessment of Material Risk (including Non Financial Risks) 6) Review and validation of IRRBB and Liquidity Risk framework (LCR, NSFR).

1) Hands on experience on Basel III, Pillar I (Minimum capital requirement), Pillar II (ICAAP and Stress Test) and Pillar III (Disclosures) 2) Hands-on experience on Advanced Internal Rating Based Approach (AIRB). Developing PD, LGD and EAD models for Corporate and Retail books. Coordinating with consultant in order to get it refined over a period of time. 3) Preparing ICAAP document including identifying, assessing and quantifying material risk and conducting stress test (regulatory and Balance- level sheet. 4) Macro-stress test as per Regulator's FSR scenarios and bench-marking. 5) Interaction with Regulator during Annual Financial Inspection (AFI) and providing information to Regulator Risk Based Supervision (RBS). 6) Reports on Industry outlook for business groups, portfolio analysis form Risk point of view. 7) Pilot project for RAROC, Risk Based Pricing and Risk Appetite. 8) Risk awareness training for business users in order to make them aware about the quality of data and new concept of RAROC and Risk Based Pricing.

1) Daily Operations and real time monitoring on exposure taken by clients 2) Managing Debtors and handing query related to margin requirements 3) Daily/Monthly MIS reporting to Top Management

1) Monitor members Margin Requirements, Exposure Utilization, Limits utilization 2) Exposure Monitoring for members in various business Segments (Securities, Forex & CBLO Segment) 3) Valuation of Government Securities (Nelson & Siegel methodology) 4) Back Testing & Stress Testing for Securities Segment to analyze margin adequacy and liquidity analysis of INR and USD Positions. 5) UAT Implementation of system for new product/concepts such as Guaranteed settlement of Forex Forward, IRS & FRAs

1) Support Internal, Statutory & Tax Audit 2) Tax consultancy covering Tax Deducted at Source (TDS) & Service Tax 3) Managed Value Added Tax (VAT)/Sales Tax and Intellectual Property matters .