Sunil Sharma

Led fraud risk management strategy for Business Checking and Line of Credit products.

Worked in New Accounts team for US Middle Market segment and led the credit risk management strategy initiatives. Key accomplishments include building new underwriting strategies for start-ups using bank statement data. Also worked on evaluation of new data sources to improve business underwriting journey.

Derivatives Marketing & Structuring: Assisted Professor Kosrow Dehnad for Fall'18 term.

• Supported portfolio monitoring, model overrides and audit credit review. Assessed credit risk concentration in commercial banking portfolio of approx. CAD 11.5bn by collaborating with Finance and Audit teams. • Introduced new dimensions of credit policy exceptions to mitigate credit risk of key business segments. This helped in maintaining risk appetite within set limits.

Performed regular portfolio reviews to identify warning signs and prepare risk matrices for senior management decisions. • Led migration of all business processes from LAN drives to SAS Server which facilitated saving of 60 hours every month. • Automated entire process of preparing summarized key statistics and trends in Wholesale Credit Risk using SAS & VBA.

Computed LGD and EAD by collaborating with a team of 6 members. • Developed and implemented VBA/SQL tools to create loss data warehouse for credit risk models. • Estimated credit risk parameters by replicating existing statistical model on VBA platform to assess the credit loss. • Automated extraction of loss recovery data and established the data monitoring process.

Key Responsibilities handled: • Monitored commercial portfolio by providing a breakdown of LGD and CRR on a monthly basis. • Monitored monthly CRR Overrides and assisted modelling team in performance assesment of CRR Models. • Prepared Long Run Probability of Defaults on a quarterly basis, which were used in the internal Stress Testing process. Key analysis done: • Transition Matrix Analysis of the portfolio based on CRR Scorecards. • Preparation of key statistics and trends about the EAD, RWA and PD at portfolio level in Wholesale Credit Risk and reporting it to the Risk Management Committee. • Built a new process to a get monthly snapshot of the Provisions and Write-off balances of the customers.

Worked on a research project in a team of 4 members under Assoc. Prof. Philipp Kirsch at Minerals Industry Safety and Health Centre, University of Queensland, Australia.

Worked on a research project in team of 4 members under Associate Professor Philipp Kirsch at Minerals Industry Safety and Health centre.

Worked in an Open cut coal mine as vocational trainee for a duration of one month to gain understanding of Open surface coal mines.

Worked as vocational trainee at an Iron Ore Mine approximately for 15 days, to get on field experience of an open-cut metal mine.