Vishwaroop Chatterjee
Associate Director Modelling and Predictive Analytics at Standard Chartered
Based in Bengaluru, India
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Seniority
Director
Department
General Business & Management
Location
Bengaluru
Industry
Banking
Company size
78K
Contact information
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v•••••••@sc.com
Phone
5 credits+91 ••• •••• ••••
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Background
About Vishwaroop Chatterjee
Banking professional with 13+ years experience in Risk Technology domain. Implemented Scenario based analytical platform in Cloud. Supported bank's regulatory requirements across Enterprise wide Stress Test Models for ICAAP, BoE, MAS, HKMA submissions including Counterparty Credit RWA calculations, Capital & Liquidity calculations and Interest Rate Risk in Banking Book regulations. Performed PD, EAD, LGD, RWA and IFRS9 ECL calculations for retail and wholesale portfolios. Enhanced regulatory reporting standards with improved data quality framework implementations
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