Deepthi Sampathy, FRM

Experience

• 

  D E Shaw India

  Jun 2005 - Jul 2006

  Analyst - Financial Research

  To be a part of Financial Research and provide inputs to the Quants based in the HQ

• 

  Aptivaa Consulting

  Jan 2006 - Jan 2007

  Analyst

  To provide consulting services and risk management solutions to investment banks and firms in Basel II and MiFID

• 

  British American Tobacco

  Jan 2009 - Jan 2010

  Regional Business Administrator - COGNOS

  To coordinate planning and reporting cycles across 50 markets and over 150 entities in Europe

• 

  ING

  Aug 2011 - now

  Extensive work on LGD, EAD, PD and associated work on models, modelmethodologies, model building; associated IT strategies, data sourcing forcredit modelling, data storage design and warehousing. I am responsible formentoring the team and guiding their professional work and evolution Solution design and business analysis for IFRS9 calculations for expected loss,optimization of RWA, data mining and addressing data deficiencies formodelling, Implementation of LGD, EAD and PD model for specific creditportfolios, coordinated model implementation between teams. Also worked asthe Scrum Master for projects in this space. Solution design and business analysis for projects relating to Basel II & III;Calculation of credit metrics for Advanced Implementation; aligned the existingcountry risk policy framework for the Basel III sovereign risk model. Handled inhouse and external auditors. Worked in scrum roles in this function

  • Product Owner: Retail credit risk models implementation

    Mar 2022 - now

  • Senior Business Analyst - Credit Risk Calculations

    Mar 2019 - Mar 2022

  • Medior Business Analyst - Credit Risk Calculations

    Mar 2014 - Mar 2019

  • Business Analyst - Credit Risk Calculations

    Aug 2011 - Mar 2014