Suparna Sen Subramaniyan
Chennai
Summary
A seasoned Credit Risk Professional with 8+ years of experience in capital and regulatory reporting with comprehensive knowledge of BASEL Rules, CRR articles and credit risk domain. Proven track record of transforming specific business goals related to growth by efficiency improvements into new system and process designs. Over the years it is been a continuous journey of learning, development and gaining experience in regulatory world and keenly looking forward to explore new opportunities and challenges.
Overview
10
10
years of professional experience
1
1
Certification
Work History
Senior Consultant - III
Ernst & Young Global Delivery Services
Chennai
02.2023 - Current
- Performed a comparative study of BCBS Basel IV versus US Basel III, and US Basel III versus US Basel III Enhanced (B3E), focusing on credit and counterparty credit risk weight calculations across all exposure classes, credit risk mitigation (CRE reforms 20 and 22), and securitization exposures (CRE 40). Documented the resulting RWA and operational impact.
- Supported in creating the BRD and developing an internal tool to calculate Credit RWA according to the Standardized and ERBA approaches, as well as operational risk for Basel III Endgame.
- Worked on defining relevant services, distinguishing critical (core business function) and essential (supporting functions/services), and assessed critical services, aligning the bank's product offerings UK based bank's Recovery and Resolution Plan.
- Worked with the Model Transformation team of UK based global bank to enhance the strategic model infrastructure, expediting and streamlining forecasting and related exercises for ACS UK and EBA stress tests, this includes developing design decisions impacting the common consolidation logic and financial calculations used in planning and stress testing scenarios.
Associate Manager
Standard Chartered Global Business Services
06.2019 - 09.2023
- Part of team that implemented SA-CCR, EIF & CCP CRR II calculation for PRA
- Worked on the FRRRP project covers the remediation of IRB, IMM and credit risk mitigation Articles from Health Check as well as BCBS 239 remediation; Group Internal Audit findings; existing residual risk acceptance plans and data quality forums; and other self-identified issues that impact the quality of the Group's Capital and Liquidity Regulatory Reporting
- Worked on RWA optimization initiative of SG MAS reporting which resulted in the RWA save $500 Mn
- Played a pivotal role in setting up the sign off process for MAS reporting which includes analysis of the RWA numbers and preparation of MIS Pack
- Driven a RWA adjustment tool development project representing the Moody's RaY logics to align with recent business requirements
- Worked with Enterprise Risk Analytics team to review covered RWA calculation.
Manager
Standard Chartered Global Business Services
09.2022 - 02.2023
- Handling changes with respect to UK off-shored CRR
- Prudential compliance for all the standardized EBA regulatory guidelines
- Review of credit risk mitigation application for RWA optimization
- Product and process governance impact analysis with respect to capital reporting.
Team leader
Standard Chartered Global Business Services
06.2019 - 09.2022
- Handling RWA Assurance & Adjustments for Wholesale Banking segment
- End to end assurance of credit risk information from Data warehouse to COREP reports
- Preparation and analysis of client/business level movements for Monthly Group RWA sign-off to Business and Regulatory teams
- Interacting with both downstream (Business teams) and upstream (Data warehouse teams) for logical closure of any data quality issues
- Responsible for understanding new changes coming in and smoothly implementing the same into the monthly process
- Improved the adjustments process for Non-performing Loans portfolio which saved 8 Man-hours which in turn ensured early availability of reports for regulatory reporting teams
- Lead many manual processes automation through web-portals and macro enablers which reduced significant operational risk
- Represented the team for understanding and implementation of many regulatory changes mandated by PRA
- (e.g., LGD model changes, Sapphire)
- Played a major role in reviewing LGD internal models and implemented the changes in manual adjustment EUC
- Driven a RWA optimization initiative along with transaction banking business by fixing the sourcing and RWA computational issues resulting in a RWA save of $700 Mn.
Senior financial analyst
Standard Chartered Global Business Services
06.2014 - 06.2017
- Set up CPBB Retail sign off process and streamlined the group reconciliation process
- Handling RWA Assurance & Adjustments for Wholesale Banking segment
- End to end assurance of credit risk information from Data warehouse to COREP reports
- Preparation of MIS pack for erstwhile CB finance
- Centralized the assurance process from 12 countries to our team
- As part of the bank's initiative to reduce the cycle time of the Assurance process from 12 days to 10 days, helped the team to Standardize and stabilize the Retail assurance process through automation and elimination of manual adjustments
- Automation of manual Private banking adjustments using reporting studio which resulted in a save of 10 Man-hours.
Education
MBA - Operations Management
SYMBIOSIS INSTITUTE OF OPERATIONS MANAGEMENT
Nashik, MaharashtraBE - Production Engineering
PSG College of Technology
Coimbatore, TamilnaduSkills
- SQL
- VBA
- Moody's Risk Analytics for Credit metrics calculation
- SPSS certified by IBM
- QlikView
- JIRA and confluence
Certification
- Six Sigma Green Belt certified by KPMG
- Basics of supply chain management certified by APICS supply chain council, USA
Accomplishments
- Business Excellence: H1-2016
- Business Champ: H2-2017
- Value Champ-Better together: Q1-2018
- Business Excellence: H1-2019
- EY GDS User Recognition SPOT Award by client
Languages
English
Tamil
Projects Handled
- GSAM Review-Detailed review of the defaulted clients provisioning and RWA calculations
- LGD Review: Implemented PRA changes on LGD model to include the treatment of UCP products into the production without usual change route.
- RaY upgrade: IFRS 9 Expected credit loss implementation
- Process enhancements: End to End implementation automation of projects as part of capital change initiatives
- SG MAS STD article remediation as part of SG capital optimization initiative
- CRR II: Implementation of EIF and CCP CRR II changes in BAU
- FRRRP-Remediation of IRB, CCR-IMM and credit risk mitigation CRR articles
- Comparative study of climate risk regulations for financial institutions by FRB and PRA.
Timeline
Senior Consultant - III
Ernst & Young Global Delivery Services
02.2023 - Current
Manager
Standard Chartered Global Business Services
09.2022 - 02.2023
Associate Manager
Standard Chartered Global Business Services
06.2019 - 09.2023
Team leader
Standard Chartered Global Business Services
06.2019 - 09.2022
Senior financial analyst
Standard Chartered Global Business Services
06.2014 - 06.2017
MBA - Operations Management
SYMBIOSIS INSTITUTE OF OPERATIONS MANAGEMENT
BE - Production Engineering
PSG College of Technology