Souvik Dey

• Manage a team reporting Group and Parent RWA at a Daily, Weekly, Monthly and Quarterly Interval
• Analyze and explain RWA movements to senior management
• Support wide range of stakeholders across different groups with analysis and impact of RWA including working with divisions to help manage RWA usage and optimization
• Manage projection of RWA for FINMA Stress Testing, and as required for RRP (Recovery and Resolution Planning)
• As a Basel SME, participate and contribute to projects and initiatives related to RWA and Capital Reporting
• Participate in the new transaction forums to assess feasibility of the transaction from RWA and Capital standpoint.

• Manage the build of a regulatory solution for small and medium sized Banks in the US
• To remain updated with upcoming regulatory changes and strategize to enhance the solution as relevant
• Work closely with technology team and actively participate in the implementation and or enhancements of features in the solution
• Actively participate in pre-sales activities to respond to RFP s and demonstrate the solution.

• Set up infrastructure and processes for Basel Pillar III Disclosures under US Final Rules
• Work closely with the calculator team and lines of business team to source data required for Pillar 3 disclosures
• Analyze and explain moves to senior management
• Actively participate in projects to set up the framework for Basel Pillar 3 Disclosures

As a Principal consultant participated in multiple projects in risk and finance space. Some key projects include:

1) Global Liquidity reporting and monitoring project with a large bank in the US

• Prepare Business Requirements for building Liquidity Premium functionality within Transfer Pricing System including design of new reports
• Prepare process flows to suit the requirements
• Build test cases and perform UAT testing.

2) Basel II data requirements and architecture project with a large bank in the US

• Conduct Business requirement workshops to identify key business requirements for the Basel II work streams in the bank, covering retail, Equity, Securitization, RWA, Pillar III, Regulatory Reporting and Operational Risk
• Develop a comprehensive data dictionary to meet the requirements under US final rule.
• Mapped the data identified with various requirements under US Final Rule.

3) Basel II data and process gap project with a big bank in Hong Kong

• Conduct Workshops to identify key business requirements for Basel II IRB approach. Study and evaluation of Risk Architecture, risk policies, procedures of the Bank to identify the gaps in meeting requirements for Basel II IRB Compliance
• Develop a comprehensive data dictionary to meet requirements under Basel II IRB approach.
• Develop process and data gap report as applicable to the Bank

• Perform Analytical Review and provide decisions on the credit proposals of small and medium business Loans.
• Manage a team of credit analysts in day to day credit appraisal function including; credit scoring, MIS, Financial Analysis and Reporting

• Perform Analytical Review and provide decisions on the credit proposals of Personal Loans.
• Manage a team of credit analysts in day to day credit appraisal function including; credit scoring, MIS, Financial Analysis and Reporting