Smita Sajwan Email & Phone Number | Risk Professional with 5 years of experience in Model Risk Management. Experience- 1. Model validation, monitoring, and annual reviews of retail and wholesale level PD and LGD models in accordance with SR 11-7 guidelines. 2. Creating draft model documentation along with model testing of pillar 2- Concentration risk model for ICAAP submission. 3. Fallback curve testing from LIBOR to SOFR in Murex environment for different products like CDS (Credit Default Swaps), IR (Interest Rate) swaptions, ColVA (Collateral Value Adjusted) IR swaps, and T-Bonds. Currently, I am working as a model validator in the Citibank MRM team for loss forecasting models of retail services. The use of this model output (forecasted loss) includes CCAR and CECL submissions. Have a robust knowledge of BASEL, CCAR, DFAST, ICAAP, and SR-11 regulations. I have completed FRM (both levels) and hold a master's degree in Financial Engineering.

Smita Sajwan

Risk Professional with 5 years of experience in Model Risk Management. Experience- 1. Model validat...
Mumbai, Maharashtra, India

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Smita Sajwan’s Email sajwan.hina@ymail.com

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Smita Sajwan’s Location Mumbai, Maharashtra, India

Smita Sajwan’s Current Industry Citi

Smita Sajwan’s Prior Industry Crisil Global Research And Analytics | Samarthan Society | Annapurna Microfinance | Yes Bank

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Assistant Manager Officer 2

2022-01-01 00:00:00 - Present

Senior Quantitative Analyst

2021-03-01 00:00:00 - 2022-01-01 00:00:00

Committee Member

2016-06-01 00:00:00 - 2018-06-01 00:00:00

Institutional Finance Intern

2017-04-01 00:00:00 - 2017-05-01 00:00:00

Summer Intern

2014-06-01 00:00:00 - 2014-07-01 00:00:00

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Smita Sajwan is a Risk Professional with 5 years of experience in Model Risk Management. Experience- 1. Model validation, monitoring, and annual reviews of retail and wholesale level PD and LGD models in accordance with SR 11-7 guidelines. 2. Creating draft model documentation along with model testing of pillar 2- Concentration risk model for ICAAP submission. 3. Fallback curve testing from LIBOR to SOFR in Murex environment for different products like CDS (Credit Default Swaps), IR (Interest Rate) swaptions, ColVA (Collateral Value Adjusted) IR swaps, and T-Bonds. Currently, I am working as a model validator in the Citibank MRM team for loss forecasting models of retail services. The use of this model output (forecasted loss) includes CCAR and CECL submissions. Have a robust knowledge of BASEL, CCAR, DFAST, ICAAP, and SR-11 regulations. I have completed FRM (both levels) and hold a master's degree in Financial Engineering.

Smita Sajwan has prior
experience in the following industries:
Crisil Global Research And Analytics | Samarthan Society | Annapurna Microfinance | Yes Bank

Smita Sajwan has the following professional experience:
Citi | Crisil Global Research And Analytics | Samarthan Society | Annapurna Microfinance | Yes Bank