---
title: "Arunkumar G - Managing Director & Head, Wholesale Credit Risk Modelling in Singapore | Tal"
description: "Meet Arunkumar G, Managing Director & Head, Wholesale Credit Risk Modelling at OCBC Bank based in Singapore."
image: "https://tal.club/meet/arunkumar-2/share-image"
---

# Arunkumar G on Tal

## Headline

Managing Director & Head, Wholesale Credit Risk Modelling at OCBC Bank

## About

\- Strong practitioner experience in Provisioning & Capital Measurement, Portfolio Risk/Return based Performance assessment, developing Internal Rating & Stress testing models for large multi\-asset class banking books\. \- Quantitative & qualitative experience specializing in Credit risk management practice, from the development of scorecards, rating models, ECL models, economic capital models and model governance policies\. \- Significant work performed in financial services industry that includes Multilateral Institutions, Commercial Banks, Developmental Finance Institutions, Building Societies and Capital Markets\. \- Successfully handled complex quantitative & qualitative risk projects\. Specialties: Expected Credit Loss \(ECL\), Rating Models, Economic Capital, Regulatory Capital, Implementation of large scale Risk management projects

## Location

Singapore

## Work experience

Managing Director & Head, Wholesale Credit Risk Modelling at OCBC, Apr 2023 \- Present · 3 yrs 4 mos, Singapore, Lead the team that develops & maintain internal credit rating models covering Group's Wholesale businesses\. I work with various internal / external stakeholders from Sr management, Business / Risk Units, Independent Model Validation, and Home / Host Regulators / Auditors\.

Managing Director & Head, Portfolio Credit Risk Modelling at OCBC, Sep 2015 \- Mar 2023 · 7 yrs 7 mos, Singapore, Within Group Risk Management, I lead the following teams who develop, review and maintain credit risk models covering Group's Wholesale, Small/Medium Enterprise and Consumer businesses for: \- IFRS 9 Expected Credit Loss \(ECL\) models for non\-impaired portfolio provisioning\. \- Credit Risk Economic Capital model \(Simulation\-based Credit VaR model\) for Internal Capital estimation across all asset classes / portfolios and measurement of Name & Sector Concentration impact in portfolio\. \- Credit Stress Testing models linking macro\-economic scenarios to portfolio loss, across all asset classes / portfolios for ICAAP\. I work with various internal / external stakeholders from Sr management, home / host regulators, Business Units, Independent Model Validation, Group Finance and External / Internal Auditors\.

Vice President, Economic Capital Model at OCBC, Sep 2011 \- Aug 2015 · 4 yrs, Singapore

Manager, Economic Capital at Standard Chartered Bank, Dec 2008 \- Aug 2011 · 2 yrs 9 mos, Singapore, Main responsibilities were: \- Estimation & reporting of monthly Bank’s Economic Capital \- Basel Pillar II reporting covering Regulatory & Economic capital reconciliation \- Stand\-alone capital estimations for various Country ICAAP submissions \- Development & maintenance of Economic Capital system \- Estimate capital demand for target portfolios in due\-diligence exercises

Manager, Financial Risk Advisory Services at EY, May 2006 \- Nov 2008 · 2 yrs 7 mos, Various locations, Major projects completed: \- Development of Credit Rating Models for a Commercial Bank in China, \- Vendor Evaluation, Selection and Program Management of an Integrated Risk Management System for a Commercial Bank in India, \- Validation of Credit Risk Models for a Building Society in UK, \- Basel II Implementation for a Commercial Bank in India, \- Operational Risk Diagnostic Study for an NBFI in Bangladesh\.

## Education

Executive Development Programme, Business Administration and Management, General, INSEAD

Master of Science \- MS, Financial Engineering, National University of Singapore

[View the original profile](https://tal.club/meet/arunkumar-2)

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