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Dipesh Doshi

Managing Director

Dipesh has work experience of 20 years in Risk Analytics and Consulting in the BFSI space. He has working experience in India, USA, Middle East, UK, South East Asia and South Africa in Risk Consulting for Financial Services Industry (FSI) and Banking Regulators. He has extensive experience in working on large Basel II & III, Stress testing, IFRS 9, BCBS 239 and risk transformation projects. His area of specialization are credit risk processes, modeling, stress testing, IFRS 9 system requirements and implementation. He has in-depth understanding of the credit risk operations, IFRS 9 modeling and risk technology implementation.

Major Projects

  • Implementation of IFRS 9 projects for multiple banks in India, Kuwait and Mauritius
  • Developed Stress testing framework for banks and insurance companies in India and Middle East
  • Led Risk Transformation under Basel II advanced approaches (Credit, Market and Operational Risk) at various banks and financial institutions in India, Middle East and UK
  • Developed Rating System Documentation, Data Governance Framework, Model Validation (PD, LGD and EAD), Credit Risk and Collateral Management related policies for the bank
  • Development of PD, LGD and EAD models for different portfolios of the bank
  • Advisory Services to RBI and SAMA to assist in development of Risk Based Supervision (RBS) in India and Saudi Arabia
  • Advisory Services to South African Reserve Bank (SARB) to Establish and Embed the Prudential Authority Programme
  • Application to RBI and implementation of Risk Management Framework for a newly licensed Universal bank and two large Small Finance Banks
  • Developed business requirement document, request for proposal, assistance in vendor evaluation, PMO for system implementation and testing of the system
  • Conducted pre- and post-implementation trainings for smooth transition
  • Validated Basel II IRB capital computation engine in line with the regulatory requirements

Key clients served

  • HSBC
  • SARB
  • AEGON
  • LIC
  • Credit Suisse
  • Deutsche Bank
  • DBS
  • Citi Bank
  • Gulf Bank
  • RBI
  • SBI
  • Macquarie
  • SAMA
  • ICICI Bank

Areas of Expertise

  • IFRS 9
  • Basel II/ III
  • ECL Models
  • Credit rating and scoring models
  • Stress testing
  • Risk Based Supervision
  • ERM
  • BCBS 239
  • Operational Risk
  • Risk Transformation
  • Risk system selection and implementation
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