Sonia Seth Risk management, model validation
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I am an experienced educator and risk management professional with over 10 years of expertise across leading global banks. My teaching style is practical, structured, and focused on helping students connect theory with real‑world applications.

I specialize in:

Risk Management Fundamentals – credit risk, market risk, liquidity risk
Model Risk Management & Validation – lifecycle, documentation, replication, governance
Regulatory Frameworks – Basel II/III, CCAR, SA‑CVA, IFRS9, CBUAE compliance
Stress Testing & Scenario Analysis – designing shocks, sensitivity analysis, RWA calculations

For MBA students, I also cover:

Strategic Risk Governance – aligning risk frameworks with business strategy
Process Improvement & Automation in Banking – case studies from Credit Suisse & Standard Chartered
Leadership in Risk Teams – mentoring, stakeholder communication, cross‑functional collaboration

Beyond technical subjects, I can also teach:

Corporate Ethics & Professional Responsibility – integrity, governance, and ethical decision‑making in business
Interview Preparation & Career Skills – how to present yourself confidently, answer technical and behavioral questions, and build a strong professional profile

My sessions are interactive, with clear explanations, case studies, and hands‑on exercises using tools like Python, R, SAS, Excel, and Tableau. Whether you are preparing for exams, strengthening your fundamentals, or aiming for a career in finance, analytics, or consulting, I am committed to guiding you step by step toward success.

Subjects

  • Ethics Diploma-Masters/Postgraduate

  • Data cleaning, visualization, validation, mining, and analysis Diploma-Masters/Postgraduate

  • Reporting & Editing Diploma-Masters/Postgraduate

  • Corporate Event Planning Diploma-Masters/Postgraduate

  • Risk Management in Banks & Financial Institutions Diploma-Masters/Postgraduate

Experience

  • Manager (Jul, 2022–Present) at Mashreq Bank – Mashreq Global Services, India
    • Validated Market Risk models (VaR, PSRE, CVA/DVA, FVA, Stress Testing), IFRS9 models, and business models (Propensity, Marketing).
    • Applied regulatory shocks (SA CVA, CCAR, Internal Stress Testing) to assess robustness under extreme scenarios.
    • Conducted detailed reviews of model documentation and raised queries with model owners/developers to clarify assumptions and methodology.
    • Replicated statistical and machine learning models using SAS, Python, R, Excel, and Azure to independently verify accuracy and robustness.
    • Identified validation findings and ensured all acceptable requirements were met before committee approval.
    • Prepared comprehensive validation reports manually, documenting methodology, results, and recommendations, and shared with model development teams for remediation.
    • Designed stress scenarios to evaluate model performance across asset classes.
    • Trained and mentored new joiners, strengthening team capability and adherence to frameworks.
  • Market Risk Analyst – Chief Risk & Compliance Office (Aug, 2020–Jul, 2022) at Credit Suisse Business Analytics, India
    • Conducted VaR, Stress VaR, Incremental Risk, and ERC analysis across portfolios.
    • Verified breaches in VaR limits and attributed contributions by risk factors.
    • Supported automation projects, performed UAT testing, and trained analysts on new applications.
  • Team Leader – Credit Risk Control (Middle Office) (Jul, 2018–Jul, 2020) at Standard Chartered Global Business Services, India
    • Prepared scorecards and ratings based on client financials.
    • Managed RWA calculations, collateral assessments, and bankruptcy filings.
    • Led process improvements to enhance accuracy and productivity.
  • Senior Analyst - Liquidity & Credit Risk Data Acquisition and Control (Jul, 2015–Jun, 2017) at JP Morgan Chase & Co, India
    • Ensured accuracy and timeliness of risk reports.
    • Performed variance analysis and threshold breach remediation.
    • Used Tableau and BI tools for reporting and data improvement.
  • Senior Process Associate – Credit Risk Operations (Sep, 2013–May, 2015) at Tata consultancy services, India
    Handled reconciliation and exposure mapping for traded products, and supported risk reporting and process improvements.

Education

  • Post graduation diploma in management (Sep, 2009–Jul, 2011) from New Horizon colllege of engineering–scored 80%
  • Bachelor of commerce (Jul, 2006–Jun, 2009) from University of Calcuta–scored 50%

Fee details

    ₹2,000–20,000/hour (US$20.88–208.77/hour)

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