Senior Manager – Quantitative Solutions
Dharmik has 10 years of experience in the financial services industry and is a senior manager of the quantitative team in Mazars’ UK Financial Services Consulting. He is a chartered enterprise risk actuary (CERA), a member of the Australian and UK actuarial institute (IAA and IFoA) as well as GARP.
Dharmik has strong experience in credit risk modelling and in performing model validations for clients globally. He formulated methodological papers and calculations for Mazars in-house IFRS 9 provisioning tools. Dharmik received training from the ECB on inspection techniques to review high default (HDP) and low default portfolios (LDP), completed two Targeted Reviews of Internal Models (TRIMs) and is an expert in accounting (e.g. IAS 39, IFRS 9, CECL and CAS 22) and the Basel regulatory capital standards (e.g. CRR, APS 113). He also has experience in operational risk capital modelling and stress testing.