Valli Suppramaniam is a highly analytical, solution-oriented individual with more than 22 years of work experience, including 19 years within the risk management spectrum of large financial institutions, focusing mainly on risk analytics, information management, capital computation methods and stress testing.
She has specialized skills in data analytics, machine learning and computational methods related to credit risk, provisioning and risk weighted assets of financial institutions.
Professional and Industry Experience
She has undertaken numerous projects in the following areas: development of credit risk rating models, development of provisioning models, validation of credit and provisioning models, implementation of credit and provisioning models, policy development and review for credit modelling and provisioning, gap analysis and recommendations for adoption of Basel II Standardized Approach, computation methodology for Concentration Risk, Basel II Use Test review and assessment for FIRB adoption and stress testing methods. She has also conducted various workshops and training sessions related to data management, rating model development and implementation.
In the course of her career, Valli has supported financial institutions in Singapore, Indonesia, Vietnam and Cambodia, where she was the key lead for various projects related to development, validation and implementation of credit and provisioning models.
Master of Data Science
Master of Applied Statistics
BBA Hons (Finance)