About Sheep.AI Advisory
Built by quantitative practitioners who have worked inside the institutions they now serve. Every product we build is shaped by years of firsthand experience in risk, treasury, and data engineering.
Our Philosophy
In the modern financial landscape, risk officers and treasury heads are inundated with tools that offer beautiful dashboards but lack depth. At Sheep.AI, we believe that software evaluating millions in regulatory capital and credit exposure must be built with rigorous mathematical precision — not the approximations that most vendor platforms hide behind their interfaces.
We don't build generic SaaS. Every product we deploy is a highly specialised system designed for professionals under intense regulatory scrutiny. The people who use our products are accountable to the RBI, to their boards, and to their depositors. We take that seriously.
Who We Serve
- NBFCs: Compliant ECL calculation, structural liquidity management, and early warning for covenant risk.
- Banks: Market risk valuation using FIMMDA methodology, front-office treasury capture, IRRBB, and ICAAP-ready capital frameworks.
- Corporate Treasuries: FX and commodity hedging strategies led by Cashflow-at-Risk, with repo rate trajectory modelling to time debt issuances.
Our Expertise
Our models are rooted in quantitative statistics and aligned with RBI guidelines and Basel risk frameworks. From independent model validation to AI-powered senior management alerts, we provide end-to-end infrastructure that institutions can trust — and that regulators can audit.
Founding Team
Three quantitative statisticians from IIT Bombay with a combined 22+ years of experience building risk, treasury, and data infrastructure for some of the world's most demanding financial institutions.
Ratan Kirti
Co-FounderRatan brings deep expertise in Credit Risk modelling and data migration for large financial enterprises. Over 7 years, he has led ECL and scorecard model builds for regulated lenders, with hands-on deployment experience at Citadel and across NBFC and banking clients in India. His work sits at the intersection of statistical rigour and regulatory compliance — designing systems that are defensible under the closest RBI scrutiny. He specialises in PD-LGD-EAD frameworks, migration matrix analysis, and applying data science techniques to credit portfolio management.
Jashandeep Singh
Co-FounderJashandeep has spent 8 years at the forefront of Market Risk and treasury systems, working across BSMG implementations and front-office risk analytics for global financial institutions. His background spans derivative valuation, VaR modelling, and the quantitative infrastructure that underlies modern treasury operations. At Citadel and in subsequent advisory roles, he developed market data connectivity frameworks and FIMMDA-aligned valuation engines that are now central to Sheep.AI's Market Risk product suite. He applies AI and machine learning techniques to market regime detection and scenario generation.
Virendra Singh
Co-FounderVirendra is the architect behind Sheep.AI's ALM and data infrastructure vision. With 7 years of experience in Asset-Liability Management, IRRBB modelling, and enterprise data migration for large financial institutions, he has built structural liquidity frameworks for banks and NBFCs navigating complex regulatory environments. His AI and data science work underpins the Lamb-Da System — particularly the NPA prediction engine, OIS-based repo rate trajectory models, and the early warning infrastructure that connects raw data to real-time senior management alerts.
22+ Years
Combined experience
IIT Bombay
M.Sc. Statistics — all three founders
Prior institutional experience includes Citadel, large-scale BSMG implementations, Credit Risk and Market Risk desks, and enterprise data migration programmes across major Indian and global financial institutions.