Experience

Skeps
• Brazil
• IT Services and IT Consulting
• 1 - 100 Employee
• Director, Data Science

  • Feb 2022 - Present


Discover Financial Services

• United States
• Financial Services
• 700 & Above Employee

• Lead Modeler

  • Oct 2019 - Feb 2022

  Risk model development for Discover’s ~$10Bn personal loan portfolio • Developed short-term and long-term underwriting, and portfolio risk models for DPL applicants • Coordinated with multiple teams to implement a new adverse action approach to provide more intuitive decline reasons to applicants • Developed account level valuation model to predict average life of a loan and optimize pricing to increase profitability Risk model development for Discover’s ~$10Bn personal loan portfolio • Developed short-term and long-term underwriting, and portfolio risk models for DPL applicants • Coordinated with multiple teams to implement a new adverse action approach to provide more intuitive decline reasons to applicants • Developed account level valuation model to predict average life of a loan and optimize pricing to increase profitability



EXL

• United States
• IT Services and IT Consulting
• 700 & Above Employee

• Senior Consultant

  • Nov 2018 - Oct 2019

  Underwriting model development for ~$10Bn student loan portfolio of a leading US bank • Developed the 1st machine learning model for client to underwrite both individual and co-signed student loans • Revamped the reject inference methodology using trade level data for better approximation of off-us performance of declined applicants • Delivered risk neutral annual incremental loan originations worth $25M+ with the model usage • Leveraging alternative credit as well as non-credit data to develop the next generation machine learning underwriting model Show less

• Consultant

  • Jun 2016 - Oct 2018

  Underwriting model development for ~$80Bn credit cards portfolio of a leading US Bank • Developed machine learning models for underwriting consumer cards in sub-prime and near prime segments • Delivered an estimated 100k annual incremental approvals across segments by incorporating custom attributes and alternative data Alternative data testing for use in different business problems across consumer cards portfolio • Implemented a standardized framework for testing alternative data across segments for different business problems • Build models using alternative data sources from different vendors for additional statistical benefit across FICO and business segments • Designed an underwriting test using alternative data to investigate the performance by customers with stale credit file and new-to-credit Proof of concept for the use of trade level data, exploration of algorithms and techniques to be used in risk model development • Conceptualized and developed ~2500 trended credit attributes using bureau trade level data for underwriting, and credit abuse prediction • Evaluated the impact of prescreen campaign by using trade level data for 10% random sample of the US population • Implemented Bayesian optimization algorithm for automated fine tuning of parameters of machine learning models • Researched the use of leveraging deep learning in credit risk through variable transformations using trade level data • Enabled the conversion of h2o GBM model’s POJO code to SAS code by understanding its working for categorical variables • Proficient in building and fine tuning GBM, XGBoost, Random Forest and regression models in SAS, R, and h2o Show less



Indian Institute of Technology, Kharagpur

• India
• Higher Education
• 700 & Above Employee

• Founder, Ambar IIT Kharagpur

  • Jan 2015 - Apr 2016

  - Established Ambar, the LGBTQ resource group of IIT Kharagpur to advocate for the rights and equality of Gender & Sexual minorities in IIT Kharagpur - Created a team of 14 members, organised the first ever LGBTQ guest lecture, and film screening on campus

• Governor, Student Welfare Group

  • Mar 2014 - Apr 2015

  - Led a team of 12 Heads and 26 members to address prominent issues related to quality of on-campus student life and academics- Worked closely with the counselling center for betterment of mental health of the students on campus- Launched student mentor program, suicide awareness workshops, programming sessions, UG information brochure



Boeing

• United States
• Aviation and Aerospace Component Manufacturing
• 1 - 100 Employee

• Boeing Student Project

  • Apr 2015 - Mar 2016

  - Developed a quad-rotor, and a fixed-wing UAV with vertical take-off and landing (VTOL) capability, sponsored by Boeing India - Present the team's project at India’s time to Fly – Boeing’s centennial celebration summit; attended by the Chairman - Boeing, President - Boeing India - Developed a quad-rotor, and a fixed-wing UAV with vertical take-off and landing (VTOL) capability, sponsored by Boeing India - Present the team's project at India’s time to Fly – Boeing’s centennial celebration summit; attended by the Chairman - Boeing, President - Boeing India



Kadet Defence Systems

• India
• Aviation and Aerospace Component Manufacturing
• 1 - 100 Employee

• Intern

  • May 2014 - Jun 2014

  - Designed an auto pilot with waypoint navigation capability for an Unmanned Airborne Vehicle(UAV) to be used for civil surveillance purpose - Ran multiple tests to test the navigation performance of the UAV in varying wind gust conditions - Learned various manufacturing techniques for small scale UAV production - Designed an auto pilot with waypoint navigation capability for an Unmanned Airborne Vehicle(UAV) to be used for civil surveillance purpose - Ran multiple tests to test the navigation performance of the UAV in varying wind gust conditions - Learned various manufacturing techniques for small scale UAV production