Experience

Aion Bank

• Belgium
• Financial Services
• 100 - 200 Employee

• Credit Risk Analysis and Policies Owner

  • Feb 2021 - Present

• Credit Risk Modeling Expert

  • Jan 2020 - Jan 2021



Experian

• Information Services
• 700 & Above Employee

• Analytical Science Manager

  • Apr 2019 - Nov 2019

  IFRS9 Modelling & Validation• PD, EAD & LGD Model Development & Validation with respect to IFRS9 framework for various set of products (Credit Cards, Mortgage, SME, Used Car, etc.)• Staging criteria and ECL (Expected Credit Loss) calculation for IFRS9 Impairment modelsBASEL II REGULATORY MODELS• Led the complete Basel II PD & LGD Model Development for Credit Cards and Personal Loan portfolio while managing 4 junior modelers for a top Australian bankDIGITAL LENDING SOLUTION• Provided the digital lending solution for one of the top Myanmar banks for starting their SME Smart Credit productPRODUCT DEVELOPMENT• Development of a Monitoring and Validation tool which will be able to generate model performance and monitoring reports

• Senior Analyst Modeling

  • Sep 2017 - Mar 2019

  INCOME ESTIMATION• Developed the income estimation solution for one of the top Indonesian banks• Developed the first in-house Machine Learning GBM model as a part of the solutionDIGITAL LENDING/ONBOARDING SOLUTIONS• Provided the digital lending solution for one of the top Myanmar banks for starting their Personal Loan Smart Credit product• Provided the digital onboarding solution for one of the top NBFCs in Indonesia for their Consumer Loan and Credit Card productsSCORECARD DEVELOPMENT• Built the Application and Behavioral scorecards for one of the top Malaysian banks for their Personal Loan portfolio• Built an Application Scorecard for one of the NBFCs in Thailand for their auto loan product• Built collection scorecards for one of the top banks in Thailand



EXL

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

• Assistant Manager / Senior Business Analyst

  • Apr 2016 - Aug 2017

  Client: One of the top 5 US banks-Credit Cards Risk Analytics - Model Development (Behavioral Scorecards) :Bankruptcy model - Developing a behavioral model based on Logistic regression to predict bankruptcy for customers existing on books. Key Concepts Utilized:Indeterminate Analysis, Vintage Analysis & Toy Models Approach (to define performance window), Segmentation (using quick & dirty models at each layer), Variable reduction (through IV, Clustering, Stepwise regression, Collinearity Diagnostic test, etc.), Disparate Impact Analysis (to check bias in the model), Adverse Action codes. -Credit Cards Risk Analytics - Model Development (Application Scorecards):Pre-screened Acquisition model- End to end development of an acquisition model for selecting the mail-base population for credit card application and further for underwriting the applications of responder population. Non- Pre-screened Acquisition model- End to end development of an acquisition model for approving /rejecting the credit card applications of non- pre-screened population. Technique used: Logistic regression Key Concepts Utilized : Reject Inference Methodology, Homogeneity Analysis (for selecting the development population of RI model), Roll rate Analysis & F-measure (for defining the bad definition), Segmentation (using Toy models and CART), Variable reduction (through IV, Clustering, Stepwise regression, Collinearity Diagnostic test), Stress testing, Disparate Impact Analysis, Adverse Action codes. Tools Used : SAS, Excel, CART, etc.

• Business Analyst

  • Aug 2014 - Mar 2016

  -Credit Cards Risk Analytics - Model Validation and Monitoring (for one of the top 5 US banking clients) Validation of credit risk models:  The project involved checking the accuracy of various risk models based on statistical and business parameters for branded cards portfolio. The models included both scoring and risk segmentation models for Acquisitions, ECM, Fraud, Collections & Recoveries and loss forecasting. Worked on validation of models built for CCAR (Comprehensive Capital Analysis & Review) which included PD, EAD & LGD models.Disparate Impact Analysis: Single handedly set up the process for Disparate Impact and Alternate Analysis of all types of scoring models. Overt Variable Analysis: Played a lead role in the overt variable review and variable risk analysis of all existing and newly developed segmentation models.Post Implementation of Scoring models: Led the post implementation checks of newly developed scoring models.Maintaining inventories: Played a major role in management of global model inventories for the respective domain.Audits: Experience with preparation for several risk audits (OCC Audit, Internal Audits) with focus on different credit risk models.-Capability Development Project – Alteryx Tool Built an App for attributing dollars to various Demand Generation vehicles according to different attribution techniques, viz. First Click, Last Click, Intermediate & Fractional Click attribution. Created a Spatial App based on Ebola spread data of Africa for identifying Ebola affected locations inside the countries selected.