Apr 2022 – Present · 3 yrs 11 mos · Gurugram, Haryana, India · Hybrid

• Member of the CECL Reserve Analytics team - Responsible for modelling and analyzing trends in AXP’s credit reserves.
• Took over ownership of the reserve models for Personal and Small Business Loan portfolios. Identified flaws in the existing model and formulated enhancements and solutions that increased model accuracy by up to 50%.
• Developed model monitoring methodology to accurately evaluate reserve forecast against actuals using the MAPE metric, which was up to 40% more accurate than the previous methodology.
• Led the creation of a new reserve model and methodology for Small Business and Personal Loans, a $10B+ portfolio.
• Extensive experience working closely across departments, including governance, product, risk, pricing, and strategy teams.
• Foundational knowledge and exposure to PD, LGD, and EAD models through involvement in CECL-related initiatives.
• Collaborated on the comprehensive CECL quarterly reserves booking process, leading efforts in data optimization, visualization, and presenting QoQ decomposition insights to senior stakeholders
• Developed and automated a decision tree classifier model to predict customer propensity for Business Loans, optimizing performance using GINI for effective targeting.
• Led key strategic initiatives including Portfolio Allocation, FPO Trigger Campaign, and SBS Pre-Attrition Campaign, driving customer targeting, spend growth, and attrition mitigation through data-driven insights and execution.