Jun 2025 – Sep 2025 · 3 mos · Manchester Area, United Kingdom · Hybrid

Jan 2025 – Jun 2025 · 5 mos · Manchester, England, United Kingdom

Sep 2024 – Dec 2024 · 3 mos · Manchester, England, United Kingdom

• Collaborated with Swoboda Research Centre and SoundPound, the credit union consortium in Greater Manchester, to develop a strategic roadmap and a marketing plan to reduce operational costs by 20% - 30% and increase loan volume by up to £2 million for credit unions in Greater Manchester

Jun 2023 – Aug 2024 · 1 yr 2 mos · Bengaluru, Karnataka, India

• Led a team to validate a suite of Fraud Risk models for a Hawaii-based Bank, provided actionable recommendations to optimize the data sourcing process and reduce data input errors.
• Audited an IFRS 9 impairment loss model used by a UK-based bank, redesigned and recoded it in SAS to enhance simplicity and transparency.
• Spearheaded the validation of a critical scorecard model for a major US auto captive, uncovered gaps in model methodology and presented recommendations to enhance model accuracy.
• Conducted an annual review of a Current Expected Credit Losses (CECL) model used to estimate allowance for credit losses by a major US based agricultural bank.
• Received the Spot Award in 2023.

Feb 2022 – Jun 2023 · 1 yr 4 mos · Bengaluru, Karnataka, India

• Steered the validation of a balance sheet income forecasting model for one of the largest US auto captives, detected issues and provided actionable recommendations for robust model implementation.
• Performed validation, ongoing monitoring reporting, and annual reviews for multiple anti-money laundering models implemented at a major multinational bank and presented recommendations to boost detection accuracy.
• Advised a major US bank and collaborated with cross-functional teams to create the model documentation and monitoring plan for a vendor based CECL model used to estimate allowance for credit losses.
• Authored comprehensive Model Risk Management (MRM) policy guidelines for a major US based auto captive.

Oct 2021 – Feb 2022 · 4 mos

• Executed comprehensive qualitative and quantitative validation of Pre-Provision Net Revenue (PPNR), Scorecard and Fraud Risk models for multiple large US banks, ensuring compliance with Federal Reserve (FED) guidelines and presenting actionable recommendations to the client leadership.
• Reviewed and assessed the validation processes for a suite of Scorecard and Fraud models for a major US bank to ensure compliance with the Bank’s internal policies.

Jun 2019 – Oct 2021 · 2 yrs 4 mos

• Conducted end-to-end validation of multiple Credit Risk models used for Comprehensive Capital Analysis and Review (CCAR) reporting and stress testing purposes for a large multinational bank and identified actionable findings to improve the models.
• Collaborated with the second line of defence for a large global Bank in performing testing of End User Computing tools to establish conformance to the Bank’s policy and guidelines.

May 2018 – Jul 2018 · 2 mos · Mumbai, Maharashtra, India · On-site