Oct 2019 – Apr 2022 · 2 yrs 6 mos

• Worked on CCAR and PPNR model development for Bank's US retail credit portfolio.

Jan 2018 – Sep 2019 · 1 yr 8 mos

• Lead for Credit Risk Model development across portfolios
• Managing a 10+ member team, responsible for the development of risk models for risk assessment of existing customers and new customer acquisition for the Credit card business of a US Bank.
• New Portfolio Analytics: Responsible for developing underwriting models for client’s new credit card portfolio and onboarding strategy framework for one of the biggest retail brand in US.
• Lead of an end-to-end project with bureau for setting up a big data environment for US banking client.
• Machine Learning Tool & Algorithm Evaluation: Project lead for testing & evaluating multiple Machine Learning algorithm and tools to build new and enhance models efficiently

Jul 2016 – Dec 2017 · 1 yr 5 mos

• Lead of multiple workstreams for a US big bank client
• Credit Risk Acquisition Model Development: Development of Credit Risk Acquisition model for sub-prime population using traditional techniques like logistic regression and advanced machine learning techniques like GBM and XGBoost.
• Alternative Data and Solution: Lead a project to evaluate and on-board alternate credit data/attributes for credit risk strategy optimization/expansion for the client.
• Lead of fresher program for new campus joiners and knowledge sharing initiative.

Jan 2015 – Jun 2016 · 1 yr 5 mos

• Banking Analytics & Consulting
• Model Recalibration and Realignment: Re-estimation and Realignment credit risk models for traditional (logistic) models.
• Tradeline data research: Harnessing power of raw credit file (trended) of customer to innovate and create new variables helping client to enhance their current models and strategy. Separate project on trade level data for assessing the impact of unsatisfied and paid medical collection trades on customer’s profile.

Jun 2013 – Dec 2014 · 1 yr 6 mos

• Model Validation: Periodic tracking of Credit Risk acquisition model across portfolios including Acquisition, Existing Customer Management, Collections and Recovery, Fraud and Authorizations for a US big bank client
• Geo Preference Analysis: Performed analysis to setup decision preference table for new customer acquisition at a ZIP/SCF level helping in quick and accurate decision management using credit bureau data across 3 bureaus

Jun 2012 – May 2013 · 11 mos · New Delhi Area, India

May 2012 – Jul 2012 · 2 mos

• Identification of gap in demand & supply for consultancy (Operational) services in 8 sectors (Textile, Retail, Real Estate, Food Processing, Automotive, Education, Healthcare, Construction (Materials)).

Feb 2012 – Mar 2012 · 1 mo · Gurgaon, India

• Market research on Manufacturing Landscape in India (Focusing on Joint ventures between a Global & Local Co.). The client was a (Danish) manufacturer, seller, installer, and servicer of wind turbines.

Dec 2010 – Jan 2011 · 1 mo · New Delhi Area, India

• Internship in "education awareness program" campaign, database management, working for the underprivileged children