Aug 2023 – Nov 2025 · 2 yrs 3 mos · Chennai, Tamil Nadu, India · Hybrid

• At Ford Motor Company, I was responsible for end-to-end development and validation of credit risk models (PD, LGD, EAD) under IFRS 9 for both European and US portfolios. I worked closely with business teams to build these models, while also creating very detailed validation documentation for audit purposes, combining all statistical tests, calibration checks, discrimination power metrics, and sensitivity / stress analyses. To tackle issues of data imbalance, I leveraged generative AI methods—specifically variational autoencoders—to generate realistic synthetic data, and used generative AI for some sections on audit documentation. Additionally I designed automation for the validation team by coding the entire suite of statistical tests and analysis into scripts, streamlining validation workflows and ensuring consistency in model validation across different regulatory and statistical dimensions.

Oct 2021 – Aug 2023 · 1 yr 10 mos · India · Hybrid

• Developed, calibrated, and validated Probability of payment (POP), Loss Given Default (LGD), and Exposure at Default (EAD) models in line with IFRS 9 expected credit loss (ECL) frameworks.
• End-to-end validation: from data collection & preprocessing, feature engineering, model building, back-testing / hold-out testing, to performance monitoring, documentation, and regulatory reporting.

Nov 2020 – Oct 2021 · 11 mos · Delhi, India · On-site

• I contribute to turning raw data into actionable insights through rigorous data preparation, cleaning, and Python-based programming. My responsibilities include:
• Cleaning and preprocessing large and complex datasets to ensure data accuracy and consistency
• Handling missing/erroneous data, standardizing formats, and performing data validation checks
• Applying transformations, feature engineering, and data normalization to make datasets analysis-ready
• Writing Python scripts, utilizing libraries like Pandas, NumPy, etc., to automate data cleaning/prep workflows
• Collaborating with data engineering/analytics teams to define data requirements and ensure alignment across stakeholders
• Supporting downstream analytics, modeling, and reporting by maintaining high-quality data pipelines
• By maintaining strong attention to detail and optimizing data workflows, I help improve efficiency, reduce errors, and enable more robust analytical outcomes.

Jan 2019 – Nov 2019 · 10 mos · India · On-site