Feb 2022 – Jun 2022 · 4 mos

• FinTech & Marketplace lending strategy

Dec 2019 – Feb 2022 · 2 yrs 2 mos

May 2018 – Dec 2019 · 1 yr 7 mos

• Lead credit analytics and credit structuring activities across all HFI consumer, SMB portfolios at the Bank.
• Conducted credit analytics, credit policy review & model review for potential held for investment (HFI) portfolio opportunities
• o Conducted in depth review of credit policy changes, underwriting model – methodology & performance, origination metrics & early performance indicators to gauge efficacy of partner’s credit underwriting program
• o Developed statistical segment level & loan level models to gauge loss & prepayment performance
• Developed P&L forecast across multiple portfolios
• Created thesis for investments in originated loans via retention of whole loans, undivided participation & other structures
• o Developed internal memorandums & pitch decks for external participants citing deal economics, credit origination & performance review, structural nuances, associated risks & controls, benchmark information & impact to Bank’s budget
• o Expanded Bank’s risk appetite framework: Managing portfolio mix, risk return profile & gauging through the cycle returns
• o Chaired Bank’s financial review committee that approves all capital investments by the Bank
• Expanded Bank’s portfolio management program by architecting monthly performance reports with KPIs & associated guardrails
• o Socialized findings both internally & with partner CRO/ CXO suite & created narrative on expected portfolio performance
• Built economic response models to monitor health of US economy & inform future LLR & acquisition strategy
• Developed Bank’s LLR provision framework, model risk management framework & led asset valuation process
• Review & provide feedback on credit policy & model changes on weekly basis across Bank’s 15+ held for sale (HFS) programs

Jun 2017 – Apr 2018 · 10 mos

• WebBank is a state-chartered industrial bank that provides customized solutions to Fintech companies (Marketplace lenders for Consumer/Small Businesses across credit cards, installment loans, merchant financing, student loans & auto loans products). As a Credit Risk Manager, my responsibilities include:
• Model risk management & validation for 10+ Fintech companies. Models include both traditional & non traditional machine learning based models for Credit Underwriting, Fraud & NPV decisions
• Development of risk appetite framework & Loan Loss Reserve frameworks
• Evaluation and monitoring of credit policies for 10+ Fintech companies
• Development of custom PD & EAD models on publicly available Fintech data
• Evaluation of key industry level indicators & macro-economy to gauge potential stress in consumer lending industry

Apr 2016 – Jun 2017 · 1 yr 2 mos · New York City Metropolitan Area

• Responsible for annual CCAR submission and other risk modeling activities. Key areas of work include :
• Time series modeling
• Development of machine learning based (GBM, Random Forest etc.) PD, EAD models
• PD, EAD and LGD modeling incorporating macroeconomic effects
• Documentation for CCAR
• Deck creation for higher management
• Presentations and communication to higher management including CROs, CFOs and MDs

Jan 2015 – Apr 2016 · 1 yr 3 mos · New York City Metropolitan Area

• Responsible for annual CCAR submission and other risk modeling activities. Key areas of work include :
• Time series modeling
• PD, EAD and LGD modeling incorporating macroeconomic effects
• Documentation for CCAR
• Deck creation for higher management

Jul 2014 – Dec 2014 · 5 mos

• Risk Management for Credit Card Portfolio

Jun 2012 – Jun 2014 · 2 yrs

• As an Analyst, my responsibilities are applying advanced analytical techniques for solving business problems for the clients. Currently I am involved in Credit Risk analytics for one of the top credit card issuer bank. Some of my current work includes developing Credit Line Increase (pro-active/ customer initiated)/Decrease strategies. I have also worked on Credit card exposure analysis and portfolio analysis.

May 2011 – Jul 2011 · 2 mos

• Developing control mechanishm for various processess using .NET
• Analyzing various processess from operational prospective and optimizing them

May 2010 – Dec 2010 · 7 mos

• Devising a novel algorithm to account for losses in Electricity markets.

Dec 2009 – Jan 2010 · 1 mo · Badarpur, New Delhi