Ujan Dutta

VP of Engineering

Bengaluru, Karnataka, India12 yrs 7 mos experience

AI EnabledHighly Stable

Key Highlights

Expert in Model Risk Management and Validation.
Led high-impact regulatory reporting initiatives.
Strong background in Data Science and Analytics.

Stackforce AI infers this person is a seasoned professional in Fintech with a focus on Model Risk Management and Data Analytics.

Contact

Skills

Core Skills

Data ScienceModel Risk ManagementModel ValidationRegulatory ReportingChange ManagementModel ImplementationRisk Analysis

Other Skills

Data AnalyticsPredictive AnalyticsFinancial Statement AnalysisTeam ManagementCData StructuresMatlabC++JavaAlgorithmsOracle SQL DeveloperJSPBusiness AnalysisMicrosoft OfficeTeamwork

Experience

12 yrs 7 mos

Total Experience

1 yr 9 mos

Average Tenure

1 yr 9 mos

Current Experience

Wells fargo

2 roles

Vice President (M2) - Quantitative Analytics Manager

Apr 2026 – Present · 2 mos

Leading Treasury model validation team covering a broad spectrum of Deposits, ALM and Liquidity risk models.
Partnering closely with model development, treasury and audit stakeholders to ensure constructive challenge.
Continiously improving validation frameworks, documentation quality and review efficiency.
Mentoring validators with diverse experience levels, fostering ownership and technical depth.

Data ScienceData AnalyticsPredictive AnalyticsFinancial Statement AnalysisTeam ManagementModel Risk Management

Vice President

Sep 2024 – Apr 2026 · 1 yr 7 mos

Lead validator for Deposit balance, rate paid and attrition models supporting CCAR, PPNR, IRRBB and ALM frameworks.
Validated debit card interchange fee forecasting models and deposit ALM aggregator models used in Treasury domain.
Partner with US stakeholder to deliver regulatory materials for CCAR and ALCO challenge meetings.
Have ownership of certain high risk rank models, managing their entire model life cycle (model identification, risk rank assessment,
ongoing monitoring, annual review, change assessment).

Data SciencePredictive AnalyticsData AnalyticsFinancial Statement AnalysisModel ValidationRegulatory Reporting

Citi

2 roles

Assistant Vice President

Promoted

Jan 2023 – Sep 2024 · 1 yr 8 mos

Data SciencePredictive AnalyticsData AnalyticsModel Risk Management

Manager

Mar 2021 – Jan 2023 · 1 yr 10 mos

Working as part of Model Risk Management Team for Retail Loss Forecasting,
Validating Loss forecasting models (Account Level Survival PD, EAD, Econometric and Recovery) used for computing Gross and Net Credit Losses approved for usages like CCAR/DFAST, ICAAP or CECL.
Performing Annual Model review - doing model eligibility assessment, assessing model assumptions, conceptual soundness, assigning Model Risk Rating and limitations to the developed models.
Assessing the model changes and performing Change Addendum reviews depending on the type of the change requested by business users.
Performing quarterly back testing on the implemented models and comparing the model forecasts with the actual outcomes.
Working on validation of physical risk models used for Climate risk stress test exercises conducted by regulators - FRB, MAS, HKMA.
Participated in multiple regulatory exams conducted by HKMA, OCC and FRB.
Working on enhancements required on the model testing guidance, MRM policy and procedures to update the validation requirements in line with regulatory expectations.
Working on the validation of new model types - forecasting delinquency bucket balances, sophisticated approach for IFRS9 ECL calculation, projecting losses for insurance premium financing portfolios.

Data SciencePredictive AnalyticsData AnalyticsModel Validation

Hsbc

Assistant Manager

Aug 2018 – Mar 2021 · 2 yrs 7 mos · Kolkata

Decision Sciences - Global Risk Analytics:
Working in Decision sciences team of IFRS9 for Wholesale Credit Risk models.
Validating PIT CPD & PIT LGD Models for multiple regions across globe using Global Monitoring Standards.
Being part of the Change Management Forum, automating the workflow by aligning LGD strategic Code in SAS catering to the needs of multiple stakeholders.
Doing annual assessment for multiple IFRS9 models and assessing the accuracy of predicted models against the actual loss/default numbers.
Coordinating with Regional Stakeholders, identifying & fixing the data quality issues and presenting the model reports to Senior Management to help them in identifying the need for overlays, continuance or demise of a particular model.
Building IFRS9 challenger models.

Data SciencePredictive AnalyticsData AnalyticsModel ValidationChange Management

Kpmg india

Management Consultant

Apr 2018 – Aug 2018 · 4 mos · Mumbai Area, India

Working as a Functional consultant in ERP – Advisory Oracle Team responsible for systems implementation in Banking Domain as per IFRS9 guidelines.
Responsible for implementation of PD, LGD, EAD & CCF models responsible for ECL calculation.
Identifying the bank requirements and documenting that in Business Requirement Document

Data SciencePredictive AnalyticsData AnalyticsModel Implementation

Credit suisse

Credit Risk Analyst

Apr 2016 – Mar 2018 · 1 yr 11 mos · Pune Area, India

Working with models and calculation management team responsible for calculating & reporting default risk for traded products.
Validating risk models to re compute PE/EPE (Exposure at Default) numbers.
Analysis as per Basel III requirements for regulatory reporting of FINMA, PRA, IHC, Leverage & ICAAP.
Capturing & Analyzing the daily movement of EAD numbers for Secured Financing Products, calculating the counterparty credit risk involved.
Providing baseline numbers for Stressed Testing/Scenario Analysis – CCAR & SRWA Reporting.
Working in congruence with the Analytics team for posting various methodology related adjustments
Working in congruence with Front office traders and helping them in identifying the trades attracting high RWA and capital margins.
Identifying the various limitations in the architecture of ALD business and working on the fix of those
Working in congruence with Feed & Change release team and providing impact on Exposure numbers prior to a particular release

Data AnalyticsRisk Analysis

Siemens

MBA Summer Intern

Apr 2015 – May 2015 · 1 mo · Kolkata Area, India

Assessing the contractual risks of EM division and mitigating them by the usage of Live tool.
Ascertaining risk classes of a specific client to determine the maximum permissible business with them.
Worked in congruence with the Quality Assessment team in monitoring the debtors’ Quality