鈥� Currently working on Market Risk.
鈥� 10 years experience in Credit Risk and Marketing Analytic along with Information Technology.
鈥� Model validation for CCAR/DFAST Stress Loss Model and non CCAR (Scoring and Risk Segmentation) models.
鈥� Validated the Stress model developed by ARGUS (e.g. InterthinX) based on the Dual-time-Dynamics (DtD) concept.
鈥� Forecasting Model for Auto Loan Loss (Used for Reserving) using techniques like Roll Rate Method, Vintage (Life time) Curve Method, Delinquency Movement Matrix (A Markov Model) Method and Regression using Macro Economic Variables.
鈥� Customer targeting model using Logistic Regression, Survival Model and Multiple Linear Regressions.
Specialti...
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