Personal Information
Organization / Workplace
New Delhi Area, India India
Occupation
Consultant
Industry
Finance / Banking / Insurance
About
Work Experience
• EXL Services, Decision Analytics, Consultant July 2013- Present
• Working in the Banking, financial services sector and consulting the credit risk division of a Top US Bank.
• As part of the CCAR/DFAST team developed CCAR/DFAST stress loss models for NA credit cards.
Core Functions:
1) Perform Quality Checks on data required for CCAR stress loss model development.
2) Built international primary CCAR stress loss model called InterThinx by using LookAhead software based on PD LGD EAD approach.
3) Incorporated Macroeconomic condition by creating segmented time series econometric models. Used AR (1) process within SAS as the predictive modeling technique.
4) Perform a...
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