Lead Data Scientist with 8 years of experience in Data Science.
Heading 8-member Data Science Team at IARC. Responsible for accelerating recovery across $5Mn Retail Distressed AUM. Planned, designed, & delivered significant 7+ key projects on-time for end-to-end development of frameworks for customer segmentation, customer ability-to-repay, propensity-to-settle, expected recovery etc.
In Bank of America, Worked in Quantitative Strategies, Fraud Detection Strategies, Model Risk Management developing AI/ML algorithms across portfolios (~ USD 900-1200 BN) from wholesale, retail, consumers, global banking, treasury etc.
In Moody's, Worked in Quantitative Credit Risk Management. Developed Risk frameworks for ~35 Tier 1 International Banks for CCAR, IFRS9, BASEL, CECL, CDR etc. Lead a 5 member subject matter expert team for CECL impairment frameworks, Portfolio Risk Management, Customer Segmentation, Financial Regulatory Reporting & Analysis and Predictive Modelling for provisions, IASB guidelines through various statistical & econometric techniques, with strong quantitative skills, expertise in cross sectional and time series econometrics