Arindam Sen Email & Phone Number

Nashville, Tennessee, United States

Primary responsibility includes developing models for Credit Risk / Fraud, Loss and Marketing campaigns and managing an offshore team of 5 member

Arlington Heights, Illinois

Primary responsibilities include Retail stress testing model development for CCAR and CECL.• Currently part of a cross-function management team for Retail Risk migration to GCP and leading the migration process for CCAR Stress Testing team working along with diverse stakeholders. Work includes regular interaction with diverse stakeholders to ensure successful migration of data and processes.• Lead in DataRobot tool testing for CCAR to develop and benchmark models using advanced analytics (Machine Learning) and traditional modeling techniques • Currently managing an offshore team to develop multiple PD, LGD, and EAD models on Secured and Unsecured portfolios for CCAR / CECL Stress Testing. All models developed by me / under my leadership were evaluated by the regulators and internal model review teams and rated fit for use. No critical issue was reported in any of the models developed by me or my team.• Developed PD, LGD, and Prepayment models for Mortgage First Lien, Second Lien and Retail Cards portfolios• Developed Benchmark PD, LGD, and Prepayment models for Mortgage First Lien, Second Lien and Retail Cards portfolios using Machine Learning techniques

Bangalore

Lead a Stress Testing Modeling team of 6 members, primary responsibilities include developing PD, LGD, and EAD CCAR Stress Testing Models for Internal Stress Test and DFAST scenarios along with PRA and EBA Stress TestsDeveloped CCAR Stress Testing Models for Mortgage and Credit Cards portfolio along with Enterprise-wide Stress Testing framework between July-September 2014Developed Payoff-Paydown models using Panel Data RegressionDeveloped PD and LGD Stress Testing models using Unobserved Components Model (UCM)Periodic Monitoring of the performance of the models

Bangalore

Has managed a team of 3 members for HMC Credit Policy and providing leadership to guide on high visibility projects like- Modeling Default, Prepayment and Loss rates by competing risk discrete hazard models to forecast expected default and prepay rates and loss severity from new originations- Estimating PD, LGD, EAD for the portfolio concerned from the actual data- Developing survival models for the portfolio to measure Resolve rates- Designing strategies for Mortgage LGD re-estimation to optimize RWAs- Working with the team to forecast repurchase reserves for the portfolioAlso, involved in high impact projects with diverse teams like- Providing Leadership to a team of 4 members to forecast future roll rates through Unobserved components model and ARIMA and a comparison thereof- Providing Leadership to a team of 7 members to test the comprehensive model monitoring metrics for Modeling SME

Primary work responsibility was in the modeling team for LAM Analytics CoE- Developed credit risk application and behavior scorecards for Latin American countries- Worked as a part of R&D team to develop Scorecard Full Validation framework following OCC guidelines- Provided consultancy on credit risk scorecard development and scorecard monitoring or validation to the Latin America- Recipient of Spot Award (July'10) for Service Excellence

Primary Responsibilities:1. CRS (Credit cards) portfolio - collection risk modeling & capacity planning for PLCC and Retail credit cards in the US market for HSBC2. Unsecured (NRE & PHL loans) - collection risk modeling and capacity planning across the Unsecured product categories.

Worked in the Collections department in CML, primarily dealing with Unsecured portfolio. Responsibilities included:- Capacity planning and resource optimization of Collection centers dealing with Unsecured loans- Monitoring effectiveness of the collection strategies- Monthly comparison of cost vs productivity of the collection centers operating inside and outside USA dealing with Unsecured CML portfolioAchievements:* Rated as Outstanding and strong performer consistently* Leading Light award for Q3 2009

I did my PhD from IIM Ahmedabad. My work primarily involved stochastic and deterministic modeling of dairy supply chain across three states in India. The public private sector comparison show that the public sector plants are more efficient as a consequence to the better control they have on the supply chain.

I worked as an expert in database management and data analysis (mainly in SAS) and econometric modeling in SAPPLP project.

My work involved analysis of data and carrying on field surveys.

Fpm, Agriculture

Activities and Societies: I worked mainly in the field of econometric modeling and I did a few projects on econometric modeling.

M.V.Sc., Extension Education

Activities and Societies: I was second in the Master's Programme (including all departments) and first in my department. During my stay.