- Validation of PD, LGD, and EAD models for Global Wealth Management (GWM) Security-Based Lending (SBL) and IB Structured Margin Lending Portfolios for Capital planning (based on A-IRB) and IFRS-9 purposes.- Validation of stress testing models for GWM SBL and IB Structured Margin Lending Portfolios for Pillar II (FINMA), and ICAAP purposes.- Validation of Haircut models for calculation of lending values of the collaterals requirements in GWM SBL business. The asset classes covered are equities, fixed-income instruments, mutual funds, hedge funds, structured Products, etc.- Assessment of Margin of Conservatism (MoC) requirement based on European Banking Authority (EBA) and CRE-36. - Review of Margin of Conservatism (MoC) based on EBA regulation and CRE-36 for the security-based lending portfolio.

- End-to-end model validation of retail credit models for credit loss calculation for different regulatory programs.- Implemented portfolios like mortgages (residential), credit cards, and unsecured recruitment loans using different techniques like regression models, roll-rate methodology, etc.- Validated the models’ implementation (including User Acceptance Testing and Business Acceptance Testing) and assessment of models on different aspects like input data (calibration and implementation), model methodology, and, model use for regulatory purposes.

1. Documentation and statistical testing of very low-risk models for the Global research team as per SR11-7 guidelines. The process involved understanding, documenting and providing statistical tests for the models used by the Global research team based on the research reports published by the bank and implementation platforms like spreadsheet/R/Python/Matlab/SAS2. Trained an Artificial Neural Networks (ANN) for identification of Anti Money Laundering cases for the alert generated by systems like Mantas and Actimize. Identification of patterns in the data using K-Means algorithm and Network graphs.

1. Validated linear models for asses the fluctuation in Pre Provisions Net Revenues (PPNR) under the stressed scenario of the different lines of businesses of a US-based bank. The model was submitted to the Federal Reserve Board as part of CCAR submission.2. Developed and implemented PD-LGD-EAD based, loss rate based and roll rate based methodologies for estimation of expected credit loss for a residential mortgage portfolio under CECL/IFRS9. Implemented different methodologies like Time Vintage, Naive approach, Residual maturity, and Markov Chain based approach for estimation of Life of Loan of the portfolio.3. Developed and implemented a framework for the imputation of missing values of Fundamental Data using Multivariate Imputation by Chained Equation (MICE) Algorithm while following the accounting principles. Used the framework to implement the missing value imputation for different line items in the fundamental data for over 1000 companies. With only a few high-level line items available, imputation was made possible while following all the accounting constraints.4. Trained a Random Forest and Support Vector Machine for developing a risk assessment model for a prominent insurance firm in India to bucket the customers in a particular risk category.

1. Automate the process of modelling and documentation the Benchmark Model: a model to compare asset growth of a bank to market with its peer bank based on macroeconomic data and FFIEC call reports.2. Developed a tool for the same using R-shiny and JavaScript for model developemnt and generating an interactive model development document in HTML

1. Worked on JAVA, JavaScript, jQuery on development of a web application for POS of HDFC-Life. 2. Development and connectivity with MAGNUM (Underwriting rule engine for insurance sector) with front end application. • Real time communication with the Magnum server based on user response. • Parsing of XML using DOM Parser and analysis of the response by the rule engine to generate a decision for the policy.3. Requirement gathering, analysis and development of front-end application for HDFC-Life TELESALES (application for sales of policy using telephone) using Oracle- Siebel CRM client service.4. Worked on development and connectivity of payment portal with PayU IVR client service with the front end application.