Worked on origination scorecards development and monitoring project for an US financial major for their commercial portfolio. The work includes an end to end scorecard building exercise right from procuring multiple credit bureau data from commercial and consumer bureaus to validate the data, Bad definition analysis, performance window determination, reject inference, Multi-bureau segmentation strategy development and calibrating it and auto decision strategy development.Worked on the validation of PD model. Analysis involve the model performance analysis during development period, out of tie and stress time data. Stress testing, Scenario analysis, Sensitivity analysis has been done on stress time period data. Work includes Bootstrap model validation, k-fold model validation to check the stability of model performance.Worked on the development of PD, LGD and EAD model. Work includes data preparation, Univariate analysis, vintage analysis, LGD calculation, development and validation of model. PD model has been developed using logistic regression where as for LGD model both logistic and linear regression has been used. Developed EAD model by LEQ approach for Line accounts and for Loan account CCF approach has been adopted.

Building efficient Statistical model for Unilever to forecast category growth rate of FMCG and CPG products on different Market like India, Indonesia, China, Philippine, Thailand etc.Market Mix Modeling using statistical techniques like Multiple linear Regression, Factor Analysis, Cluster Analysis, Principle Component Analysis, etc. to answer various business question.

Paper Published:1. Ganguly, A., Mitra, S., Samanta, D., and Kundu, D. (2011), "Exact Inference for the Two-Parameter Exponential Distribution Under Type-II Hybrid Censoring", Journal of Statistical Planning and Inference (Vol-142, Issue-3, March 2012, page:613-625).http://www.sciencedirect.com/science/article/pii/S03783758110031202.Kundu, D., Samanta, D., Ganguly, A., Mitra, S.(2011) "Bayesian Analysis of Different Hybrid and Progressive Life Tests", Communication in Statistics - Simulation and Computation(To appear)http://home.iitk.ac.in/~kundu/bayes-hybrid-rev-2.pdf