Hritwik Pal Email & Phone Number

Mumbai, Mh, In

India

--> Overseeing the execution of Data Reconciliation, Data Profiling, Sampling, and Trend Analysis techniques utilized for validating the Single Source of Truth (SSoT) data warehouse, along with determining the most effective quantitative variables for identifying critical discoveries and trends.--> Effectively finalized the comprehensive revalidation process for CCAR Econometric and Account-level Probability of Default (PD), Exposure at Default (EAD), and Loss Given Default (LGD)/Recovery models, applied to unsecured portfolios. These models were utilized by country heads and the Risk Team to forecast Gross Credit Loss (GCL) and Net Credit Loss (NCL) for evaluating capital adequacy.--> Familiarity with CCAR account-level Probability of Default (PD), Exposure at Default (EAD), and Loss Given Default (LGD) models designed for CECL and IFRS9 reporting.--> Employed Linear Regression as a distribution model for creating a delinquency bucket forecasting model intended for CCAR submission. This model accurately predicts the count of accounts falling within each bucket classification.Offering both analytical and project management support across multiple crucial project work-streams. Effectively managing inquiries related to the models from diverse stakeholders and internal audit teams such as Model Risk Management (MRM) and Model Sponsors.Examined data discoveries and effectively conveyed the results in a coherent manner. Fostered positive relationships with stakeholders and provided valuable guidance.Currently in the process of developing a recovery model aimed at understanding and predicting recoveries from various accounts in the portfolio.Conducted various model validation tests and sensitivity analyses, including R-Ratio and Stress Ratio as outlined in the Model Testing Guide mandated by the Model Risk Management Team. These assessments serve to evaluate the model's performance under diverse macroeconomic scenarios.

Master Of Business Administration - Mba, Decision Sciences And Analytics

Dual Degree MBA+MS

Master Of Science - Ms, Business Analytics And Information Management

Dual Degree MBA + MS

Bachelor Of Technology - Btech, Mechanical Engineering