Oindrila Bose Email & Phone Number

Frankfurt Rhine-Main Metropolitan Area

Frankfurt Rhine-Main Metropolitan Area

Gurgaon, India

■ Delivery of AIRB Parameter Calibration (PD/EAD/LGD) for Regulatory Submission■ Managing monitoring of Basel and Stress Testing Models- creation of monitoring dashboards and detailed trend analysis

Gurgaon, India

■ Led delivery of model validation of CCAR loss models and pre-provision net revenue (PPNR) models for individual and institutional portfolios in accordance with supervisory guidelines (SR 11-7 and SR 15-18)■ Validated model monitoring framework to strengthen the governance structure and designed the ‘To-Be’ target state with detailed roadmap■ Designed.

Gurgaon, India

■ Delivered model validation/review of both Basel and business models (acquisition and behaviour scorecards, collection, impairment etc) for South Africa business as part of the second line of defence in model risk management ■ Performed review of regulatory self-assessment tools to ensure compliance with SARB/PRA regulations

Gurgaon, India

■ Worked in loss forecasting team and was involved in preparing delinquency and loss reports which included computation of roll rates, delinquency percentages and losses■ Developed loss forecasting models using time series techniques for Retail portfolios

Bengaluru Area, India

■ Developed acquisition scorecards for UK credit card applicants using logistic regression and reject inference■ Designed and implemented multi-bureau acquisition cutoff strategy using above scorecards

Kolkata Area, India

■ Developed Basel PD model for Cards portfolio using logistic regression ■ Built marketing model using tobit regression to score existing customers on their potential to generate new money and use customer level scores for campaign targeting/lead prioritization