Rishabh Dutt Email & Phone Number

Gurugram, Haryana, India

•Responsible for Internal Validation and Model Documentation of Credit Decisioning Scorecard Models.•Model Development Report (MDR), IVR (Internal Validation Report) and PMP (Performance Monitoring Plan).•Involved in ongoing communication with clients and vendors regarding the respective models used by clients for documentation-relatedrequirements.•Internal Validation was Performed for the client using various matrices including ROC, Gini, KS, KS Percentile, Divergence, R-squared, BayesianError, Brier Score and some other statistics.•Created Multi-Operational Automation tool for Client capable of performing Filtration of data by removing all business level exclusion,flagging loan accounts good and bad, and generating the required set of Validation statistics by comparing with vendor-generated results to validate outcomes.

I am currently under an Apprenticeship program on "Credit Risk Modelling and Validation" by Mr. Karan Agarwal. This training includes:• Knowledge of Components used In Credit Risk Modelling like (PD, LGD, EAD) and regulatory frameworks for Provisioning requirement (IFRS 9, CECL), for Capital Requirements (BASEL) and Stress testing (CCAR, DFAST, ICAAP).• Quantitative and Statistical knowledge required in risk modelling (different types of distributions, time series, regression analysis, hypothesis testing).• Techniques used to decide performance window and default definition named Vintage Analysis and Roll Rate Analysis.• Application of Linear and Logistic Regression in a PD model.• Gained insight into developing Application and Behavioral score card using logistic regression using Excel.• Validation techniques used for Discriminatory Power of the model including ROC Curve, Confusion Matrix, Kolmogorov Spinoff (KS) Distribution, CAP Curve, Gini Coefficient, ROCAUC.• Model Calibration and Stability analysis by Binomial Test & PSI (Population Stability Index).• Data preparation and preprocessing, Weights of Evidence (WoE), Information Value (IV). • Statistical measures used in regression including ANOVA, Heteroskedasticity, Multicollinearity, R-Square and Adjusted R-Square.• Knowledge of different Statistical tests including Z-test, F-test.Skills: Model Validation · Credit Risk Modelling · Scorecard · IFRS · BASEL · Stress Testing · Model Development · Credit Risk Management · Risk Analytics · Python (Programming Language) · Microsoft Excel · SQL(MySQL)

Gurugram, Haryana, India

• Responsible for deploying rules framed in the Application Scorecard, Behavioural Scorecard and Internal Policies.• Through Understanding of Internal Policy rules of business used in decision-making on Loan Application.• Understanding of Application Level, Customer Level and Bureau Level Data to draw analysis as per the requirement raised by the business and make all the necessary configurations for Deployment in Production.• Continuous communication within various departments including Business Operations, IT and MIS to ensure the smooth deployment of Strategy in production as well as sourcing data for analysis of Loan Book.• Responsible for Validating existing model on various statistical parameters and monitor it to ensure the model's accuracy over time.

Pune, Maharashtra, India

• Responsible for the risk analysis of standard hedge funds.• Responsible for data enrichment at security level and analyzing the quality of the risk engine output- which includes quantitative review of valuation, Value at Risk (VaR), Notional, Greeks, Isolated risk factor shocks, Scenario analysis and Stress testing for the full spectrum of security types across more standard asset classes, including equities, bonds and listed derivatives (Futures, Options) and Swaps.• Perform ad hoc research projects on current risk models and analyze the results.• On-board new funds and participate in automation projects to bring in efficiency.• Raise the queries to risk engine team for erroneous results.• Co-ordinate with Administrators/Hedge Funds for data related queries.

Pune, Maharashtra, India

My work includes performing the Risk analysis across various asset classes and reviewing the Risk stats ranging from VaR, Conditional VaR, Stress tests, scenario and historical stats which helps Hedge Fund managers in their investments decisions regarding the positions they are exposed to.

• Training sales team by educating them about discount broking services as a whole and providing the necessary information needed about financial product (i.e. Demat Account) in their sales operations.• Track leads generated by Sales Team and resolve queries they face in their daily operations.• Manage Branch Operations by dealing with existing clients in the absence of Sr. Manager.

Bachelor Of Business Administration - Bba, Bba

Diploma In Ms Office, General Office Occupations And Clerical Services, A