Sagnik Ray Email & Phone Number

India

Pune, Mh, In

Mumbai, Maharashtra, India

1. Model development - Development & modification of models for PD, LGD, EAD & ECL estimates & Model validation.2. IFRS 9 - Estimation of expected credit losses (ECL) including Impairment in line with IFRS 9 on the bank's Retail portfolio.3. Estimation of Probability of Default (PD) and Loss Given Default (LGD) for retail products - PD forecasting and calculation for retail and corporate products (flow rate based, rating migration, and actual historical PD based on borrower risk category), PD modeling, Lifetime Marginal PD calculation & LGD Estimation.4. Behavior Scorecard - Development, validation, and management. 5. Pooling and Staging criteria: Development and staging exposures with respect to risk profile. 7. Portfolio segmentation and monitoring - Detecting anomalies in portfolio. 8. Large data handling and management Python, SAS.

Mumbai, Maharashtra, India

1. Model development - Development & modification of internal automated models for Internal risk scorer, IRB estimates( PD, LGD & EAD), ECL estimates & Model validation.2. Climate Risk(VAST) - Computation and analysis of Loss provisioning in bank's portfolio basis vulnerability of climate Risk Stress.3. IFRS 9 - Estimation of expected credit losses (ECL) including Impairment in line with IFRS 9 on the bank's portfolio level4. Computation of IRB estimates - PD, LGD,CCF.5. Management of the Bank's Credit rating model along with enhancement and validation6. Migration of Bank's credit risk portfolio to Advanced approaches under Basel II (IRB approach)7. Management of Bank's Credit policy in line with evolving regulatory guidelines and internal requirements and strategies.

1. IFRS 9 - Estimation of expected credit losses (ECL) including Impairment in line with IFRS 9 on the bank's portfolio level2. Computation of IRB estimates - PD, LGD,CCF3. Management of the Bank's Credit rating model along with enhancement and validation4. Migration of Bank's credit risk portfolio to Advanced approaches under Basel II (IRB approach)5. Management of Bank's Credit policy in line with evolving regulatory guidelines and internal requirements and strategies.

Kolkata, West Bengal, India

Worked in the Credit Risk Managemt department.project-A study on Transitions with a detailed computation and view in the probability of default(PD), Loss given default (LGD) & Exposure at default (EAD) of corporate, retail and non fund based loans and computation of expected credit loss(ECL) for the bank portfolio.

Kolkata, West Bengal, India

Testing, quality control and assembling of electronic components with focus on master controller, vigilance buzzer and spring loaded switch.

Kolkata Area, India

Field maintenance: Receiving power station and distribution , Ventilation, Air conditioning, Illumination, Pumping and underground drainageNoapara metro carshed: Types of coach at metro railway, Traction motor, SBR, Crank shaft controller, Alternator.

Master Of Business Administration - Mba, Banking And Financial Services

Activities and Societies: President of Student council and admission committee 2018-2020

Bachelor Of Technology, Electrical Engineering Technologies/Technicians

Education record