Sauvick De work email
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>> I have a strong background in Statistical Modelling, Machine Learning and Data Analytics. >> I was awarded General Proficiency Medal and Donor scholarship for best overall academic
Citi
View- Website:
- citigroup.com
- Employees:
- 196387
-
Senior Model Validation AnalystCitiBengaluru, Ka, In -
Model Validation Analyst IiCiti May 2023 - PresentMumbai, Maharashtra, India• Performs end to end validation of various PPNR models catering to the Bank’s Markets, Private Bank & Retail Bank businesses.• Validation activities include: - Testing of model methodology, modelled and non-modelled assumptions through various statistical tests and model replication.- Incremental tests by developing and testing challenger models to test the validity and stability of the selected models.- Performance monitoring of models through back testing by comparing the… Show more • Performs end to end validation of various PPNR models catering to the Bank’s Markets, Private Bank & Retail Bank businesses.• Validation activities include: - Testing of model methodology, modelled and non-modelled assumptions through various statistical tests and model replication.- Incremental tests by developing and testing challenger models to test the validity and stability of the selected models.- Performance monitoring of models through back testing by comparing the model forecasts with actuals.- Stress testing by analysing the model and portfolio behaviour under various stress & non stress scenarios.- Research and provide incremental techniques and tools to streamline, automate and enhance the validation process and requirements to meet regulatory requirements and suggestions to improve model performances.• Received Silver and Gold awards for key contributions in validations of critical models and enhancement of validation process. Show less -
Model Validation Analyst ICiti Dec 2021 - Apr 2023Mumbai, Maharashtra, India -
Analyst - Data ScienceInfosys Ltd Jul 2020 - Dec 2021• Works on a team responsible for Model Validation in the field of Model Risk Management for banks.• Performs comprehensive review & analysis of various statistical models (e.g.: Logistic Regression, Linear regression, Gradient Boosted Tree, etc.) used for PD-LGD estimation, Expected Loss forecast, Marketing & provide recommendations to client about model improvements.• Analysis includes model methodology & input data review through statistical tests & metrics and model performance… Show more • Works on a team responsible for Model Validation in the field of Model Risk Management for banks.• Performs comprehensive review & analysis of various statistical models (e.g.: Logistic Regression, Linear regression, Gradient Boosted Tree, etc.) used for PD-LGD estimation, Expected Loss forecast, Marketing & provide recommendations to client about model improvements.• Analysis includes model methodology & input data review through statistical tests & metrics and model performance monitoring.• Using SAS, Excel, MS Word for data analysis and reporting.• Training Project: Case Study of PD estimation and Credit Risk Rating of a bank portfolio using Markov Chain model Show less
Sauvick De Skills
Sauvick De Education Details
Frequently Asked Questions about Sauvick De
What company does Sauvick De work for?
Sauvick De works for Citi
What is Sauvick De's role at the current company?
Sauvick De's current role is Senior Model Validation Analyst.
What is Sauvick De's email address?
Sauvick De's email address is sa****@****ail.com
What schools did Sauvick De attend?
Sauvick De attended Indian Institute Of Technology, Kanpur, Ramakrishna Mission Residential College.
What skills is Sauvick De known for?
Sauvick De has skills like Minitab, Microsoft Office, Latex, Microsoft Word, Data Analysis, R, Microsoft Excel, Statistics, C, Microsoft Powerpoint.
Who are Sauvick De's colleagues?
Sauvick De's colleagues are Wojciech Kramarz, Ashwini Thavamani, Keerthika P, Diane R., Philip John P., Abhishek Mishra, Evette Campbell.
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