Shounak Sarkar Ph. D. Email & Phone Number

Accomplished leader with - 27+ years experience in modeling mortgage, cards, other retail products and in model risk management- Domain experience in modeling techniques involving scoring, competing risk, machine learning, simulations, house price forecast, default cost, home value evaluation, CECL, DFAST, Basel and other capital models- Proven track record of working with senior leadership and regulatory bodies on model risk framework, risk appetite, policies and standards on model risk and AI and model governance (led engagement on matters of model risk with US and international regulators including FRE, OCC, FHFA, PRA, Basel Committee and OSFI)- Strong leadership skills in developing and managing teams both within US and internationally (led model development and validation functions for large, complex global financial institutions such Citibank, HSBC, Barclays, Freddie Mac across multiple sites located in the US and internationally)Both my career and my personal interest has always been driven by my curiosity in seeking and developing the threads linking different disciplines and domains. This attracted me to economics as a subject where math and philosophy coexist. My doctoral thesis combined tax policy with simulation modeling. I love the aspect of designing models that have business applications and spent over two decades developing retail credit risk models for big financial institutions. My last several years translated what I learnt from model building and application to model governance and model risk management. This philosophy extends to my vision of strong teams being created of individuals with diverse skills, background and knowledge and my personal interest in finding connection between history and statistics or in the fusion of world music.

Listed skills include Analytics, Credit Risk, Credit, Data Mining, and 19 others.