Subhalakshmi Dasgupta Email & Phone Number

Toronto, On, Ca

Toronto, Ontario, Canada

Bangalore Urban, Karnataka, India

Bengaluru, Karnataka, India

Worked on developing a Python based model scoring suite to replace industry standard tools in use in the organization with extensive research on Generalized additive modeling, reject inference and segmentation techniquesInvolved in end to end development and implementation of business priority model development projects for Asia Pacific region (spanning various products and product life cycle stages) including traditional and machine learning approachesWorked in the capacity of a project manager and mentored new members and for several key projects

Bengaluru, Karnataka, India

Worked as a part of the Asia Pacific Basel Modeling team and was involved in end to end development of home and personal loan models involving Probability of Default (PD), Loss Given Default (LGD), Exposure At Default (EAD) and Risk Weighted Asset (RWA) estimation and quantificationLiaised with independent model review team and regional regulatory committees during model review to support the regulatory assessment process

Bengaluru, Karnataka, India

Worked as a part of the Asia Pacific Basel Modeling team and was involved in end to end development of home and personal loan models involving Probability of Default (PD), Loss Given Default (LGD), Exposure At Default (EAD) and Risk Weighted Asset (RWA) estimation and quantificationEvaluated decision model migration from traditional modeling methodology to Machine Learning algorithms like, Logit and Gradient Boost, Random Forest and Neural Network algorithms

Bengaluru, Karnataka, India

Conducted quarterly and annual validation for Basel portfolios as a part of the Asia Pacific Basel regulatory Analytics team Helped in migrating and standardizing existing validation process into an automated quarterly monitoring frameworkWorked in conjunction with the Basel modeling team to quantify the impact of proposed Basel Committee on Banking Supervision (BCBS) and Prudential Regulation Authority (PRA) changes

Bengaluru, Karnataka, India

Worked as an external model validator for Market, Wholesale and Retail risk for a leading American bank, involving extensive financial research. Validated Market risk models on pricing and Retail risk scorecards including Probability of Default (PD), Loss Given Default (LGD) and Exposure At Default (EAD) models during this tenure Led the marketing team of a leading insurance client and provided decisive, actionable business insight into marketing effectiveness of ad campaigns Team lead of the customer analytics segment for the same client where multivariate, logistic and panel regression techniques, test control, Chi-square Automatic Interaction Detection (CHAID) and cluster analysis were extensively used to evaluate customer sentiment and loyaltyModeled drivers of customer experience using Key Driver Analysis and analyzed impact of online ads on offline sales through multi touch attribution

Bengaluru, Karnataka, India

Underwent extensive training in SAS and problem solving approaches in inquisitive, predictive and prescriptive analytics along with intermediate level training in R and SQLWorked with the customer experience team in the insurance vertical and provided decisive, actionable business insightPreliminary experience in retail sector analytics

Bachelor Of Science (Bs), Economics

Activities and Societies: BSc in Economics

Master Of Science (Ms), Economics

Education record