Sumana Ray Email & Phone Number

Kolkata, West Bengal, India

Leading a team of highly skilled and diverse professionals responsible for management of 50+ Credit Risk decision scorecards and Regulatory models (Basel PD, EAD, LGD) across the customer lifecycle (acquisition and account management) for HSBC UK Retail portfolios for both unsecured and secured businessSupported and efficiently delivered high priority projects including monitoring set-up of newly developed machine learning application scorecards for various unsecured products… Show more Leading a team of highly skilled and diverse professionals responsible for management of 50+ Credit Risk decision scorecards and Regulatory models (Basel PD, EAD, LGD) across the customer lifecycle (acquisition and account management) for HSBC UK Retail portfolios for both unsecured and secured businessSupported and efficiently delivered high priority projects including monitoring set-up of newly developed machine learning application scorecards for various unsecured products Focus on identifying and managing risk associated with decision model and Basel model performance through statistical measures and taken appropriate remediation actions through model calibrations / recommendation for redevelopment assessment, EL & RWA measurements associated with the regulatory models Developing a wide array of talent both technically and in soft skills.Support a culture of continuous learning and development within the team, facilitated career progression and rotation of employees within the organization, closed multiple open positions through Hiring of right and diverse talent Show less

Kolkata, West Bengal, India

Completed critical regulatory deliverables which includes Basel PRA Attestations for various Rating Systems, detailed Annual Assessments of modelsDetailed analysis conducted on Covid impacts (payment holidays, reduced spending, furlough schemes etc) on scorecards and regulatory models Extensive experience of working in SAS, SQLEffectively co-ordinate with Independent Model Review Team to close high and medium risk findings with appropriate actions Launched Zoom… Show more Completed critical regulatory deliverables which includes Basel PRA Attestations for various Rating Systems, detailed Annual Assessments of modelsDetailed analysis conducted on Covid impacts (payment holidays, reduced spending, furlough schemes etc) on scorecards and regulatory models Extensive experience of working in SAS, SQLEffectively co-ordinate with Independent Model Review Team to close high and medium risk findings with appropriate actions Launched Zoom Based training on Model Management Methodology and Principles across multiple sites ( Kolkata, Bangalore , UK) Show less

Kolkata, West Bengal, India

Translating large scale business problems and objectives to analytical solutions Delivered multiple model realignments to ensure models are accurate for continued use in portfolio and account management strategiesWorked on monitoring pack design for new to bank application models

Kolkata, West Bengal, India

Kolkata, West Bengal, India

Mumbai, Maharashtra, India

Responsible and accountable for managing credit risk scorecards across customer life cycle for credit cards portfolio for Citibank N.A.Business visit to Citibank Office Irving , Texas for project support and transition

Mumbai, Maharashtra, India

Part of Data Operations and Technology team - Responsible for data validation with vendors like Reuters, MQA, IDCBuilt data history in production databse GED (Global Equity Database) for 10k assets for US and 2.5k assets for Japan

Mumbai, Maharashtra, India

Managing and validating Citibank Risk scorecards and fraud models for consumer and commercial business

Masters In Statistics, Mathematics And Statistics, First Class

Bachelor'S Degree, Statistics, First Class