
Organization / Workplace
Tata Consultancy ServicesLocation
Pune Area, India IndiaOccupation
Basel Model Developer looking for new opportunityIndustry
Technology / Software / Internet
About
Dedicated Analytics Consulting professional with 3 years of experience in the field of Credit Risk Analytics, Data Analytics, Marketing Analytics, Statistical Modelling and Portfolio Management. • Proficient in BASEL PD, LGD and EAD Model Development • Proficient in Macro-Economic Stress Testing and CCAR models • Proficient in Origination and Application Model and Scorecard Development • Proficient in ALLL and Loss Forecasting Model Development • Proficient in Time Series Modelling – ARIMA, ARIMAX, VAR etc • Clustering, Segmentation, Classification, Dimensionality Reduction