SAS
Abhinava Dey
Manager-Regulatory Analytics-IFRS9 Impairment Analytics
Kolkata
Summary
- Result-oriented professional offering more than 6 years of experience in Data Analysis across many industries such as Banking (Risk & Compliance) ,HR & Clinical Trial Industries
- Currently associated with HSBC, Bengaluru as Manager - Regulatory Analytics IFRS9 Implementation.
- Hands-on experience in advanced analytical practices such as Predictive Analysis, Attribute Modelling and Customer Profiling
- Skilled in simulating, designing, developing & deploying computationally complex and practical data; building and delivering comprehensive data strategy roadmap; ensuring final deliverables were of the highest quality
- Proficient in evaluating data findings to communicate findings in a clear, structured manner, developing cordial relations with stakeholders, and rendering guidance
- Received CRISP Award - Phenom People for Intensity in Phenom ,Hyderabad
- Received Rising Star in H2 2022 for overall performance in HSBC, Bangalore
- An effective personnel with honed interpersonal, problem-solving, team building, analytical and communication skills; capability to think out-of-the-box and contribute ideas towards business excellence
Overview
7
7
years of professional experience
5
5
years of post-secondary education
3
3
Languages
Work History
Manager, Regulatory Analytics , IFRS9 Impairment
HSBC
Bengaluru
11.2024 - Current
- Engineered SAS scripts to conduct a comprehensive analysis of newly originated customer journeys, focusing on delinquency patterns and the progression to Stage 2 (30 Days Past Due (DPD)). Utilized this analysis to monitor and evaluate the impact of relaxation criteria implemented in May 2024 on portfolio risk.
- Performed data gap analysis on portfolio data (identifying missing PD, LGD) to address data quality issues. Improved data integrity, supporting effective IMR query resolution and risk management.
- Conducted Credit Grade Impairment (CGI) reviews to correct customer staging under IFRS 9, improving data accuracy and ensuring appropriate ECL provisions. Reclassified customers from incorrect Stage 3 assignments.
- Executed portfolio-level adjustments to refine Expected Credit Loss (ECL) models, ensuring IFRS 9 compliance and enabling effective reserve management.
Sr. Analyst - Transaction Monitoring
HSBC
Bengaluru
12.2021 - 11.2024
- Developed and implemented revised Pseudo Segmentation scripts, leading to a measurable reduction in the number of segments for pseudo customer analysis. This optimization enhanced tuning efficiency and minimized data volatility, improving model stability and Turn Around Time.
- Utilized scripting languages (e.g., Python, SQL) to implement HRG (High Risk Geography) Targeted Optimization algorithms, creating summary tables, performing parameter tuning, and executing post-tuning validation scripts in partnership with the Advanced Analytics team.
- Proactively Achieved Zero Non-Compliance Findings (IMR) for global models, Safeguarding Bank from Regulatory Penalties while maintaining highest regulatory standards.
- Performed keyword analysis across various countries to refine Pseudo Customer classification logic, distinguishing between Pseudo Commercial (PC) and Pseudo Individual (PI) entities. Evaluated and improved existing keyword lists for enhanced accuracy.
- Mentored junior analysts, fostering professional development while enhancing overall team performance.
Product Growth Analyst
Phenom
Hyderabad
10.2019 - 11.2021
- Awarded CRISP Award for "Intensity" for the analysis of customer behavior within CRM platforms. Applied K-means clustering algorithms to segment customer data across multiple quarters, classifying users into "Power," "Active," "Dead," and "Dormant" segments. This analysis directly contributed to the development of customer-facing adoption strategies implemented in Q2, 2021.
- Applied machine learning techniques (Random Forest, XGBoost) to categorize user personas (Recruiter, Marketer, Sourcer) based on feature utilization. Analyzed feature importance to assess user performance and identify high-proficiency users demonstrating consistent daily product engagement.
- Worked on RFM Analysis to identify Recruiters, Marketers, and Sourcers who use the product regularly.
Data Analyst
Cytel Statistical Software & Services Private Limited
Hyderabad
06.2018 - 10.2019
- Provided statistical inputs during the analysis and analysis using SAS ,R to get a better insight of the data for review purposes
- Performed SAS analysis of datasets and TLFs generated by programmers
- Participated in the validation of TLFs for publication as well as the review of abstracts, posters, and manuscripts
Education
M.Sc. - Statistics
University of Hyderabad
Hyderabad 06.2016 - 05.2018
B.Sc. Hons. - Statistics
University of Calcutta
04.2013 - 05.2016
Skills
- Python Programming
- Base SAS
- Data Analytics & Governance
- Project Management
- Data Mining
- Predictive Modelling
- Statistical Analysis
- Business Intelligence
- Cross-functional Coordination
- Communicator & Innovator
- Collaborator & Motivator
- Decision-making
Software
Python
Excel
Powerpoint
Timeline
Manager, Regulatory Analytics , IFRS9 Impairment
HSBC
11.2024 - Current
Sr. Analyst - Transaction Monitoring
HSBC
12.2021 - 11.2024
Product Growth Analyst
Phenom
10.2019 - 11.2021
Data Analyst
Cytel Statistical Software & Services Private Limited
06.2018 - 10.2019
M.Sc. - Statistics
University of Hyderabad
06.2016 - 05.2018
B.Sc. Hons. - Statistics
University of Calcutta
04.2013 - 05.2016
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