Abhishek Kumar

Leading Data & BI efforts for Reporting, Analytics & Automation

• Retail Risk Model 2.0 : Implementing newer Risk Model to comply & build regulatory reports and dashboards for Basel 3 implementation.
• Owning development of framework for reporting of Credit Card & Mortgage portfolio.
• Analyzed different source systems to build consumption layer.
• Developed an automated validation/test suite.
• SQL, Python, Pandas, Tableau, SAS, Hive, Anaconda.

• SAS Regulatory Content for, Taxonomies : provides Programming interfaces, European Banking Authority (EBA) Data Point Model (DPM) content and report templates, with SAS RFW to support the regulatory report submission.
• Implemented new features for COREP & FINREP (Reports)
• Analysis and development of reporting framework to incorporate EBA Taxonomies in the reporting solution.
• Developed pipeline to track data validation failures & QC.
• SAS Solution for Regulatory Capital : computes and reports the regulatory credit risk measures of a bank portfolio under the Basel I, Basel III, and Basel IV standards.
• Implemented Minimum Loss Coverage – IRB shortfall amt for NPE under capital calculation for Risk Weighted Asset(RWA).
• Credit default analysis to understand it’s driving features.
• Rebuilding the solution on top of SAS Risk Stratum platform.
• SAS, SQL, Macros, Python, Visual Analytics, EDA, ETL.

• Designed & developed an automated framework for daily, weekly and monthly execution of reports.
• Analytics & Reporting : to analyze and process credit card portfolio with regular & adhoc reports.
• Performed cohort analysis for credit card customers for metrics like Retention, Churn, Reactivation and %change.
• SAS, SQL, Macros, Python, Attribution Analysis.

• AnalyticsForBelgium Baloise Insurance : creates an integrated analytical platform from data acquired from various new acquisitions. This helped to visualize customer distribution across major products & regions and to promote cross-selling model and detect fraud claims.
• Built an Enterprise datawarehouse (e-DWH) based on SAS DDS Model for insurance to achieve data unification.
• Developed modular, dynamic SAS programs, DI & Dataflux jobs for integration, cleansing, standardization & loading (ETL).
• VA dashboard to analyze portfolio across products/regions.
• SAS, SQL, Macros, SAS-DI, DataFlux, VA, Tableau