Abhrosnato Datta
Manager- Climate Risk
Bengaluru,TG
Summary
Risk and analytics professional with hands-on experience in developing IFRS 9 impairment models (PD, LGD, EAD) and integrating climate risk into credit loss projections. Proven expertise in model governance, automation using Python, and visualizing insights through Tableau. Adept at bridging business requirements with data solutions, delivering actionable financial insights, and driving regulatory compliance. Strong domain knowledge in credit risk, climate risk modeling, and advanced analytics techniques such as clustering.
Overview
6
6
years of professional experience
4037
4037
years of post-secondary education
Work History
Manager
HSBC
05.2022 - Current
- Collaborate closely with the Climate Risk team to integrate Expected Credit Loss (ECL) overlays/underlays on the mortgage portfolio, accounting for climate-related perils such as floods, coastal inundation, and wildfires on a global scale.
- Utilized Probability of Default (PD) models from the IFRS 9 framework to project property-level risk of destruction due to climate hazards.
- Led the end-to-end development of IFRS 9 impairment models (PD, LGD, EAD) for retail portfolios, ensuring regulatory compliance and high model performance.
- Worked cross-functionally with global teams to support model governance, audit readiness, and automation of risk analytics processes using Python.
- Deep understanding and hands-on experience in Advanced Risk-Based (ARB) model development under the IFRS 9 framework.
- Designed and implemented a governance automation tool to streamline documentation and reduce manual intervention by approximately 44 working days per model build.
- Acted as a key liaison between Data Analytics (DA) teams and client stakeholders, translating business requirements into actionable analytical outputs.
- Currently leading efforts in visualizing model performance and business insights using Tableau dashboards.
- Driving a core analytics project focused on clustering techniques to enhance segmentation and risk stratification.
- Interpreting complex data to derive key business insights and financial metrics used in client investment models.
- Strong domain knowledge in credit risk, analytics, and financial modeling, with a consistent focus on actionable business intelligence.
Data Scientist
COTIVITI
10.2020 - 04.2022
- Act as a key liaison between the Data Analytics (DA) team and client stakeholders to align technical solutions with business needs.
- Visualize model performance metrics and insights using Tableau dashboards for better decision-making.
- Leading a core analytics project focused on clustering to enhance data segmentation and pattern recognition.
- Provide business inferences and derive actionable key metrics from complex data outputs.
- Possess strong domain expertise and deep understanding of analytics methodologies and applications.
Analyst, Data Intelligence Group
TresVista Analytics LLP
07.2019 - 10.2020
- Interpret and analyze data to extract actionable insights for financial modeling and client investment strategies.
- Visualize key performance metrics of portfolio investments using Tableau and Dash to support data-driven decision-making.
- Perform advanced data-level coding in Python for exploratory data analysis (EDA) and interactive dashboard development.
Audit Analyst Intern
Ernst & Young LLP
12.2018 - 06.2019
- Applied thorough understanding of journal transactions and trial balance entries to assess overall firm performance.
- Utilized R (Cullen & Frey graph) to analyze the distribution of journal entries and identify potential anomalies or fraudulent transactions.
- Conducted journal book analysis to narrow down irregular entries and improve financial data integrity.
- Focused on client-driven deliverables, emphasizing business impact over technical exploration.
Education
Masters in Quantitative Finance - Special Paper in Time Series Analysis
PONDICHERRY CENTRAL UNIVERSITY
Puducherry, Tamil Nadu05-2019
Economics -
Calcutta University
Kolkata, West BengalSkills
- Python
- Saas
- Tableau
- SQL
- Power BI
- DAX
- M-Language
- R
- Analytics Libraries
- Regression
- Classification Modelling
- MS Excel
- VBA
Timeline
Manager
HSBC
05.2022 - Current
Data Scientist
COTIVITI
10.2020 - 04.2022
Analyst, Data Intelligence Group
TresVista Analytics LLP
07.2019 - 10.2020
Audit Analyst Intern
Ernst & Young LLP
12.2018 - 06.2019
Masters in Quantitative Finance - Special Paper in Time Series Analysis
PONDICHERRY CENTRAL UNIVERSITY
Economics -
Calcutta University
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