As a statistics enthusiast with expertise in statistical modelling and analysis, extensive experience in credit risk modelling has been gained while working for an asset reconstruction company. The development of a credit risk model (ECL) involved the use of data from HDFC Bank and credit bureaus such as CRIF and CIBIL. Also providing valuable insights to senior executives based on regular analysis of investment pools, enabling them to make informed decisions.
Hi, I’m
Aditya Sharma
Credit Risk Analyst
New Delhi,Delhi
Summary
Overview
3
years of professional experience
1
Certification
Work History
International Asset Reconstruction CompanyNew Delhi
Data Risk Analyst
01.2023 - Current
Job overview
- Develop ECL model for HDFC NPA accounts.
- Developed Percentage Recovery model real world accuracy 65%
- Performed data manipulation, structuring & processing on HDFC, CRIF & CIBIL data.
- Providing insights to senior leadership after statistical analysis on banking & NBFC NPA pools.
- Worked on investment pool of over 700 crore.
.Kreate Energy Pvt LtdGhaziabad
Data Scientist
08.2021 - 12.2022
Job overview
- Developed Time Series Predictive model for Wind Farms - Kalman Filter. First model go in production for wind farms
- Developed Time Series Predictive model for Solar Farms - SVR + ARIMA.
- Improve overall forecasting accuracy by 18% monthly.
- Responsible for increase in business by >150% in renewable power sector.
- Other models that worked over are: Random Forest, Ensemble.
StartXG Consulting Pvt. LtdMumbai
ML Engineering Intern
06.2020 - 09.2020
Job overview
- Developed customer risk assessment model (CART) for banking and NBFC companies.
- Final accuracy score was 0.85.
- Validated risk model through variance ratio test.
Education
Birla Institute of Technology And SciencePilani, Rajasthan
Masters of Technology from Data Science & Engineering
Current
University Overview
Guru Gobind Singh Indraprastha UniversityNew Delhi, India
Bachelor of Technology from Information Technology
09-2020
University Overview
Skills
- Python, R
- Machine Learning (Classification & Regression)
- PD, LGD & EAD
- Statistical Modelling
- Advanced Excel, SQL
Certification
Credit Risk Modeling in Python, Udemy
Timeline
Data Risk Analyst
International Asset Reconstruction Company
01.2023 - Current
Credit Risk Modeling in Python, Udemy
01-2023
Data Scientist
.Kreate Energy Pvt Ltd
08.2021 - 12.2022
ML Engineering Intern
StartXG Consulting Pvt. Ltd
06.2020 - 09.2020
Birla Institute of Technology And Science
Masters of Technology from Data Science & Engineering
Guru Gobind Singh Indraprastha University
Bachelor of Technology from Information Technology
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