R
Aditya Sekhar Das
Consultant
Summary
Aditya completed his Master’s degree in Applied Economics and has an active interest in research and analytics. He has worked as an Executive in Advisory at KPMG Global Services Pvt. Ltd. as part of the R&C-Modelling and Valuation business unit. He specializes in loss forecasting model development, implementation and validation for institutions in the financial sector. Has knowledge on regression modelling and performing statistical inference.
Overview
2
2
years of professional experience
3
3
Languages
Work History
Executive in Advisory
KPMG Global Services
08.2022 - 05.2024
- Model Monitoring of retail and wholesale portfolios for CCAR and CECL, including Probability-of-Default (PD), Loss-Given-Default (LGD), Exposure-at-Default (EAD), and Prepayment model forecasting, MPAI/UPAI analysis for risk monitoring and performance
- Ownership and streamlining of threshold creation process for the benchmarking of the models
- Assisted with Model Development of retail portfolios for CCAR and CECL
- Created a SAS deck for assistance with Model Monitoring and Implementation codes
- Mentored junior staff members for accelerated career growth, developing future leaders within the organization
Education
Master of Science - Applied Economics
Presidency University
Kolkata, India 04.2001 -
Bachelor of Science - Economics
Presidency University
Kolkata, India 04.2001 -
Skills
Credit Risk Model Monitoring and Validation
Software
Stata
EViews
SAS
Python
MS Office
Rewards and Recognition
- Awarded KPMG Kudos Award
- Awarded The Kalyan Bharti Trust Award For All-Round Excellence by The Telegraph Education Foundation
- Awarded The Rajya Puraskar Award by The Governor of West Bengal for public
service under The Bharat Scouts and Guides
Timeline
Executive in Advisory
KPMG Global Services
08.2022 - 05.2024
Master of Science - Applied Economics
Presidency University
04.2001 -
Bachelor of Science - Economics
Presidency University
04.2001 -
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