Summary
Overview
Work History
Education
Skills
Accomplishments
Projects
Extracurricular Activities
Timeline
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AMAN BHASKAR

AMAN BHASKAR

Gurgaon

Summary

Results-oriented credit risk analyst at HDFC Bank, proficient in Python programming and credit risk modeling. Optimized monitoring processes, minimizing manual effort by 70%, and created robust IFRS 9-compliant ECL models. Demonstrated capacity to provide actionable insights and improve predictive accuracy, utilizing strong analytical skills and effective communication.

Overview

3
3
years of professional experience

Work History

Manager Credit Risk Analyst

HDFC BANK
Gurgaon
06.2023 - Current
  • Streamlined monitoring processes for Discrimination, Stability PSI, and ROB tests via Python, lowering manual effort by 70%.
  • Created a comprehensive macroeconomic model for credit card portfolios, enhancing predictive accuracy under changing economic scenarios.
  • Established robust IFRS 9-compliant Expected Credit Loss (ECL) models integrating PD, LGD, and EAD components for precise credit risk estimation.
  • Performed quarterly assessments of PD and LGD models while delivering actionable insights to senior leadership.

Risk Analyst Intern

HDFC BANK
04.2022 - 06.2022
  • Performed Exploratory Data Analysis, Feature Selection and Setting up the models on the Bank dataset.
  • Did thorough analysis of features based on Bad Rate, Information Value, Variable importance.
  • Performed various data cleaning techniques to clean the data such as dropping high missing features, low IV columns, high cardinality, high correlated columns.
  • Tried different balancing techniques such as Undersampling, Oversampling, Combination in order to make the dataset suitable for fraud detection.
  • Worked with XGBoost, CatBoost, and LightGBM model to compare the performance among them and HyperTune the models to further improve them.

Education

M.Sc. - Statistics

Hindu College, University of Delhi
Delhi
04-2023

B.Sc. (Hons) - Statistics

Sri Venkateswara College, University of Delhi
Delhi
04-2021

Class XII -

D.A.V Public School
Bhagalpur
04-2018

Class X -

D.A.V Public School
Bhagalpur
04-2016

Skills

  • Python programming
  • Credit risk modeling
  • Data visualization with Matplotlib
  • Data analysis with Numpy and Pandas
  • Machine learning techniques
  • Supervised learning methods
  • SQL database management
  • Data manipulation and querying
  • Microsoft Office proficiency
  • Tableau data analytics

Accomplishments

  • Secured AIR 39 in DUET, 05/21
  • Secured AIR 137 in BHU PET, 05/21
  • Merit Certificate (Class X), 05/16

Projects

Loan Approval Prediction, 07/22 - 08/22, Did thorough Exploratory Data Analysis on the loan applicant dataset to understand the relationships between the features such as correlation, heatmaps, pairplots etc., Tried various feature engineering to convert categorical variables to numerical variables., Worked with Logistic Regression, Decision tree and Random Forest., Stacking model performs well with Recall 0.98(.02), Accuracy 0.805(0.07), F1 Score 0.87(.05) and AUC 0.78(.04).

Extracurricular Activities

Data Science and Business Analytics GRIP internship at The Sparks Foundation (NGO). Predicted the percentage of student get when they study 'x' no. of hours using linear Regression Algorithm., 2022 Member of Fest Organizing Team of Statistics Department., 2019

Timeline

Manager Credit Risk Analyst

HDFC BANK
06.2023 - Current

Risk Analyst Intern

HDFC BANK
04.2022 - 06.2022

M.Sc. - Statistics

Hindu College, University of Delhi

B.Sc. (Hons) - Statistics

Sri Venkateswara College, University of Delhi

Class XII -

D.A.V Public School

Class X -

D.A.V Public School

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