Summary
Overview
Work History
Education
Skills
Software
Timeline
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Anita Baishya

Anita Baishya

Senior Risk Analyst
Banglore

Summary

Seasoned Risk Analyst offering 4 years of banking industry success. Delivering on key risk projects for some of the global financial services companies having major operations in the US, EMEA and APAC regions. Specifically carrying rich experience in validation of Regulatory models (Loss: CCAR/CECL/CECL in CCAR & Revenue: PPNR) as well as in formulation of monitoring strategies for credit risk management. Detail-oriented team player with strong organizational skills. Ability to handle multiple projects simultaneously with a high degree of accuracy.

Overview

4
4
years of post-secondary education
1
1
Language

Work History

Senior Risk Analyst

CITI
1 2019 - Current
  • Responsible for validating regulatory CECL, CECL in CCAR, CCAR, IFRS9, PPNR based models for secured (mortgage) and unsecured (cards, PIL, UOD) products used in the financial industry for APPAC, EMEA, US and Mexico region with strong understanding of the financial industry, risk management, and statistical modeling.
  • Key responsibilities have been full validation of all risk models (loss forecasting for CCAR, CECL, CECL in CCAR purposes) which are based on Logistic Regression, fractional regression, multinomial regression, state Transition models, survival analysis, paydown curves, alternate approach, proxy approach.
  • Ensured compliance with regulatory requirements ( timely resolution of OCC requirements, FRB actions items, Internal Audit and self identified limitations) by staying current on industry developments and adjusting policies as needed.
  • Portfolio risk assessment, model sensitivity, model back testing, model stability, bench marking, assessment on overlays, ongoing monitoring, vintage analysis for PD, LGD models, Alternative Approach models.
  • Conducted scenario analyses to stress test organizational resilience against potential future events or market changes.
  • Optimized risk models to better align with changing market conditions, ensuring more accurate forecasts and improved strategic planning.
  • Reduced operational risks by implementing robust control frameworks and monitoring systems (automation of reports).
  • End to end project assistant in Firm wide Multiple Scenario Contribution Framework in CECL
  • Expertise in handling global models which caters to the entire unsecured portfolio of CITI like global Interest and Fees ACL models, retail Reserve ACL model.
  • Performed result replication of the models using SAS, Python.
  • Worked within excel to compile and review information with pivot tables and charts. Performed gap analysis to identify areas of improvement.

Senior Risk Analyst

Tata Consultancy Services
1 2019 - 1 2022
  • Responsible for validating regulatory CCAR, PPNR & Alternate Methodology models to forecast losses using statistical techniques such as Regression, Time Series, serving wide array of businesses like Treasury, Foreign Exchange, Retail -Over Draft/Asset Based Finance/Credit Cards/Personal Loans
  • Responsible for validating the CECL models which have been built using Proxy Approach to estimate the reasonable and supportable CECL losses for the portfolio under consideration
  • Identified the sources of model risk and comprehensively reviewed all the model components and developmental evidences
  • Validated if the model was applicable for back-testing for checking stability and if it was sensitive to macro-economic changes
  • Presented the work through formal validation reports, as well as through presentation to model sponsor& higher management.
  • Collaborated with the IT department in developing sophisticated tools to better predict, monitor, and manage potential risks impacting the organization.
  • Surveyed clients to ascertain requirements and expectations for product.

Education

Post Graduate Diploma in Statistical Methods and Analytics -

Indian Statistical Institute, Tezpur
Assam
01.2018 - 08.2019

M.Sc in Mathematics -

Gauhati University
Assam
07.2015 - 08.2017

Skills

Risk Mitigation

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Software

SAS

Python

MS Excel

MS word

MS powerpoint

Timeline

Post Graduate Diploma in Statistical Methods and Analytics -

Indian Statistical Institute, Tezpur
01.2018 - 08.2019

M.Sc in Mathematics -

Gauhati University
07.2015 - 08.2017

Senior Risk Analyst

CITI
1 2019 - Current

Senior Risk Analyst

Tata Consultancy Services
1 2019 - 1 2022

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Anita BaishyaSenior Risk Analyst