ANJITHA S

Econometric Model and Scorecard Development

• Developed an asset finance risk model in SAS for default prediction, aligned with IFRS 9 guidelines.
• Developed credit risk scorecards for retail portfolios as part of a broader IRB Model.

Model Monitoring and Periodic validation

• Implemented and authored monitoring frameworks for PD models, conducting periodic revalidation.
• Conducted drift detection and model diagnostics, implementing recalibration strategies to optimize default prediction accuracy.

Portfolio Diagnostics

• Transitioned stress testing models from Excel to Python, developing a sensitivity-based 'What-If' tool to project impairment over three years based on macroeconomic variables.
• Built a Flask-based front-end interface with dynamic visualizations to improve the stress testing process.
• Integrated and customized Tableau dashboards to deliver interactive visual insights.

Adhoc Analytical Support

• Conducted deep-dive analysis on portfolio segments to identify emerging patterns and areas of concern.
• Collaborated with cross-functional teams to address data issues and refine model monitoring metrics.

Timeseries Analysis

• Engineered a Python tool to forecast the Housing Price Index using ARIMA, analyzing subcycle patterns for applications in credit risk and collateral assessment.