Deepa Sindhe Sivaji

• Supported model monitoring deliverables, including the review of model performance metrics and documentation.
• Owned model governance deliverables, driving the closure of multiple model risk findings, and remediation actions.
• Engaged with internal and external stakeholders to clarify expectations, align on remediation approaches, and ensure timely resolution of model risk issues.

• Worked in credit risk (IFRS9) for Asia Pacific region in the retail banking sector.
• Analyzed the expected credit losses (ECL) for secured and unsecured portfolios across different countries in the Asia Pacific.
• Focused on calculating the underlay and overlay adjustments to account for model limitations, changes in macroeconomic scenarios, or regulatory requirements.
• Evaluation of macroeconomic scenarios for all portfolios and countries in the Asia Pacific to assess the impact of macroeconomic variables such as GDP, House Price Index, interest rates, etc. on credit risk.
• Developed creative data skills to draw out insights and answer relevant business questions.
• Being the first line of defense involved implementing and maintaining adequate governance and control measures for the expected credit loss impacts taken across portfolios.
• Continuous collaboration with the second and third lines of defense to ensure all the calculated ECL impacts are reviewed and endorsed.
• Involved working with the Impairment Calculator Engine, QlikSense, SAS, and SQL codes.

• Managed approximately 10 Cybersecurity dashboards to deliver insights on the real time cybersecurity risks
• Data analysis and visualization using Power BI for cybersecurity data.

• Product Management for approximately 5 Rakuten India products being launched. It includes working on different use cases for the product, designing content, structure of the website, coordinating with cross functional teams, stakeholder management.
• Perform Market Research for the new product development in Rakuten including identification of the current and future possible market for the products, revenue, competitor analysis, and develop product strategy for Rakuten products using the data, market trends and market research performed.

• Performed root cause analysis on 100+ failing IC chips to identify the reason for the failure of the chip.
• Process optimization and developing process maps for failure analysis

• Design of a low swing Network on Chip (NoC) interconnect. A wide range of low swing driver and receiver circuits were modelled using Matlab to optimize the quality-energy tradeoff.
• Performed statistical analysis using Monte Carlo simulations in MATLAB to optimize voltage swing in order to obtain bit level energy/quality tradeoff.
• Cadence schematic and layout simulations were performed to design the low swing network-on-chip interconnect on TSMC 40nm and 28nm design kits.

Recognized with Best Outgoing Student Award

• Specialization in Micro-Electronics