DIPAYAN DEY
Mumbai
Summary
Organized and motivated employee eager to apply time management and organizational skills in various environments. Seeking entry-level opportunities to expand skills while facilitating company growth.
Overview
4
4
years of professional experience
Work History
Associate, Model Risk Management
MORGAN STANLEY
Mumbai
01.2022 - Current
- Promoted to Associate leading numerous validation exercises for quantitative models in Legal and Compliance and Fraud models space
- As a primary reviewer maintained strong relationships with Model Developers Owners and Users of the models and part of ongoing discussions on material and non-material changes to models
- Raised numerous limitation points understanding model risks relating to conceptual soundness, model controls and model performance testings and ongoing monitoring of the model
- Worked in 7 Tier 1 and 2 model's initial validation/revalidation exercise
- Led effort working with senior managements in developing and updating models as a part of MRA requirements
- Algorithms Implemented: XGBoost, Random Forest, Neural Networks, Large Language Models, Logistic Regression, Imbalance Data Modelling.
Management Trainee, Internet Banking
ICICI BANK
Bengaluru
08.2020 - 12.2020
- Developed Marketing plans for Digital HL products and developing Gold Loan products.
Intern, Credit Risk Team
E&Y GDS
Bengaluru
05.2020 - 06.2020
- Presented research project to senior partners on the application of AIML in the Financial Industry.
Intern, Transaction Monitoring
LONDON STRATEGY & CONSULTANCY GROUP LTD
WFH
08.2020
- Build prototype AML model using classification machine learning model integrated with Rule Based models
- Algorithms Implemented: Logistic Regression, Decision Tree, Random Forest, EDA.
Education
M.Sc. in Statistics -
IIT KANPUR
01.2021
Skills
- Python
- R
- SQL
Coursework
- Regression Analysis
- Applied Stochastic Process
- Linear Algebra
- Time Series Analysis
- Statistical Simulations
- Statistical & AI techniques for Data Mining
Timeline
Associate, Model Risk Management
MORGAN STANLEY
01.2022 - Current
Management Trainee, Internet Banking
ICICI BANK
08.2020 - 12.2020
Intern, Transaction Monitoring
LONDON STRATEGY & CONSULTANCY GROUP LTD
08.2020
Intern, Credit Risk Team
E&Y GDS
05.2020 - 06.2020
M.Sc. in Statistics -
IIT KANPUR
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