Mahazabeen Fatima
Bangalore
Summary
Experienced credit risk professional with five years of expertise in model development, validation, and regulatory compliance across global banks and fintechs. Skilled in IRB, IFRS 9, and stress testing models, with strong proficiency in Python, R, and ML techniques for credit risk. Proven ability to optimize risk models, enhance Python code efficiency, and align with PRA, EBA, Basel, and OSFI guidelines. Adept at stakeholder management, model risk governance, and regulatory reporting.
Overview
5
5
years of professional experience
Work History
Manager
Deloitte India LLP
BANGALORE
01.2025 - Current
- Optimized Python code for credit risk models for a UK-based bank by implementing memory-efficient data handling techniques, reducing runtime, and computational costs for large-scale datasets.
- Enhanced model execution efficiency by leveraging vectorization, memory profiling, and parallel computing, ensuring scalability, and compliance with PRA, EBA, and Basel standards.
Senior Business Consultant
Ernst and Young India
Pune
10.2022 - 01.2025
- Developed IRB PD models for a UK-based bank in compliance with EBA guidelines, conducting data quality checks, univariate and multivariate analysis, model selection, back-testing, and scenario analysis. Implemented models in Python using multivariate regression, ensemble methods (XGBoost, Random Forest), and regularization techniques.
- Developed acquisition and behavior scorecards for SME lending at a leading Canadian bank, leveraging logistic regression, ensuring compliance with OSFI regulatory guidelines.
- Implemented PD modeling for a UK-based bank using the Vasicek-Merton framework to convert Through-The-Cycle (TTC) PD to Point-In-Time (PIT) estimates. Integrated significant increase in credit risk (SICR) criteria, forward-looking macroeconomic scenarios, and adjustments for cash/non-cash collateral in LGD calculations.
- Collaborated with Model Risk Management (MRM) teams on end-to-end model validation, including assessing model inventory quality, verifying data integrity, evaluating the conceptual soundness of methodologies, and ensuring robust ongoing monitoring mechanisms.
Business Consultant
Ernst and Young India
Pune
08.2021 - 09.2022
- Conducted comprehensive validation on ML models such as LGBM and XGBoost for Digital lending scorecard, using both qualitative and quantitative tests such as KS, Gini, Shap values, feature Importance plots, and Confusion matrix to ensure accuracy and effectiveness of credit risk models.
- Conducted model validation for CCAR PD wholesale models for US based bank including independent replication of the models. Conducted gap analysis as per model risk management guidelines (SR 11-7)
Management Trainee
Bandhan Bank
Kolkata
07.2020 - 07.2021
- Worked with Micro finance credit risk team for portfolio monitoring, preparing Risk Appetite framework, migration analysis of the delinquent portfolio.
Education
PGDM - Banking and Financial Services(B& FS)
National Institute of Bank Management(NIBM)
Pune2020
Bachelor of Science(Hons) - Physics
Faculty of Science, BHU
Varanasi2017
Skills
- FRM Phase 1 Cleared
- Experience with regulatory regimes, viz, Basel, IFRS 9, SR 11-7, SS1/23
- Credit Risk Modelling (PD, LGD, EAD)
- ML Techniques: Linear/Logistic regression, boosting algorithms, time series analysis, decision tree, clustering etc
- Python, Rstudio, SQL
Timeline
Manager
Deloitte India LLP
01.2025 - Current
Senior Business Consultant
Ernst and Young India
10.2022 - 01.2025
Business Consultant
Ernst and Young India
08.2021 - 09.2022
Management Trainee
Bandhan Bank
07.2020 - 07.2021
PGDM - Banking and Financial Services(B& FS)
National Institute of Bank Management(NIBM)
Bachelor of Science(Hons) - Physics
Faculty of Science, BHU
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