Hi, I’m
KRITIKA YADAV
MODEL VALIDATOR
Bengaluru
Summary
Dedicated Analytics professional with 6 years of experience across Risk domains, currently serving as Model Validator with experience in validating complex predictive models and ensuring their compliance with industry standards. Seeking to contribute my expertise and attention to detail across various dimensions of Risk Management.
Overview
8
years of professional experience
6
years of post-secondary education
Work History
Standard Chartered BankBengaluru
Manager- Group Model Validation
2022.09 - Current (3 education.years_Label)
Job overview
- Conducted end to end model validation process for IFRS9 model (PD,EAD AND LGD model), AIML models, Application scorecards and Behaviour Scorecards by undertaking comprehensive reviews of model documentation, assumptions, limitations, scope and methodologies.
- Developed and executed testing strategies to validate model accuracy and performance across various metrics.
- Conducted sensitivity analysis to assess the impact of different scenarios on model performance.
- Performed data validation and assessed the quality and integrity of data used in models.
- Collaborated with cross-functional teams, including model developers, Country risk teams and business analysts, to address validation findings and implement improvements.
- Ensured compliance with regulatory requirements and industry best practices as dominant in respective market
- Prepared detailed validation reports and presented findings, open issues and recommendations to Group management for approval of the model
- Conducted UAT on model data before the model went live
HSBC BankBangalore
Manager- IFRS9 Monitoring
03.2020 - 08.2022
Job overview
- Managed and implemented ongoing quarterly and monthly production of IFRS 9 expected credit losses, providing insights and analytical commentary for making complex considerations and high level of management judgement on expected credit loss calculations through regular monitoring/MI reporting packs and working closely with policyframework
- Performed recalibration of PD, LGD and Macroeconomic scenarios and simulation of other model parameters for provisioning Collaborated with Modelling teams and operational teams to understand model deficiency during unprecedented Pandemic times
- Developed and implemented tool to understand the impact of
Macroeconomic variables on the ECL model results
Axis BankBengaluru
Manager- Credit Card Acquisition
2019.02 - 2020.02 (1 education.year_Label)
Job overview
- Strategized Monthly base enhancement for Credit Card Acquisition for Forecasting Saving base, preapproved carded customer and NTB sourcing using ARIMA
- Developed Cross selling strategies using high-propensity customer segments basis Propensity modelling using Logistic regression Evaluated existing Credit card base Performance by analyzing various scorecards, Early activation, Delinquency and Risk Parameters
- Initial Credit line optimization using Decision Tree Classifier and Earnix Creation of Monthly Dashboard to showcase significant Performance metric and Working closely with Credit Policy team to work in devising sourcing strategies for NTB cards
Prudential PlcMumbai
Management Trainee
07.2015 - 06.2017
Job overview
- Automated reconciliation and extraction Processes involved in Actuarial using Python to decrease TAT by 77% and worked on a value driven project to streamline the process of making Balance score cards
- Applied forecasting methods and financial modelling for Cost Benefit Analysis using Linear regression
Education
IIT BombayMaharashtra
Master of Science from Geoinformatics (CPI- 9.02)
07.2013 - 06.2015
JSS Academy of Technical EducationNoida
Bachelor of Technology from Civil Engineering
09.2009 - 06.2013
Skills
Statistical analysis
Timeline
Manager- Group Model Validation
Standard Chartered Bank
2022.09 - Current (3 education.years_Label)
Manager- IFRS9 Monitoring
HSBC Bank
03.2020 - 08.2022
Manager- Credit Card Acquisition
Axis Bank
2019.02 - 2020.02 (1 education.year_Label)
Management Trainee
Prudential Plc
07.2015 - 06.2017
IIT Bombay
Master of Science from Geoinformatics (CPI- 9.02)
07.2013 - 06.2015
JSS Academy of Technical Education
Bachelor of Technology from Civil Engineering
09.2009 - 06.2013
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