Football
Mohit Jangid
Senior Risk Modeler
Mumbai,Maharashtra
Summary
Risk Modeler with over four years of successful experience in Risk Methodologies and Development. Recognized consistently and awarded for performance excellence in Aptivaa Consulting Solutions as Best Performer. Strengths in analyzing and solving the problems.
Overview
4
4
years of post-secondary education
5
5
years of professional experience
Work History
Senior Risk Modeler - Backtesting Methodology
Credit Suisse
Mumbai, Maharashtra
06.2020 - Current
- BAU reporting for cOTC trades timely and highlight any risks to smooth and efficient execution
- Support the development of the target state strategic backtesting architecture together with IT from business side
Consultant / Senior Software Engineer
Aptivaa Consulting Solutions
Mumbai, Maharashtra
09.2018 - 05.2020
- Developed models for Retail and Corporate portfolios for Housing Bank for Trade and Finance, Jordan and Large Corporate and SME portfolios for Ahli Bank Qatar, Qatar and Hatton National Bank, Colombo
- Validation of retail models of the largest retail bank in KSA, Bank Al Rajhi and Corporate models of Bank Al Jazira
- Built a toolkit to validate application and behavioral scorecards
- Did model and factor level quantitative validation including discriminatory tests like CAP, AR, KS, AUROC and IV and Calibration tests like Chi-square and Binomial tests, Monitoring with PSI and CSI
- Responsible for POC implementation for a model validation management solution and for leading the sales initiative for the same; Recently completed a successful demo of the above mentioned solution for a $150 billion foreign bank, NCB(KSA)
- Managed a team responsible for development of financial toolkits & projects as per Basel and IFRS9 guidelines
- Lead a team to develop ML (Machine Learning) app in python having ability to read corporate financials from a scanned file and reconstruct them into a readily usable format which serves as a critical input for corporate portfolio assessment
Software Engineer
Hilabs Inc
Mumbai, Maharashtra
01.2018 - 09.2018
- Developed Hilabs Inc web application in .NET core framework
- Formulated Apache Solr installation on multiple servers & Addition/removal of nodes from a solr cloud
Software Engineer
Vistaprint India Pvt Ltd
Mumbai, Maharashtra
07.2016 - 12.2018
- Built applications, which are 25x & 10x faster than previous methods, using React JavaScript library & Node framework to add new materials & new designs to gallery
- Delivered end to end support to new clients by creating an application thus generated a revenue of INR 0.1 million
- Developed service to send mailers for Receipts/Refund vouchers & Credit notes to customers base
- Created an email service first ever for the company, which can be used by other applications for mailing purposes
- Introduced services for confirmation of cash on delivery orders, which accounted for 75% of total orders placed
Education
B.Tech - Electrical Engineering
IIT Bombay
Mumbai 07.2012 - 05.2016
Skills
C
Accomplishments
- Completed Level 1 and 2 of PRM (Professional Risk Manager)
- All India Rank 499 in Indian Institute of Technology Joint Entrance Examination (IIT JEE)
- All India Rank 256 in Indian Institute of Space Science & Technology Admission Test (ISAT)
Interests
Hockey
Timeline
Senior Risk Modeler - Backtesting Methodology
Credit Suisse
06.2020 - Current
Consultant / Senior Software Engineer
Aptivaa Consulting Solutions
09.2018 - 05.2020
Software Engineer
Hilabs Inc
01.2018 - 09.2018
Software Engineer
Vistaprint India Pvt Ltd
07.2016 - 12.2018
B.Tech - Electrical Engineering
IIT Bombay
07.2012 - 05.2016
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