NEERAJ KUMAR

CREDIT RISK SCORECARD VALIDATION

• Worked on validation focused on scorecard modelling, segmentation, vintage analysis, roll rate analysis, and bad flag creation for diverse customer profiles, optimising credit evaluation processes for new to credit , matured credit and non-credit customers.
• Proficiently validated data complexities, overseeing teams to ensure precise handling of information crucial to validate credit scoring methodologies.
• Prepared detailed MRM validation report corresponding to assessment done for the model's accuracy, performance and compliance with regulatory standards. The report details the methodology used, key findings and recommendations for improvements.

MODEL MONITORING

• Monitored various models for changes such as model degradation, data drift and concept drift and ensuring that the models have an acceptable level of performance.
• Calculated KS, Capture rates, Rejected population distribution, PSI, Segmentation distribution and other metrics of various models.

Model & Attribute Validations

• As part of the Model Risk Management team validated multiple internal models like Discretionary Spend Index, Affluence Index, Score card for credit card portfolio etc.,
• Keenly validated the attribute creation process of the Core 2.0 Attributes suit, which is a comprehensive credit attribute suite across a large number of industries, concepts and time frames.

On-Prem to GCP Transition Root Cause Analysis

• Was a part the MRM Group that performed a Root Cause Analysis on the discrepancies in the 100s of data tables after moving from on-premises to the Google Cloud Platform, which directly or indirectly effecting the numerous crucial models.
• Major contribution in the automation of the process lead to expediting the analysis resulting in quick and reliable actionable insights.

QA TESTER

• Managed ateam of 7 testers which worked on a race game application for Android and IOS platforms.