Ranajay Das

Basel IRB Model Development (Sep 24 - Present)

• End-to-end ownership and responsibility for Basel 3 IRB PD / EAD regulatory model development activities.
• Experience in Basel 3 IRB PD / EAD model development and validation activities using decision tree, logistic regression, etc., algorithms.
• Experience in creating and maintaining model documentation for regulatory and non-regulatory models.

Loss Forecasting (Aug 21 - Aug 24)

• Loss Forecasting Model Monitoring: Providing insights into the portfolio, actual performance vs. planned performance (model output), and assessing the key risk drivers for the variance observed.
• Recoverable Asset Model Development: I have developed, as well as performed yearly refreshes and monitoring for the Recovery Asset NPV model for different unsecured portfolios.
• Migration of existing SAS codes to Google Cloud Platform (GCP) using BigQuery for secured and unsecured portfolios.
• Existing SAS code migration from the old data source to the new data source using SAS EG.