Summary
Overview
Work History
Education
Skills
Hobbies and Interests
Accomplishments
Websites
Timeline
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SAGAR SINGH

SAGAR SINGH

Bengaluru

Summary

Accomplished and driven analytics professional with a proven track record in credit risk predictive modelling, regulatory models (PD, EAD, LGD) and implementation of payment transaction fraud models. Expert in Scorecard development, SAS, linear/logistic regression, and fostering global collaborations.

Overview

15
15
years of professional experience

Work History

Director

FICO
01.2019 - Current
  • Played a key role in internally transitioning knowledge and in setting up a team to deliver implementation of payment transaction fraud models as part of a company level strategic objective to deliver higher ROI. Currently lead the team that delivers data mapping, validation and model implementation tasks globally
  • Developed customer level behaviour scorecards for retail and SME portfolios covering mortgage, loans, credit cards and overdraft accounts for one the largest Bank in the Nordic region using behavioural and financial information (for SME portfolio). Also developed a Basel PD model using the behaviour score generated to obtain PD for regulatory requirement of the Bank for capital calculation
  • Lead and managed delivery of IFRS9 compliant PD, EAD, LGD models for a large bank in South East Asia for a number of portfolios across multiple countries in the region
  • Setup a suite of bespoke customer level behaviour and collection scorecards for retail and SME portfolios of one of the largest banks in Thailand using Model Builder and Groovy scripting
  • Managed and delivered application and behaviour scorecard models as well as setup model monitoring process for a large bank in the Middle East. Also transitioned knowledge to the bank personnel to own model monitoring and model refresh process going forward
  • Developed multiple expert scorecards for origination decisioning and portfolio management for various clients such as an app-based lending firm in the Scandinavian region and an established bank in Europe for their consumer finance portfolio

Lead Manager

HSBC
03.2014 - 12.2018
  • Credit Risk Behavior Scorecard Development
  • Developed first internal Behaviour Risk Scorecard for Credit Cards portfolio of a Latin America market of HSBC while being onshore
  • Set-up data extraction process including deriving predictive characteristics
  • Defined model design, including, exclusions, Bad definition (defining target) and segmentation for enhanced risk prediction
  • Used variable clustering for variable reduction and SAS E-Miner for scorecard development based on logistic regression
  • Customer level Credit Risk Behavior Scorecard Development
  • Developed customer level Behaviour Risk Scorecard for Retail Credit Lending portfolios of one of the largest markets of HSBC in order to manage credit card limits, customer level exposure and to cross-sell
  • Developed understanding of the existing model, data sources (including liabilities), and setup the entire data extraction process while being onshore to lay foundation for model development
  • Also, setup model design including Bad definition (Roll Rate analysis) at both product & customer level and finalized segmentation for better segregation of Risk and in turn better risk prediction
  • Used variable clustering to reduce candidate predictive variables & developed Scorecards (logistic regression) using WOE-binning approach, leveraging Model Builder for the same
  • Basel Quantification
  • Quantified risk parameters (PD, EAD, LGD) required to derive adequate capital required per BASEL II framework, for a $17Bn mortgage portfolio in North America
  • Computed long run PD, EAD parameters at segment level, considering downturn, pre-downturn and post-downturn scenarios, and applied appropriate adjustment factors using mathematical models in order to quantify final PD, EAD risk parameters
  • Computing default weighted LGD parameter by calculating Economic Loss (as a percentage of EAD) while considering Recoveries during the collections process and also considering other relevant parameters such as Outcome Window Analysis and Unresolved Assumptions Analysis

Senior Business Analyst

Mu-Sigma Business Solutions
06.2010 - 03.2014
  • Analysing the effect of an event on sales by quantifying lift in sales in order to help the client in financial planning and budget allocation
  • Developed a test-control model & used linear regression

Education

B. Tech. (CE) - CE

National Institute of Technology
Surat, India
05-2010

AISSCE (XII) -

Central Board of Secondary Education
04-2006

AISSE (X) -

Central Board of Secondary Education
04-2004

Skills

  • SAS
  • SAS E-Miner
  • SQL
  • Groovy (Java)
  • Model Builder (FICO)
  • Analytics Workbench (AWB)
  • Excel
  • Python
  • Predictive Modelling
  • Scorecards
  • Segmentation
  • Linear Regression
  • Logistic Regression
  • Variable Clustering
  • Macro-economic regression models

Hobbies and Interests

  • Running
  • Hiking/Trekking
  • Travel
  • Table Tennis
  • Foosball (table football)
  • Badminton
  • Yoga
  • Swimming

Accomplishments

  • Circle of Excellence, Costa Rica, December 2024, for excellence in delivery at FICO
  • Multiple Spot Awards at FICO
  • Emerging Leader at HSBC, March 2018
  • Leadership Excellence Assistant Manager at HSBC, 2015
  • Spot Awards at Mu-Sigma

Timeline

Director

FICO
01.2019 - Current

Lead Manager

HSBC
03.2014 - 12.2018

Senior Business Analyst

Mu-Sigma Business Solutions
06.2010 - 03.2014

B. Tech. (CE) - CE

National Institute of Technology

AISSCE (XII) -

Central Board of Secondary Education

AISSE (X) -

Central Board of Secondary Education

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SAGAR SINGH