Sanskriti Rawat
Bengaluru
Summary
Dedicated analyst with 4.25 years of experience in predictive modeling for credit risk assessments within both retail and non-retail sectors. Proficient in stakeholder engagement and focused on ensuring regulatory compliance. Expertise in Python and SQL, delivering critical insights to guide strategic decisions and enhance risk assessment frameworks.
Overview
6
6
years of professional experience
Work History
Modelling and Analytics Analyst
Commonwealth Bank of Australia
02.2023 - Current
- Validated retail and non-retail portfolio models, ensuring accurate implementation of PD and LGD metrics.
- Analyzed data flow and risk assessment, identifying key controls around model findings and RiS issues.
- Communicated observations effectively with stakeholders to drive informed decision-making.
- Recreated input variables using SQL according to variable creation logic applied during model implementation.
- Conducted fit-for-purpose reviews, assessing performance and operational ratings of credit models.
Reviewed model accuracy, efficiency, discrimination, and stability for continuous improvement. - Executed full validation of a credit card attrition model on H2O automated ML platform.
Business Analyst
Evalueserve
01.2021 - 02.2023
- Developed regulatory models for borrower risk rating in life insurance portfolio using SAS analytical tool, including data dictionary and variable waterfall, portfolio analysis and data quality tests, and univariate analysis.
- Performed variable selection and model development utilizing linear regression techniques.
- Validated models with qualitative and quantitative approaches, including programming code review and performance metrics assessments like Gini coefficient and ROC curve.
- Calibrated a propensity model for U.S. retirement equities fund, predicting financial vulnerability using logistic regression.
- Forecasted probability of default for credit risk model in alignment with BASEL IRB and IFRS requirements.
- Estimated market risk via VaR using parametric and non-parametric methods at both product and portfolio levels.
Summer Intern
Deloitte Haskins & Sells LLP
Chennai
06.2019 - 07.2019
- Analyzed base erosion and profit-sharing practices among the client parties.
- Conducted statistical analysis to support pricing strategies, and optimize profit margins.
Education
MA - Financial Economics
Madras School of Economic
01.2020
Post-Graduate Diploma in Applied Statistics -
Indira Gandhi National Open University
01.2018
B.A (H) - Economics
IIS University, Jaipur
Jaipur01.2017
Senior Secondary School -
St. Edmunds
Jaipur01.2014
Secondary School -
Hariyana Vidya Mandir
Kolkata01.2012
Skills
- Model Validation
- Predictive modeling
- Stakeholder management
- Data visualization
- Regulatory compliance
- MS Excel
- Python
Timeline
Modelling and Analytics Analyst
Commonwealth Bank of Australia
02.2023 - Current
Business Analyst
Evalueserve
01.2021 - 02.2023
Summer Intern
Deloitte Haskins & Sells LLP
06.2019 - 07.2019
MA - Financial Economics
Madras School of Economic
Post-Graduate Diploma in Applied Statistics -
Indira Gandhi National Open University
B.A (H) - Economics
IIS University, Jaipur
Senior Secondary School -
St. Edmunds
Secondary School -
Hariyana Vidya Mandir
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