Subir Das
Bangalore
Summary
To obtain a challenging position as a Credit Risk Analyst where I can utilize my analytical skills, model development skill and experience in risk management to contribute to the growth of the organization.
Overview
2
2
years of professional experience
1
1
Certification
Work History
Credit Risk Manager
Standard Chartered Modeling and Analytic Center
Bangalore
08.2022 - Current
- Unsecured Model: Worked on model development for Hong Kong Credit Card PD,EAD and LGD models.
- RWA optimization: Estimated savings of RWA is around 20% combining Singapore and Hong Kong retail credit card portfolio
- Article 146(PMA): Experience in working Article 146 for PD band requirement from prudential regulatory.
- Implementation issue identification which causes around 60 million extra RWA around all SME portfolios
- Dynamic SAS code for automation of Data Validation.
Intern
PayPal India
02.2022 - 07.2022
- Worked on Spark Scala and Java to optimize runtime of SQL queries using multiple cores of computer it was around 3x faster than normal queries
- Experienced in Google Cloud Platform (GCP)
- Certifications:
- Base and Advance SAS certified
- CSIR UGC JRF Qualified, subject Mathematics in Dec-2019.
Education
M.Tech - Cryptology and Security
Indian Statistical Institute
2022
M.Sc - Mathematics
Ramakrishna Mission Vivekananda Educational and Research Institute
2019
B.Sc - Mathematics
Ramakrishna Mission Vivekananda Centenary College
2017
Skills
- Strong analytical skills
- Excellent communication skills
- Proficient in Microsoft Office and Excel
- Knowledge of financial analysis software SAS
Accomplishments
- Testing of Text Classification (LSTM) on Encrypted and Non Encrypted text data.
- Question Generation from Context using Encoder-Decoder LSTM with Attention.
Certification
- Base and Advance SAS certified.
- CSIR UGC JRF Qualified, subject Mathematics in Dec-2019.
Timeline
Credit Risk Manager
Standard Chartered Modeling and Analytic Center
08.2022 - Current
Intern
PayPal India
02.2022 - 07.2022
M.Tech - Cryptology and Security
Indian Statistical Institute
M.Sc - Mathematics
Ramakrishna Mission Vivekananda Educational and Research Institute
B.Sc - Mathematics
Ramakrishna Mission Vivekananda Centenary College