SUKOMAL SENGUPTA
Credit Risk Management Professional
Bangalore
Summary
A seasoned risk management professional with a master in computer science from Assam Central University and 10+ years of experience in BFSI domain along with vast expertise in Credit Risk Analytics & Modelling which includes Risk segmentation, Risk strategy, Model development (Machine learning) and Policy Design for account acquisition, portfolio management, collections etc. Experience with various retail risk products - Credit Cards - Private Label and Bank, Overdrafts and Small and Medium Enterprise. Excellent track record in driving sustainable business growth through the use of Machine Learning and other traditional analytical techniques. As a Computer Science post graduate, I had joined TTK Service in 2007 as a subordinate in their web development team. After a successful tenure of 2 years in web technology, I got the opportunity to move to one of the best names in analytic industry: Inductis as Programmer Analyst. I joined HSBC Data Analytics in 2012 as an Assistant Manager in Credit Risk Management division and started my journey with HSBC in Retail Credit Risk Model development team to build Basel lI PD/EAD/LGD and credit acquisition and portfolio management models. Currently I am working in regulatory stress testing models used for CECL, IFRS, CCAR with Wells Fargo Bank.
Overview
15
15
years of professional experience
Work History
Lead Quantitative Solution Engineering Specialist
Wells Fargo
Bangalore
05.2021 - Current
AVP
HSBC Electronic Data Processing India Private Limited
Bengaluru
03.2020 - 05.2021
- HNO14/15 1st cross 16th main btm 2nd stage, Bangalore, Karnataka, India, KA 560076 | (H) 9590580067 | mailmesukomal@gmail.com
- Developed tableau dashboard to provide more insight and visualization for the stress testing models
- Leading the transformation journey to uplift the current SAS based process to Pyfarm platform, Capital team is responsible for calculating Risk Weighted Asset(RWA), which is an input into regulatory credit capital calculation
- RWA calculation in US was following US Basel regulatory rules , however the process has been standardized for US and hence there was requirements to rebuild all existing Basel Models following PRA(The Prudential Regulation
- Authority) norms
- Worked extensively in PD/LGD Basel Model Development as part of this project
- Worked extensively on enhancing the effectiveness of retail origination and account management strategies and supporting policies and procedures within risk management framework which involves development of Qlik Sense dashboard to automate the entire strategy monitoring process
- Headed a team to develop the automated early warning dashboard for COVID scenarios
- Completed the project to convert entire process from SAS to Python
- Developed and implemented few Proof of Concepts to stimulate the growth of unsecured products using Machine Learning and traditional modelling techniques
- Headed a team of 9 members, responsible for Model Management (Basel & decision models), Retail Credit risk front end and back-end strategy management for unsecured portfolio.
Lead Manager
HSBC Electronic Data Processing India Private Limited
Bengaluru
12.2016 - 03.2020
- Designed and implemented the Retail Credit Risk strategy monitoring framework for unsecured product which has been widely accepted and implemented across different geography and this resulted to mitigate large number of governance findings
- Automated the Basel II and decision models validation for different lines of business using SAS and Qlik Sense which resulted saving of 2 FTE per year
- Planning, executing and implementing scorecard models and credit risk strategies with
- CHAID and Logistic/Linear regression technique
- Was a part of an onsite project based in New York, related to setting up of Credit Risk
- Process for Retail Lombard Lending product for a tenure of 3 months as an individual contributor
- Headed a team of 3 members, responsible for Model Management, Retail Credit risk front end and back end strategy management for unsecured portfolio.
Manager, Retail Risk
HSBC Electronic Data Processing India Private Limited
Bengaluru
05.2015 - 12.2016
- Developed and implemented risk tier across the unsecured portfolio which helped the business to setup the appropriate risk appetite in competitive market
- Led various critical regulatory driven projects directing a 10 members team, responsible for delivering Retail Risk Scorecard assessment and recommendation as per the business judgments
- Regularly executed monthly and quarterly reporting processes required to provide information to senior management
Asst Manager
HSBC Electronic Data Processing India Private Limited
Bengaluru
07.2012 - 04.2015
- Developed Basel lI Models PD/EAD/LGD and Behavioral Scorecard Models for different business-like business banking & Credit Card
- Initiated and developed LGD Model Monitoring framework as per the regulatory standards which was adopted across different regions
- Performed Re-Calibration exercises as per the model management work which helped the Team to show the opportunity of exploring new optimal model that exist in the current data.
Programmer Analyst, Credit
Inductis India Pvt. Ltd
11.2010 - 06.2012
- HR
- Developed the scorecard for US Telecom Company using Logistic regression
- Developed Model equation that can be used to score customers to increase response rate of acquisition campaigns & reduce the cost of running those campaigns
- Automation of Claim Finance project on Insurance Company: The project involves analysis of data for loss and segregating them for different reports by using MS
- Access and VBA
- Automated the whole fraud analysis process for insurance company in
- PHP framework
Associate Web Designer
TTK Services Private Limited
Bengaluru
01.2008 - 10.2010
- Develop Website as per client requirement using HTML/Javascript/CSS/PHP
- Market research as per client requirement to do the search engine optimization
Education
Master of Science - Computer Science
Assam University
Bachelor of Science - Computer Science
Assam University
Skills
Managing Model Monitoring of regulatory stress testing models used for CCAR, CECL and IFRS
undefinedAccomplishments
- Made recommendations to business to increase the booking rate by developing acquisition model which helped bank to generate appx $1million of additional book balance by maintaining the same default rate for their credit card business
- Developed and Implemented AIRB models for credit card portfolio which helped bank to reduce RWA by $500Million
- Developed Tableau based visualization dashboard for retail acquisition and portfolio management strategy models which helped business to do early warning performance review.
Work Availability
monday
tuesday
wednesday
thursday
friday
saturday
sunday
morning
afternoon
evening
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Quote
There’s no shortage of remarkable ideas, what’s missing is the will to execute them.
Seth Godin
Timeline
Lead Quantitative Solution Engineering Specialist
Wells Fargo
05.2021 - Current
AVP
HSBC Electronic Data Processing India Private Limited
03.2020 - 05.2021
Lead Manager
HSBC Electronic Data Processing India Private Limited
12.2016 - 03.2020
Manager, Retail Risk
HSBC Electronic Data Processing India Private Limited
05.2015 - 12.2016
Asst Manager
HSBC Electronic Data Processing India Private Limited
07.2012 - 04.2015
Programmer Analyst, Credit
Inductis India Pvt. Ltd
11.2010 - 06.2012
Associate Web Designer
TTK Services Private Limited
01.2008 - 10.2010
Master of Science - Computer Science
Assam University
Bachelor of Science - Computer Science
Assam University
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