Vaibhav Kumar

• Portfolio risk monitoring and analysis.
• Roll Rate and Vintage Analysis.
• ECL Model PD, LGD, and EAD.
• CECL (Currect ECL)
• ICAAP (credit risk, credit concentration, liquidity risk, IRRBB, operational risk, funding concentration).
• Stress Testing.
• Exploratory Data Analysis: Transformation, Scaling, and Outliers Treatment.
• Model Validation: ECL Validation (Discriminatory Power, Model Stability, Calibration)
• Scorecard Model - To predict the default behavior of borrowers.
• New Branch Proposals Analysis (Area Lucrative Index)
• APR Analysis (Annual Percentage Rate).
• Pool Data Analysis.

Credit Assessment:

• Assess the creditworthiness of individual loan applicants by analyzing various documents, repayment capacity, and risk factors.

Risk Mitigation:

• Identified potential risks in loan applications and recommended appropriate mitigation measures, such as collateral and LTV upper cap.
• Ensured compliance with credit policies.

Fraud Detection:

• Check KYC and other documents to detect fraudulent documents.
• Bank Statement Analysis.
• Personal discussion with the borrower.
• Income assessment.

Collection:

• Collection and recovery due diligence.

Others

• Foreclosure mitigations.
• Mortgage loan underwriting.
• Early mortality analysis.

• Done internship in HDB Financials in credit department of unsecured business loans
• CAM Preparation
• PD of self employed cases
• KYC Verification
• Field verification TAT analysis