Vamshi Krishna Devalapally

To associate myself in the field of Analytics, with an organization which has the potential both for organizational & personal growth and provides greater scope to learn, improvise & implement.

Profile Summary: Analytics professional with 8+ years of experience in Analytics & 4 years of experience in software industry – B.Tech (NIT, Surat) and MBE (South Campus, Delhi Univ.)

• Analytic case study on various factors influencing the Student migration from India to abroad for higher studies.
• Designing & Documentation of the Project on Computational Fluid Dynamics.
• Summer Internship at Coramandel Fertilizers Limited (June/July 2006).

Primarily working in the Stress Testing and Model development team where scenarios are uploaded and the performance of existing ST models under such stress conditions is analyzed.

Supporting and reviewing the Stress Testing MI reports which are created twice a year for the live stress testing models for all the portfolios.

Supported the climate stress testing team with creation of python codes for stressing the counterparties according to vivid scenarios. Completed a secondment successfully with Retail stress testing team wherein a new model was developed from scratch using python codes and all process fully documented in confluence. Also supported Retail Risk Reporting Team in preparing commentaries for monthly and quarterly reports based on the portfolio numbers and industry metrics for mortgages product.

Worked in the Model Monitoring and Capital Reporting Team in previous organisation, the role was to generate comprehensive reports which help in the various portfolios under the client to maintain the required capital (Risk Weighted Assets) in accordance with the Basel norms.

Worked in the Impairment and Capital Demand Management team, the role was basically to calculate the impairment provision (based on actual data), analyse the reasons behind the variance between actual provision and forecast for various credit card portfolios aiming to minimize the aforesaid variance.

Computation of Probability of Default (PD) rates and “impairment rates” (for identified as well as unidentified impairment) using PD, LGD and various other factors. Had prior work experience in IT companies handling Health Insurance claims and Logistics Management.

Member of Marketing club at MBE Executive member of Literary and Debating Committee at Graduation college.