Ajay

Solution Advisor - Model Risk Management | IISER Pune \'22 | AI R&D, ML, DL, Statistics

Role
Consultant at Deloitte
Location
Hyderabad, IN
LinkedIn followers
500 followers
General Business & ManagementView LinkedIn profile

About Ajay

I\'m a data scientist with a strong academic foundation and industry experience in…

Experience

  1. Consultant

    Deloitte

    Jun 2022 — Present · Hyderabad, IN

    Developed end-to-end credit risk models - including PD*LGD*EAD models under expected loss framework and scorecards - using statistical and machine learning techniques to support regulatory reporting (CECL, CCAR) and credit decisioning.• Built deep learning-based fraud detection systems using LSTM networks to analyze sequential transaction data and detect anomalies in real-time.• Conducted rigorous model validation, stress testing, and backtesting to evaluate performance under various economic conditions following SR 11-7 guidelines.• Collaborated with cross-functional teams and executive stakeholders to translate business objectives into actionable AI solutions and model strategies.• Developed and maintained data pipelines using SAS, SQL, and Python for data extraction, transformation, feature engineering, and model monitoring.

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Ajay — Consultant at Deloitte in Hyderabad, IN | Unifers