Anshul Modi

About Anshul Modi

Data Science and Analytics professional with experience in building and validating…

Experience

1. Model Risk Manager

   Piramal Finance

   Jul 2024 — Present · Mumbai, IN

   Conducting quantitative and qualitative assessments of credit risk models, including machine learning and ensemble models, evaluating data quality, sampling techniques, variable selection logic, and performance metrics (e.g, KS, Gini, AUC). Also developing challenger models to improve predictive performance and model robustness.Monitored model performance via dashboards using PSI, CSI, and drift metrics; identified shifts in variable stability and predictive power, recommending recalibration to maintain model accuracy and business alignment.Supported implementation of model governance and documentation standards—including MDDs, validation reports, and model risk ratings—in alignment with global regulatory frameworks such as SR 11-7, RBI, Central Bank of UAE, and Bank of England model management guidelines.Performed collections analytics including product flow, bucket movement, On-Us vs. Off-Us, and roll rate tracking to improve strategy effectiveness and optimize recovery operations.Developed GNPA forecasting models using flow-based and vintage analysis to estimate credit cost and support provisioning strategy for Personal Loan and Unsecured Lending portfolios.Delivered product-level monthly risk MIS and deep-dives across business lines to track delinquency trends and highlight early warning signals to the risk leadership team.

Education

• Indian Institute of Technology, Kharagpur

  Dual Degree(B.Tech + M.Tech), Instrumentation and Signal Processing Engineering

  2017 — 2022