Anushree Barjatya
Executive Director, Deputy Head Model Risk and Management Control (MRMC) for Compliance models and Head MRMC Global Client Risk Rating and Entity Matching Models
- Role
- Executive Director at UBS
- Location
- Mumbai, MH, IN
- LinkedIn followers
- 500 followers
About Anushree Barjatya
Model validation lead with over 11 years of experience in various mathematical and statistical credit risk, market risk, operational risk and financial crime risk and compliance models. I am a postgraduate in Statistics with a keen interest in Data Science, who is detail oriented and strives to build constructive relationships with stakeholders and team members. The part of my job that I like the most is when I am able to enhance the quantitative models used in the Bank, by designing analytical approaches to identify issues and by creating benchmark modelling approaches to suggest better alternatives. Competencies : MS Office, SQL, R, PythonFamiliarity with regulations such as BCBS, SR11-7Statistical analysis & testingData visualization & storytellingClustering & dimension reductionLeadership and stakeholder managementEffective communicationCritical thinkingKey responsibilities: Devise quantitative tests and analytical approaches in order to assess model\'s performance, design, assumptions, data appropriateness | Evaluate the models against other benchmark approaches with respect to their conservatism in estimating risks.| Leading the junior validators on projects while ensuring effective independent evaluation of the Bank\'s models and proper documentation of the analysis and the review findings in reports for the regulators (such as FINMA, PRA, FRB)| Ensure that the issued remedial actions are commensurate to the severity of the identified issues. Inform the model owners about the findings and lead the negotiations of remedial actions with senior stakeholders and experts.When I am not working, I enjoy travelling to new places, cycling and trying my hand at new recipes.If you would like to learn more about how my services can help your company, please reach out via email (a••••••••@gmail.com).
Experience
Executive Director
Mar 2026 — Present · Mumbai, IN
Deputy Head Model Risk and Management Control (MRMC) Compliance Models and Head MRMC Global Client Risk Rating and Entity Matching Models at UBS
Education
Indian Statistical Institute, Kolkata
M.Stat (Master of Statistics), Statistics
2012 — 2014
Indian Statistical Institute, Kolkata
Bachelor of Statistics (B.Stat) Honors, Statistics
2009 — 2012
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