Aritra Chakraborty

WORK HISTORY

EDUCATION

ABOUT ARITRA CHAKRABORTY

I am a data scientist with extensive experience in credit risk management and model validation. Currently, I work in the validation team of the credit risk department at ICICI bank, where I focus on analyzing and validating complex risk models to ensure compliance with regulatory standards and alignment with business objectives. My work involves advanced statistical techniques, Regression techniques,Time series analysis including hypothesis testing, Machine Learning techniques feature engineering, and behavioral analysis of credit score datasets, to enhance predictive power and reliability.I specialize in using methodologies like Pareto, ABC, and RFM analyses to identify critical products and customer segments across regions. I am also proficient in reject inference techniques, such as the KGB model, for improving model predictions on unapproved credit applications. My expertise extends to statistical programming languages, machine learning, and AI/ML applications in risk management, enabling me to build and validate data-driven solutions for optimizing credit risk processes.I am currently preparing for the Financial Risk Manager (FRM) certification to deepen my expertise in global financial risk frameworks. Beyond my professional role, I actively mentor and guide aspiring data scientists and analysts, helping them build skills in AI/ML and risk analytics. My passion lies in leveraging data science to create robust, scalable, and transparent models that drive better decision-making in the financial sector.