Atmajit Gohil

About Atmajit Gohil

A quantitative consultant, experienced in CCAR, PPNR, PD, LGD, Fraud and Machine learning model validation for Banking using a wide range of exploratory data analysis and statistical techniques.

Experience

1. Vice President

   Deutsche Bank

   Feb 2023 — Present · New York, NY, US

   Assisted in PPNR model development for Securitized Products, Commercial Mortgage Backed Security and Asset Back SecuritiesAssisted in redevelopment of models and updating the respective model documentations for model validation approval Developed Ongoing monitoring plans and Key Performance Indicators (KPI) to ensure ongoing model accuracyLead meeting with the senior management and desk heads to present the CCAR model output, model performance, model assumptions and LimitationsLead internal meetings with the Overlay committees to present the model overlay methodology and model overlaysAddress important findings, quarterly ongoing monitoring results and remediations plans raised by Model Risk ManagementAssisted in automating processes related to regulatory reporting, input data controls and model outputs.Consulted with Internal Audits with regards to issues and observations raised by the Internal AuditAuthored internal training documentation for Macro economic scenarios, CCAR process, model execution, model implementation, model tuning, overlay implementation to assist the onshore and offshore teams

Education

• University at Buffalo

  Master of Science - MS, Economics

  2007 — 2009

• Savitribai Phule Pune University

  Master of Arts (M.A.), Economics

  2004 — 2006

Skills

• Asset Allocation
• Capital Markets
• Analytics
• Bloomberg
• Equities
• Financial Risk
• Bonds
• Portfolio Management
• Risk Management
• Swaps
• Financial Modeling
• Valuation
• Securities
• Analysis
• Asset Management
• Derivatives
• Time Series Analysis
• Var
• Financial Analysis
• Fixed Income
• Data Visualization
• R
• Matlab
• Analytical Skills