Bojja Venkat Sai

Senior Team Lead- Credit Risk Analytics @Bajaj Finserv

Pune, IN

Model Development1. Developed credit risk models, including Application, Behavioral, and Stability models across lending products such as Personal Loans, Credit Cards, and Car Finance, using techniques like Logistic Regression,LightGBM and XGBoost.2. Developed IFRS 9 and Basel-compliant PD, LGD, and EAD models to estimate Expected Credit Loss (ECL) across diverse retail product portfolios.3. Forecasted expected credit losses using time series techniques such as Roll Rate analysis, Moving Averages, ARIMA, and ARIMAX modelsModel Validation and Monitoring1. Developed comprehensive policies for credit risk model validation, monitoring, and model risk management (MRM) in alignment with regulatory and internal governance standards2.Executed end-to-end model validation including both qualitative assessments and quantitative performance checks such as discriminatory power (KS, GINI), calibration (HL Test, Brier Score), rank ordering (Somers’ D, Kendall’s Tau), and stability analysis (PSI, CSI). Automated the complete model monitoring and validation workflow using Power BI and Python, enabling real-time tracking of key performance indicators and generating dynamic reports for model governance.

INSTITUTE OF AERONAUTICAL ENGINEERING

Bachelor of Technology (B.Tech.), Aeronautical/Aerospace Engineering Technology

Indian Institute of Technology, Bombay

Master of Technology - MTech, Aerospace, Aeronautical and Astronautical Engineering