Chandan Kumar

About Chandan Kumar

As an Associate at Deutsche Bank, I work on model validation for various types of risk models, such as Advanced Approach for Internal Rating Based (A-IRB) models for PD, LGD and EAD under EBA guidelines and Pre-Provisioning for Net Revenue (PPNR) model for CCAR. I apply my analytical skills, econometrics knowledge, and proficiency in SAS, R and Python to ensure the accuracy, reliability, and compliance of the models.I have also developed PPNR models for different scenarios and stress tests, using data analysis and statistics. I have contributed to the improvement of the model risk management framework and processes, and supported the communication and reporting of the model validation results and findings to the senior management and stakeholders. I have a strong consulting background, having worked as a Senior Consultant and a Consultant at EY\'s Quantitative Advisory Services, where I provided model validation and development services to various clients in the financial industry. I have a Master\'s Degree in General Economics from Madras School of Economics, and a Bachelor\'s Degree in Economics from Ambedkar University, Delhi. I am passionate about applying my quantitative and analytical skills to solve complex problems and provide value-added solutions. I am motivated by learning new concepts and techniques, and collaborating with diverse and talented teams. I am always looking for opportunities to grow and challenge myself as a model risk management professional.

Experience

1. Senior Manager

   Bank of America

   Oct 2024 — Present · Mumbai, IN

Education

• Madras School of Economics

  Master's Degree

  2013 — 2015

• Ambedkar University, Delhi

  Bachelor's Degree

  2010 — 2013

Skills

• Svm
• Economics
• Text Mining
• Microsoft Excel
• Artifical Neural Network
• Predective Modeling
• Analytics
• Market Basket Analysis
• Econometrics
• Stata
• Cluster Analysis
• Sas
• Statistics
• Market Research
• Decision Trees
• Data Analysis
• R
• Random Forest
• Analysis