Deepak Khurana

Model Validation and Monitoring @ICICI Bank

Mumbai, IN

Tracking Performed end-to-end validation of business loan approval model (TW, CAOD and Unified) using SQL and Python ensuring accuracy in segment creation with combination scorecards (financial, behavioral, consumer, etc.), and classified labels like straight through process or straight through rejects or refer to credit manager. Verify accuracy of model implementation and reconcile of large data inputs. Executed and validated logistic regression based on application scorecard model utilizing demographic and bureau data for farm equipment loan. Implemented state and district binning using bad rate and improved GINI by 20%. Authored comprehensive model validation reports for senior management, model owners, auditors, and regulators, ensuring compliance and transparency. Developed automation solutions to routine monitoring in order to gain efficiency in the monitoring process. Conducted quarterly performance monitoring of business loan group models (BLG, TW, CAOD) using key metrics such as GINI, PSI, CSI, and bad rate analysis, leveraging SQL for data extraction and Python for statistical analysis