Gaurav Mehra
Senior Manager, American Express |MRM|Data Science| Ex- EY| ISI, Delhi| SRCC
- Role
- Senior Manager- Data Science at American Express
- Location
- West Delhi, DL, IN
- LinkedIn followers
- 500 followers
About Gaurav Mehra
Experienced professional with expertise in developing and validating credit risk models for international banking clients. Ensure robust risk-weighted asset calculations and compliance with regulatory frameworks, such as CCAR, CECL, IRB and IFRS9, expertise in data analysis and programming languages like R and Python.
Experience
Senior Manager- Data Science
Feb 2025 — Present · Gurugram, IN
Led independent review and effective challenge of CCAR, CECL, and PPNR models by analyzing model assumptions, outputs, and sensitivity to macroeconomic trends-Directed end-to-end model validation documentation, including business review presentations, storyboard analysis, and responses to regulators and auditors-Identified and implemented process automation for building challenger models
Education
Indian Statistical Institute (ISI), New Delhi
Master of Science - MS, Quantitative Economics
2017 — 2019
Spring Meadows Public School
Physics, Chemistry, Maths
2000 — 2014
Shri Ram College of Commerce (SRCC)
Bachelor of Arts (B.A.), Economics
2014 — 2017
Skills
- Social Media
- Microsoft Office
- Actuarial Science
- Management
- Actuarial Consulting
- Research
- Microsoft Word
- Market Research
- English
- Financial Analysis
- Teamwork
- Team Management
- Microsoft Excel
- Powerpoint
- Leadership
- Marketing
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