Harshit Madaan

About Harshit Madaan

With a solid educational foundation encompassing a CFA certification, FRM Level 1, and an integrated BS-MS in Physics, I bring a unique blend of financial acumen and scientific expertise to the table. Presently contributing as an Associate Solution Advisor at Deloitte & Touche Assurance & Enterprise Risk Services India Pvt Ltd, specializing in model validation. Notable achievements include validating a climate risk model and fraud risk model. During my tenure as a Data Science Intern at Deep Tek Medical Imaging Pvt Ltd, I immersed myself in applying advanced machine learning techniques to automate patient diagnosis using chest X-ray images. Notably, my research on privacy-preserving distributed deep learning methods in healthcare, presented at the MIUA 2021 conference and published in Springer, has garnered significant attention with 21 citations. Additionally, my work on mitigating performance drops due to training order in split learning, acknowledged by 9 citations in Springer publications, demonstrates my commitment to cutting-edge advancements Beyond my professional pursuits, I maintain a passion for cricket and chess, finding balance and inspiration through these hobbies. Competencies: Risk management, Model Risk, Climate Risk, Fraud Risk, Control testing, Python, and machine learning, Seeking to collaborate, innovate, and drive meaningful change in the realm of risk management, data science, and consulting. I\'m always looking to grow my personal and professional network. Feel free to connect via LinkedIn or contact me directly at h••••••••@gmail.com

Experience

1. Associate Solution Advisor

   Deloitte

   Jul 2022 — Present · Gurugram, IN

   Climate Risk Model ValidationValidated Credit Risk Model: Executed the validation of a Credit Risk model, integrating climate risk parameters following FRB\'s pilot climate scenario analysis exercise.Incorporated Climate Risk: Integrated climate risk components, including physical and transition risks, to determine expected losses for a CRE portfolio.Comprehensive Scope: Conducted model performance testing, sensitivity analysis, and meticulous documentation to ensure regulatory compliance.Fraud Risk Model ValidationModel Validation Expertise: Performed full-scale fraud model validation, ensuring data accuracy, relevance, and model reliability.Performance Analysis: Utilized in-depth analysis of performance metrics such as accuracy, precision, recall, ROC curve, and AUC to assess model efficacy.Internal Control TestingProcess Enhancement Recommendations: Spearheaded evidence-based evaluations across operational areas, identifying weaknesses and proposing enhancements.Control Effectiveness Assessment: Evaluated and rated design effectiveness and performance of controls, assessing their capacity to mitigate operational risk.

Education

• Indian Institute of Science Education and Research (IISER), Pune

  Bachelor's degree

  2016 — 2019

• Indian Institute of Science Education and Research (IISER), Pune

  Master's degree

  2019 — 2021