Jay B.

About Jay B.

CAREER SUMMARYWorking as a risk management professional in BFSI sector with specialties in data and quantitative analysis, credit risk analysis / reporting and risk modeling. An MBA with majors in Actuarial science and statistics from NMIMS, Mumbai, India. Prior to graduation, gained approx a couple of years of experience in analytics and reporting. Prior to that completed graduation in engineering. Focus on risk management within financial services sector. Total work experience of 14+ years with consulting, programming, statistical /predictive and mathematical modeling being core area of interest.EXPERIENCE SUMMARYExperienced professional with more than fifteen years of total analytics experience with exposure of US markets, financial services, credit risk analytics and reporting, scorecard development and predictive modeling, model development, model validation, model governance, SAS and R programming, client interaction, team handling and cross team training.Domain Expertise:Banking, Financial Services and Insurance (BFSI)Functional Expertise:Credit and market risk. All stages of model lifecycle viz, model development, validation, ongoing monitoring and model oversight.Technical Expertise: SAS EG, SAS E Miner, R, MS Excel, Tableau, MS Access, SQL, PythonInterpersonal Skills:Client engagement, Team handling

Experience

1. Vice President

   Citi

   Nov 2022 — Present · Warsaw, PL

   Performed audits and regulatory issue validations of MRAs and MRIAs. Led and participated in various audits around multiple workstreams of models i.e. Pre-Provision Net Revenue (PPNR), Recovery and Resolution Planning (RRP), Counter-party Credit Risk (CCR), Consumer loss forecasting and IFRS9 among others.

Education

• SVKM's Narsee Monjee Institute of Management Studies (NMIMS)

  MBA, Actuarial Science

  2009 — 2011

• PV Modi High School

  HSC, Science

  1999 — 2001

• Saurashtra University

  Bachelor of Engineering, Electronics & Communication

  2001 — 2005