Kingshuk Bhattacharya
Vice President @Wells Fargo
Signup · Get unlimited contacts
WORK HISTORY
Vice President @Wells Fargo
Bangalore Urban, IN
EDUCATION
Ramakrishna Mission Residential College
Bachelor's Degree, Statistics
University of Calcutta
Master’s Degree, Statistics
SKILLS
ABOUT KINGSHUK BHATTACHARYA
10 years\' extensive experience in banking and financial services analytics with expertise in design, development and delivery of critical credit risk models for retail and commercial portfolios- Currently engaged with the model development team for a US big 4 bank, responsible for CCAR-PPNR, IFRS9, CECL loss/ provision and balance sheet forecasting models for commercial portfolios- Leading valuation model development for Recovery and Resolution Planning (RRP) for the bank\'s commercial businesses using DCF, CAPM and simulation methodologies- Experience also includes development of IFRS9 ECL models for an Australian big 4 bank and behaviour and application scorecards for US based banks and financial institutions- Experienced in statistical and machine learning techniques such as Linear/ Logistic/ Fractional response regression, Transition Matrix modeling, Vasicek - Merton framework, ANN, Trees and Forests, GBM, XGBoost, Lasso/ Ridge/ Elastic net regularization and simulation methods- Languages: Python, PySpark, SAS, R, SQLData science competitions- Kaggle: Porto Seguro’s Safe Driver Prediction: 436th of 5169 (Top 9%)- Bronze Medal- Kaggle: Ghouls, Goblins, and Ghosts: 59th of 764 (Top 8%)- Kaggle: House Prices Prediction: 125th of 2161 (Top 6%)- Analytics Vidhya: LNMIIT DataHack: 4th- Genpact: Data Mining Contest: 3rd
This profile is compiled from publicly available professional sources. Unifers is not affiliated with or endorsed by LinkedIn. Request removal of this profile.