Koustuv D.

About Koustuv D.

As a Vice President at JPMorgan Chase & Co, I lead a team of talented professionals in…

Experience

1. Vice President

   JPMorganChase

   Nov 2022 — Present · Bengaluru, IN

   Part of Model Risk Governance And Review (Validation) Team (For Commercial and Industrial Banking)Responsibilities include- Locally managing a mid-sized team of immensely talented individuals- Validation of quantitative and qualitative models, used for assessing the bank\'s capital adequacy (through CCAR, ICAAP, etc.), which in turn dwell in the fascinating world lying in the intersection of Credit Risk and Market Risk (examples of products include CLO & Non-CLO with FVO, SPV, HFS, etc.)- Validation of various obligor grading models, including ones incorporating climate risk factors - Model governance activities, and subsequently, helping the senior management to focus on the pivotal elements influencing model performance, for they are the foundation upon which the entire structure rests

Education

• University of Calcutta

  Master’s Degree, Econometrics (Economics)

  2009 — 2011

• Ramakrishna Mission Residential College

  Bachelor’s Degree, Economics

  2006 — 2009

• South Point High School, Kolkata

  Secondary

  1991 — 2004

• Patha Bhavan, Kolkata

  Higher Secondary, Science

  2004 — 2006

Skills

• Vba
• Business Intelligence
• Data Mini
• Sql
• Business Analysis
• Logistic Regression
• Team Management
• Consulting
• Root Cause Analysis
• Root Cause Problem Solving
• Text Mining
• Multivariate Statistics
• Kpi Dashboards
• Sas
• Machine Learning
• Tableau
• Statistical Modeling
• Power Bi
• Retail and Cpg Analytics
• Time Series Analysis
• Random Forest
• Regression Analysis
• Business Analytics
• Ms Excel Pivot Tables
• Analysis
• Training
• Sas Base
• R
• Forecasting
• Data Mining
• HR Analytics
• Cluster Analysis
• Eviews
• Adaboost
• Quantile Regression Forest
• Marketing Mix Modeling
• Spss
• Xgboost
• Sap Lumira
• Analytics