Manas Chourey
Risk Analyst at First Citizens Bank | Credit Risk | Model Risk Management| Model Validation and Performance Monitoring | Data Science
- Role
- Risk Analyst Ii at First Citizens Bank
- Location
- Scottsdale, AZ, US
- LinkedIn followers
- 500 followers
About Manas Chourey
An investment in knowledge pays the best interest\"- Benjamin FranklinMedium - https://medium.com/@choureymanas
Experience
Risk Analyst Ii
Aug 2023 — Present · Scottsdale, AZ, US
Validated a machine learning model using Python and Excel to accurately forecast default probability for Equipment Finance portfolios over 9 quarters.• Leveraged decision trees to develop a Loss Given Default (LGD) model, accurately predicting loss rates for small business loans with a precision of over 90%• Monitored the performance of Probability of Default (PD) models on a $6 billion portfolio by analyzing key metrics like population stability index and default rates to ensure model accuracy and relevance.• Employed statistical tests to validate credit risk models, ensuring their accuracy and identifying areas for improvement to enhance performance.
Education
Sinhgad College of Engineering
Information Technology
2015 — 2019
The University of Texas at Dallas
Master of Science - MS, Business Analytics
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