Manideepto Das
VP, Quant - Wells Fargo | FRM®-Certified Professional | Ex-HSBC | IIM-A | CSE IIT-H
- Role
- Vice President, Lead Quantitative Model Solutions Specialist at Wells Fargo
- Location
- Hyderabad, TG, IN
- LinkedIn followers
- 500 followers
About Manideepto Das
Risk and analytics professional with 8+ years’ experience at Wells Fargo, HSBC, CA…
Experience
Vice President, Lead Quantitative Model Solutions Specialist
Aug 2024 — Present · Hyderabad, IN
Developed a data risk monitoring solution for PSI and VSI across Consumer Lending decision support models, with automated email alerts for threshold breaches; built using Power BI, PySpark, and orchestrated with Airflow- Developed acquisition scorecard model with reject inferencing & LightGBM, boosting approval rates at constant risk- Automated regression model tie-out process across systems, ensuring quarterly accuracy with Airflow orchestration- Automated Model Development Document (MDD) generation using Python, PostgreSQL, and Excel, with integration to Minerva (model inventory), streamlining compliance and reducing manual effort- Contributed to developing the FAME module (Framework for Automated Model Enablement), enabling scoring of black-box and scorecard models via pickle files and specification weights, improving model deployment efficiency by 40%.
Education
Bharatiya Vidya Bhavans Public school
CBSE
1995 — 2007
Indian Institute of Technology, Hyderabad
Bachelor of Technology (B.Tech.)
2010 — 2014
Vijaya Ratna Junior College/ IIT Ramiah Study Circle
Intermediate
2007 — 2009
Indian Institute of Management Ahmedabad
Master of Business Administration - MBA
2019 — 2021
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