Munmun Santra
Quant Modeling Associate at JPMorgan Chase | Credit Risk Modeling
- Role
- Quant Modeling Associate at JPMorganChase
- Location
- Kolkata, WB, IN
- LinkedIn followers
- 500 followers
About Munmun Santra
Currently working at JP Morgan Chase on developing, validating, and monitoring credit risk models for secured portfolios, ensuring accurate loss prediction. Experienced in loss forecasting model development for CCAR/CECL, including PD and EAD model development and econometric modeling for regulatory compliance. Expertise in model validation, stress testing, and extreme value testing for home lending credit risk, with a strong focus on backtesting, sensitivity analysis, and risk exposure assessment. Conducted multi-period backtesting using Monte Carlo simulations for ongoing performance monitoring. Proficient in SAS, SQL, Python, with a postgraduate degree in Statistics.
Experience
Quant Modeling Associate
Jun 2024 — Present · Bengaluru, IN
Portfolio Risk Modeling
Education
Presidency University, Kolkata
Master of Science - MS
2018 — 2020
University of Calcutta
Bachelor of Science (B.Sc.)
2015 — 2018
South End School
Science
2004 — 2015
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