Naresh Raj Arramraj

WORK HISTORY

EDUCATION

SKILLS

ABOUT NARESH RAJ ARRAMRAJ

Financial data science professional with expertise in areas such as fixed income portfolio analytics, analytics software development, regulatory model development and stress testing.• Fixed Income Securities- Developed credit and prepayment models on the US non-agency mortgage-backed securities (MBS)- Developed and maintained loan-level analytics and model libraries covering Prime, Alt-A, and Sub-Prime loan types- Used industry-leading LoanPerformance securities database (MBS/ABS) for portfolio analytics and deal surveillance.• Software Development- Contributed to the development of ‘RiskModel’ software which is primarily used for mortgage cash flow projections, bond analytics, or pricing solutions- Contributed to the development of statistical analysis and graphics software product \'SYSTAT\' which is primarily used for statistical analysis and research- Involved in various stages of software development life cycle such as requirements gathering, research, analysis, coding, integration of models/algorithms/GUI features, and implementation testing- Partnered with the technology teams during coding, testing, and debugging stages of software development.• Risk Management- Developed CCAR (Comprehensive Capital Analysis and Review) and CECL (Current Expected Credit Losses) regulatory models on secured portfolios- Performed stress testing exercises using adverse macroeconomic scenario inputs to assess the sensitivity of models and their impact on credit loss forecasts- Partnered with documentation team and produced comprehensive documents and supplementary materials for CCAR submission.