Ranjit Prasad
Model Validation Analyst at Citi | IIT Kanpur’24 | RCDU’22 | Statistics | Reliance Foundation Scholar
- Role
- Model Validation Analyst at Citi India
- Location
- Siliguri, WB, IN
- LinkedIn followers
- 500 followers
About Ranjit Prasad
I\'m Ranjit Prasad, an aspiring data scientist with a strong background in data analysis and statistics. Currently pursuing my M.Sc. in Statistics at IIT Kanpur, I completed my Statistics Honours from Delhi University.Passionate about unraveling insights from data, I thrive on the challenges of working with complex datasets. During my internship at the RBI, I developed my understanding about time series modeling, furthering my expertise in data modeling. Additionally, I successfully implemented various classification algorithms in a separate project, showcasing my ability to apply statistical concepts to real-world problems.Currently seeking opportunities to contribute my expertise in data analysis, statistical modeling, and classification algorithms, I am eager to make a significant impact in the field of data science. Let\'s connect to discuss potential collaborations or exciting data-driven projects.
Experience
Model Validation Analyst
Aug 2024 — Present · Gurugram, IN
Performed independent validation of vendor and internally developed risk models used in Commercial Banking and Small Business Banking portfolios.• Conducted Annual Model Reviews(AMR) and model revalidation exercises to ensure compliance with internal model risk governance standards.• Executed end-to-end model validation lifecycle, including model review, methodology assessment, data validation, benchmarking, and performance testing.• Contributed to the development and testing of AI-driven tools for model validation, automating parts of documentation review and analytical checks within the model risk management team.• Evaluated model assumptions, limitations, and conceptual soundness, documenting findings and recommending remediation actions where necessary.• Collaborated with model developers, risk managers, and business stakeholders to review model documentation and clarify methodological aspects.
Education
Indian Institute of Technology, Kanpur
Master of Science , Statistics
Delhi University
BSc. (H) Statistics, Statistics
2019 — 2022
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