Ravi Ranjan Yadav

Integrated Risk Manager @Bandhan Bank

Kolkata, IN

Experienced in model risk and analytics, with hands-on expertise in developing and validating statistical and machine learning models. Built an ARDL model in Python to forecast Gross NPAs, enhancing risk assessment by analyzing macro-financial variables. Contributed to model validation exercises, including personal loan scorecards and reputation risk models, using techniques such as KS statistics, Gini coefficient, and backtesting. Developed a Business Continuity Planning model to evaluate branch performance across regions using key operational metrics. Proficient in advanced data preprocessing, statistical analysis, and model performance assessment. Developed the behavioral model for mortgage loans to compute TTC PD & computed the capital required as per AIRB (Basel norms). The model enhances the bank\'s credit risk assessment by predicting early warning signals of default, with backtesting and sensitivity analysis ensuring its accuracy and robustness.

Maulana Abul Kalam Azad University of Technology, West Bengal formerly WBUT

Bachelor of Business Administration - BBA, Business Administration and Management, General