Sachin Kumar

About Sachin Kumar

An assistant manager with more than 5 years of experience in model development, validation and monitoring at coforge express. I am specialized in Statistical Methods, Mathematical Methods, Econometrics, Financial Economics, which has an analytical bend that requires applied knowledge. I have also acquired Machine Learning knowledge (Supervised and Unsupervised learning) like Decision tree, Regression(Linear and Logistic), and Regularisation Techniques. I have also worked on Credit Risk Modelling like EAD, LGD, EAD model, and Expected Loss.

Experience

1. Assistant Manager

   Coforge

   Jun 2023 — Present · Gurugram, IN

   Accountable for validating Credit Risk (FICO9 socrecard, ECAP models and LGD models), Operational and Fraud Risk models. Responsible for Validating models and Documention including Annual Reviews, Initial, Change-Based, and Periodic Models. Validated Model Tiering, Ongoing Monitoring performance and Market Risk profile. Validated model performance on OOS and OOT dataset by assesing change in product and portfolio (PSI) and Performance Matrics like KS statistics, Gini coefficient, Area under the curve (AUC), Confidence Interval, Confusion Matrix, Recall, Precision and Value at Risk (VAR). Validated model performace by Benchmarking, Boundary Testing and Senstivity analysis

Education

• Madras School of Economics

  Masters, Economics

  2016 — 2018

• Army Public School Mumbai

  Commerce

  2011 — 2012

• Central University of Tamil Nadu, Tiruvarur

  B.A , Economics

  2013 — 2016