Sahil Chaturvedi
Manager @ANZ
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WORK HISTORY
Manager @ANZ
Bengaluru, IN
Winner - “ANZ Artificial Intelligence Hackfest 2025”, a global cross-country & a cross-company competition with over submissions under the sub theme: Scalability, Adaptability & Transparency-Received a prestigious \"GCC Award\" for New Zealand Mortgage (Largest Portfolio) model validation, with SAS/SQL at the core of the work and a strong focus on challenging and strengthening the methodologies used by the model development team- Received a prestigious \"Group Risk award\" in ANZ for saving ~$400 million in risk weight while working on the implementation of the newly developed Australia Mortgage PD model and successfully met the crucial time constraints for delivery of the project- Conduct periodic review of models within retail Decisions & Capital AIR-B model space ensuring any changes in risk factors or market conditions are promptly identified and addressed to maintain the accuracy and effectiveness of the models in managing risk. Responsible for timely reviewing & delivery of the Data Quality reports for ~50 models in collaboration with internal and stakeholder team members.
EDUCATION
Indian Institute of Technology, Guwahati
B.tech, Chemical Engineering
ABOUT SAHIL CHATURVEDI
The domain of Credit Risk excites me. Financial Crises in the past have clearly depicted how disastrous can it be for the economy when risk is not forecasted or handled properly. An incisive & experienced Risk Analyst with a demonstrated history of working within the Model Development and Validation space for American Express & ANZ Bank. Proficient in leveraging SAS, SQL,Python and Advanced Excel in generating data driven insights and performing automation for reducing the turnaround time in day to day BAU work. Experienced in validating models which encompasses PD, EAD, LGD, Decision Models, Stress Testing and Newly developed Models and am getting well versed in broadening my knowledge horizon within Basel and IFRS9 framework.
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