Sandipan Ray
Practice Head - Dsag @ICICI Bank
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WORK HISTORY
Practice Head - Dsag @ICICI Bank
Mumbai, IN
Leads the asset & advanced analytics practice of Data Science and Analytics Group. Job responsibility involves o Development and implementation of retail scorecardso Formulation of scorecard based underwriting strategy along with risk and policy teamso Basel II IRB & IFRS9 implementation for retail portfolio o Validation of Basel II IRB models for wholesale portfolio o Independent price verification of traded and non-traded derivative instrumentso Analytics support for all asset portfolios of the Banko Implementation of ‘Big data’ use cases
EDUCATION
Asutosh College
Bachelor of Science (B.S.), Statistics
Cybersecurity
Master's degree, Senior Research Fellow (Corporate Finance)
Cybersecurity
M.Stat, Quantitative economics specialization
SKILLS
ABOUT SANDIPAN RAY
Banking professional with 25+ years of working experience in IT, consulting and risk…
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