Sandipan Ray

Practice Head - Dsag @ICICI Bank

Mumbai, MH, IN
MOBILE NUMBERS
+91 *********19

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WORK HISTORY

Apr 2008 — Present

Practice Head - Dsag @ICICI Bank

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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

1990 — 1993

Asutosh College

Bachelor of Science (B.S.), Statistics

1995 — 2001

Cybersecurity

Master's degree, Senior Research Fellow (Corporate Finance)

1993 — 1995

Cybersecurity

M.Stat, Quantitative economics specialization

SKILLS

Predictive ModelingBasel IiAnalyticsCredit RiskPredictive AnalyticsStatistical ModelingRisk AnalyticsRisk ManagementBusiness AnalyticsSegmentationStatisticsData AnalysisBankingMarket RiskPortfolio ManagementOperational RiskFinancial RiskCredit CardsRetail BankingRisk ModelingStress Testing

ABOUT SANDIPAN RAY

Banking professional with 25+ years of working experience in IT, consulting and risk…

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Sandipan Ray — Practice Head - Dsag at ICICI Bank in Mumbai, MH, IN | Unifers