Sanya Bakhru
Model Risk Management | Credit Risk | Model Validation & Analytics
- Role
- Assistant Manager at Anaptyss
- Location
- New Delhi, DL, IN
- LinkedIn followers
- 500 followers
Experience
Assistant Manager
Mar 2025 — Present · Gurugram, IN
Worked on the independent validation of a high-impact regulatory model used by a U.S. bank. Responsibilities included:> Replicated the model development process from raw data to verify variable transformations and estimation accuracy.> Conducted statistical testing and OOS/OOT validations to assess model assumptions, robustness, and predictive power.> Benchmarked the model against challenger approaches to evaluate relative performance.> Performed sensitivity and scenario analyses to test model responsiveness under macroeconomic shocks.> Assessed model stability using coefficient checks, sign consistency, and CSI/PSI across OOS/OOT vs. development samples.
Education
Kirori Mal College, University of Delhi
Bachelor of Science - BS
2014 — 2017
Delhi University
Master of Science - MS
2018 — 2020
Sadhu Vaswani International School for Girls
Commerce
2000 — 2014
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