Sayan Dutta

About Sayan Dutta

Detail-oriented, responsible and committed Statistician with a Master’s Degree in Applied Statistics and Informatics from Indian Institute of Technology, Bombay. Currently working as an Associate Director in Advisory-Risk Consulting at KPMG India. Model DevelopmentSkilled in Credit Risk domain focusing on development of IFRS 9 PD, LGD and EAD models. Hands on experience in CECL modeling under US GAAP, Lifetime PD modeling, Low Default Portfolio modeling, CCAR models for various domestic and international clientsModel ValidationExperience in Validation of PD, LGD models, Economic Factor Models (EFM), CECL models, Stress Testing Models, CCAR models, Marketing Models, Vendor Models including strong expertise in documentation of detailed Validation Reports for domestic and international banks including banks from US.Hands on experience with Econometric Modeling, Exploratory Data Analysis, Descriptive Statistics, Linear Regression, Logistic Regression, Predictive Modeling, Statistical Inference and have a keen interest on Supervised and Unsupervised Learning.Proficient in R, Excel, Minitab, Microsoft office Suite(Word, Powerpoint, Excel) with Basic Proficiency in Python, SAS and SQL.

Experience

1. Associate Director

   KPMG India

   Apr 2025 — Present

Education

• St. Xavier's College (Autonomous), Kolkata

  Bachelor of Science - BS, Statistics

  2013 — 2016

• Indian Institute of Technology, Bombay

  Master of Science - MS, Applied Statistics and Informatics

  2016 — 2018

• The Frank Anthony Public School, Kolkata

  ISC, Statistics