Sharbani Banerjee
Senior AVP Corporate Model Risk @Wells Fargo
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WORK HISTORY
Senior AVP Corporate Model Risk @Wells Fargo
Conducted comprehensive end-to-end validation of a deposit rate paid model developed using a distributed lag framework, as part of the CCAR stress testing cycle. The validation included a thorough review of model assumptions, relevance and quality of input data, appropriateness of model design and methodology, and evaluation of model performance. Additionally, assessed implementation constraints and potential limitations impacting model reliability under stress scenarios.
EDUCATION
International Institute of Information Technology Bangalore
Post graduation Diploma, Machine learning & Artificial Intelligence
University of Calcutta
Bachelor’s Degree, Economics
SKILLS
ABOUT SHARBANI BANERJEE
A dedicated risk analytics professional with 9 years of hands-on experience in model risk management, specializing in the validation and monitoring of a wide range of statistical and machine learning models. Proven expertise in credit risk, deposits, Asset-Liability Management (ALM), and CCAR stress testing models, including experience completing multiple CCAR cycles and Federal Reserve (FRB) submissions.Skilled in validating machine learning models built using decision trees, gradient boosting algorithms (XGBoost, Random Forest, LightGBM), and logistic regression. Proficient in exploratory data analysis, data preparation, predictive modelling, and model performance monitoring. Domain knowledge includes credit card fraud detection and identifying eligible customers for new loan and card products.Experienced in collaborating with onshore teams as an Individual Contributor (IC), delivering data-driven insights that support business objectives.Education:• Master’s in Economics with First Class • Postgraduate Diploma in Machine Learning & Artificial IntelligenceTechnical Skills & Tools:• Techniques: Logistic Regression, Decision Trees, XGBoost, Random Forest, LightGBM, NLP• Tools: Python, Base SASCareer Aspiration:Pursuing opportunities in Data Science and Consulting, with a focus on delivering actionable insights and driving business value through data.
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