Shyamal Maity
SVP - Model Risk @Axis Bank
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WORK HISTORY
SVP - Model Risk @Axis Bank
Mumbai, IN
Validation of Large and Mid Corporate PD & Rating model, Economic Capital model, EWS model, LGD model, RAROC framework.Validation of Mobile and Internet Banking - Fraud model, Personal Loan - Application Risk Scorecard, Marketing Scorecard, Policy/Strategy review,Validation of Pre-Qualified Loans Database (using PySpark, Big Data tools),
EDUCATION
Ramakrishna Mission Residential College, Narendrapur ( Calcutta University)
Bachelor's degree, Mathematics (Honours)
Indian Institute of Technology, Kharagpur
Master's degree, Statistics & Informatics
ABOUT SHYAMAL MAITY
Extensive experience and deep expertise in financial risk, advanced modelling, model validation, model risk audit, and regulatory frameworks. Areas of expertise: Basel IRB models, IFRS9 ECL models, SICR, Lifetime PD model, Stress Testing, Economic Capital, Decisioning models - application and behavior risk scorecards, Credit Risk Appetite framework, Pre-Qualified Loans Database Validation, Mobile and Internet Banking - Fraud models, Marketing scorecards, Credit Risk Policy, Credit Rating, Retail Policy & Portfolio Analytics, Wholesale and Retail credit risk.ML models: GBM, XGBoost, Naive Bayes, Random Forest, etcExploring text mining and NLP using RNN, LSTM, Self-Attention, AI / ML frameworks.Have used a wide range of programming languages: Python, PySpark, R, Oracle SQL Server, Big Data Lake, Hive SQL, MS SQL server, SAS, Excel & Access VBA, Advanced Excel, Latex, C#.Have hands-on experience with a host of internal and external data sources: Moody\'s, S&P, CreditPro, CapIQ, Haver, etc. Other tools: Git, JIRA, Confluence, Continuous Integration - TeamCity, Perforce, Stash, Bitbucket, FICO\'s Model Builder, Moody\'s Risk FrontierExperienced in talent development and coaching.
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