Siddhanth Rao D.
Credit Risk Modelling - KPMG
- Role
- Assistant Manager at KPMG
- Location
- Bengaluru, KA, IN
- LinkedIn followers
- 500 followers
About Siddhanth Rao D.
Credit risk and data science professional with 8+ years of experience in model validation and development (CCAR, CECL), credit underwriting, and fraud analytics. Currently at KPMG, with prior roles at PayPal, Accenture Strategy, and UnitedHealth Group.
Experience
Assistant Manager
Jun 2025 — Present
Risk Modelling Consulting1. Validate and develop CCAR and CECL models (PD, LGD, EAD) for the wholesale portfolio in line with OCC regulatory framework, focusing on model performance, conceptual soundness, and documentation.2. Develop challenger models to benchmark existing credit risk models and enhance model robustness.
Education
National Institute of Technology Raipur
Bachelor of Technology - BTech (Hons.), Metallurgical Engineering
2013 — 2017
Liverpool John Moores University
Master of Science - MS, Machine Learning & AI
Skills
- Material Characterisation
- C++
- C
- Shell Scripting
- Material Processing
- Extractive Metallurgy
- R
- Sql
- Html
- Python
- Sas Programming
- Surface Chemistry
- Data Analysis
- Strategic Planning
- Project Management
- Metallurgy
- Project Planning
- Leadership
- Metallography
- Hive
- Core Java
- Microsoft Excel
- Powerpoint
- Microsoft Office
- Analytical Skills
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