Siddharth Puri
Apprenticeship @Peaks2tails
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WORK HISTORY
Apprenticeship @Peaks2tails
IN
Application ScorecardsDeveloped an application scorecard using auto loan datasets to predict the likelihood of loan defaults.Applied reject inference techniques to infer the creditworthiness of rejected applicants.The strategy increased approval rates and simultaneously decreased bad rates, balancing risk and profitability.The implementation led to more accurate credit assessments, higher approval rates, and a reduction in default risks, resulting in greater overall profitability for the auto loan portfolio.IFRS 9 PIT PD Model DevelopmentUsed the Asymptotic Single Risk Factor (ASRF) framework to calculate the PIT PD.Applied macroeconomic forecasts to estimate a Forward Looking PIT PD, reflecting how future economic conditions could impact credit risk.
EDUCATION
CHRIST CHURCH P.G. COLLEGE,
Bachelor of Commerce - BCom
GARP
FRM Level 1 Cleared
The Institute of Chartered Accountants of India
CA INTERMEDIATE
ABOUT SIDDHARTH PURI
CA Intermediate Cleared(Both levels) | FRM Level 2 Candidate | Application Scorecards | IFRS 9 | Behavioural Scorecards| Basel| Stress Testing
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