Unifers.ai

Siddhartha Adhikari

Model Validation | Counterparty Credit Risk | Market Risk |OTC Derivatives | CECL CCAR Regulatory Models | Stress Testing | Quantitative Risk Management | Advanced Analytics | Capital Markets |

Role
Senior Manager (Model Validation) at Genpact
Location
Bengaluru, KA, IN
LinkedIn followers
500 followers
ScienceView LinkedIn profile

About Siddhartha Adhikari

Analytics Professional with 9+ years of experience in delivering analytic solutions for BFSI, Pharma and Life Science Clients.A dedicated and a dependable team member and an adaptable/flexible employee, always persevering to overcome barriers and exceed expectations.Core Skills : CounterParty Credit Risk, Stress Testing, CCAR CECL Credit Models, Basel II & Validation, PD and LGD Modelling, IFRS 9 validation, Behavioural Model, Deep Learning.Customer Analytics : Propensity models, Attrition Models, Retention ModelsStatistical: ML Models, Regression Scorecards, GOU models, NPCA models, forward spread models.Segmentation techniques, Linear Programming ModelsProgramming skills : Python, R, SAS, Pyspark, GCP

Experience

  1. Senior Manager (Model Validation)

    Genpact

    May 2025 — Present

    Working for a Canadian major bank on CounterParty Credit Risk and Market Risk Stress Testing Model Validation.The projects working on includes1. Implemented and validated the ISDA Standard Initial Margin Model (SIMM) to calculate regulatory initial margin for non-centrally cleared OTC derivatives, ensuring full compliance with Uncleared Margin Rules (UMR) phases.2. Performed impact analysis of SIMM sensitivities across asset classes (Rates, FX, Credit, Equity, and Commodities) to identify risk concentrations and optimize margin usage.3. Conducted backtesting, benchmarking, and validation of SIMM margin outputs against historical market movements and regulatory standards.4. Led validation of the Internal Model Method (IMM) framework and SACCR modelling framework used for calculating counterparty credit risk exposures under Basel regulations, including EPE/EAD and CVA metrics.5. Assessed implementation of wrong-way risk, collateral modeling, margin period of risk (MPOR), and netting agreements (CSA/ISDA).6. Assessed model conceptual soundness, risk sensitivity, and regulatory alignment, including trade-level exposure calculation and collateral modeling.

Education

  • KIIT - Kalinga Institute of Industrial Technology

    Bachelor’s Degree, electronics and instrumentation

Skills

  • Machine Learning
  • Electronics
  • Big Data
  • Struts
  • Teamwork
  • Logistic Regression
  • Hdinsight
  • Automation
  • Stochastic Modeling
  • Pro*C
  • Deep Learning
  • Angularjs
  • Time Series Forecasting
  • Cloud Computing
  • J2ee Web Services
  • Oracle Pro*C
  • Scada
  • Sas Programming
  • Dcs
  • Electrical Engineering
  • C++
  • Predictive Modeling
  • R Programming
  • Html
  • Instrumentation
  • Spring Mvc
  • Javascript
  • Javafx
  • C#
  • Lambdas
  • Java
  • Python
  • Microsoft Azure
  • Linear Regression
  • Predictive Analytics
  • Process Control
  • Data Science
  • Digital Electronics
  • Digital Signal Processors
  • Econometrics

Find verified contacts for anyone on LinkedIn

Unifers gives sales teams verified emails and direct dials, enriched profiles, and outreach that lands in the inbox.

Start for freeSee how it works

Free plan included · No credit card required

This profile is compiled from publicly available professional sources. Unifers is not affiliated with or endorsed by LinkedIn. Request removal of this profile.

Siddhartha Adhikari — Senior Manager (Model Validation) at Genpact in Bengaluru, KA, IN | Unifers