Ankit K.

Ankit K.

Data Scientist

, India

Experience: 2 Years


Data Scientist

16014.7 USD / Year

  • Notice Period: 60 Days

2 Years

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About Me


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Portfolio Projects

CCAR PPNR Modelling


CCAR PPNR Modelling


Developed models on granular segments of balance sheet and income statement line items as part PPNR forecasting approach used for CCAR and IRRBB as mandatory compliance of Federal reserve.
• Responsible for data accumulation, transformation, and validation for end-to-end development of models underlying Underwriting & Advisory, Corporate Finance and Corporate Banks, forecasting next 9 quarters. Developed a statistically robust and stable model with a strong business rationale ensuring all key assumptions are reasonable and internally consistent.
• Worked towards understanding key PPNR challenges, kept close business involvement, and secured business approvals at every stage of the model development process.
• Designed Model configuration file, designed, and analyzed data transformations, developed expert judgement model documentation.

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