INDRANIL SEN
Basking Ridge,NJ
Summary
Results-driven professional with over 16 years of expertise in Consumer Banking Loss/PPNR Forecasting and Model Risk Management, recognized for enhancing model governance and driving compliance with regulatory standards.
Overview
16
16
years of professional experience
1
1
Certification
Work History
Vice President
JPMorgan Chase Bank N.A
New York, NY
05.2015 - Current
- Lead model risk assessments and validation processes for a variety of financial models, primarily Consumer Banking credit losses, PPNR, and fraud models ensuring alignment with internal policies, regulatory guidelines, and industry best practices (e.g. SR 11-7).
- Lead delivery of detailed model risk reports and analysis on a monthly, quarterly, and annual basis of model performance RAG ratings, model issues and KRIs.
- Lead various consumer banking wide Model Risk Governance initiatives including Annual Status Assessment of models to evaluate Tier changes and conceptual soundness of models.
- Lead development and maintenance of model inventory and risk profile dashboards to track model performance and validation status.
- Lead coordination with internal audit teams to prepare audit findings and present them to senior management, regulators, and audit committees for improving model governance and risk oversight.
- Support Head of Model Risk Management during OCC and Federal Reserve audit requests on model performance and reviews.
- Led transformation/automation program for FP&A forecasting team
Senior Consultant
Ernst & Young
New York, NY
10.2014 - 05.2015
- Developed time series models to validate economic scenarios ( interest rates, HPI etc) for CCAR.
- Engaged with a major BHC in NYC to drive CCAR execution processes.
- Supported CCAR execution for Home lending, Credit Cards and Asset and Wealth Management Sub line of business.
Analytics Lead Consultant
Capgemini Financial Services Inc
New York, NY
09.2010 - 10.2014
- Developed time series & regression models to forecast credit loss, balance sheet, income statement lines
- Led a team of modelers to review and validate risk models and support model validation group.
- Performed model backtesting, periodic model reviews and test model accuracy.
Consultant
Oracle Financial Services
New Jersey, NJ
07.2008 - 08.2010
- Developed PD models/risk scorecards, worked on ICAAP stress testing projects for NYC based banks.
- Basel II process Implementation (Foundation & Advanced IRB approach, Operational Risk RCSA/KRI)
Education
Master of Science - Analytics
Georgia Institute of Technology
Atlanta, GABachelor of Engineering - Computer Science
Nagpur University
Nagpur, IndiaSkills
- PPNR and Loss Model Estimation Development
- Model Risk Governance ( SR 11-7 Guidance)
- Financial Analysis
- Python
- SAS
- Alteryx
Certification
- Financial Risk Manager -FRM
- Chartered Financial Analyst - CFA Level 2 Candidate
- AWS Certified Cloud Practitioner (2020)
Timeline
Vice President
JPMorgan Chase Bank N.A
05.2015 - Current
Senior Consultant
Ernst & Young
10.2014 - 05.2015
Analytics Lead Consultant
Capgemini Financial Services Inc
09.2010 - 10.2014
Consultant
Oracle Financial Services
07.2008 - 08.2010
Master of Science - Analytics
Georgia Institute of Technology
Bachelor of Engineering - Computer Science
Nagpur University
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