Pranay Kumar

Credit and Fraud model validation

• Lead team of data scientists across US and India to validate credit and fraud risk models leveraged for retail and wholesale portfolios
• Successfully remediate regulatory MRAs by creating new standards e.g., Model interpretability for black box models and Hyperparameter tuning standards
• Lead engagements with US regulators - FRB, OCC
• Review of algorithms like – XGBoost, Neural networks, etc.

Credit risk modeling (US wholesale)

• Led team of data scientists to develop credit risk models for wholesale portfolio for 18 countries across 4 continents (including US)
• First time usage of financial attributes and standardized usage of bureau attributes across markets

Credit risk data science

• Creation of 2nd generation of closed loop features to be used in credit risk models for retail portfolio

Fraud risk strategy

• Creation of strategy rules to disrupt fraudulent money movement transactions for prepaid card

Equity research analyst

• Led analysis for Technical / Fundamental assessment of leading Russian Oil and Gas companies and Oil drilling companies