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Debdipta Mondal

Debdipta Mondal

Deputy Manager Band II - Model Risk Management

Followers of Debdipta Mondal2000 followers
location of Debdipta MondalKolkata, West Bengal, India

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  • Timeline

  • About me

    Model Risk Management - ICICI Bank || Deputy Manager 2 || Statistician || Model Risk Analyst || Data Scientist

  • Education

    • St. Stephen's School, DumDum

      2014 - 2018
      High School Diploma 89.25%

      Activities and Societies: Played in School Cricket Team.

    • Christ University, Bangalore

      2021 - 2023
      Master of Science - MSc Statistics 3.41/4 (8.53/10)

      Probability and Distribution Theory, Regression Analysis, Advanced Operational Research, Inferential Statistics, Multivariate Analysis, Design and Analysis of Experiments, Machine Learning, Statistical Modelling using R and Python Programming, MySQL, Basics of Power BI.

    • University of Calcutta

      2018 - 2021
      BSC Statistics 7.220

      Activities and Societies: Played in College Cricket team, played in inter department cricket tournaments, Event organizer, Member of Students Union.

  • Experience

    • ICICI Bank

      Jul 2023 - now
      Deputy Manager Band II - Model Risk Management

      - My current focus involves automating the various model validation and monitoring measurements like gini, KS test, PSI and CSI.- As a Model Risk Manager, I am responsible for the model tiering of AI/ML models within the bank. - Collaborating closely with the model validation team, I have addressed challenges such as ensuring the replicability of XG Boost models. - My expertise extends to diverse machine learning models and advanced interpretability techniques, including Shapley values and Lime. - Meticulously tested the implementation of various pre-approved offers in the bank utilizing SQL. Show less

  • Licenses & Certifications

    • R Programming for Statistics and Data Science 2022-By 365 Careers (Udemy)

      Udemy: Online Courses
      Jul 2022
      View certificate certificate

    • Microsoft Excel- Excel from beginner to advanced by Kyle Pew(Udemy)

      Udemy: Online Courses
      Jun 2022
      View certificate certificate

    • Demystifying Statistical techniques for Risk Management

      National Institute of Bank Management (PGDM)
      Aug 2024

  • Volunteer Experience

    • Class Representative

      Issued by Christ University, Bangalore on Jan 2022
      Christ University, BangaloreAssociated with Debdipta Mondal