Arun Singh

Experience

• 

  Sai Ideal Softwares Pvt. Ltd.

  Jan 2006 - Apr 2008

  Statistical Analyst

  Supported Business Partners located in United States in Reporting of various Marketing Campaigns for Credit Cards. As a part of Research & Analytics (R&A), involved in Reporting & Analysis of Marketing Campaigns.Statistical Profiling and Indexing of responders and non-responders to different campaigns, based on different Socio-economic and demographic features: + Understand the behavior of responder in different mediums of purchase (Online/In- store) based on Sales/Member, Margin/Member, Sales Median, Mean of Sales, Trips/Member. + Distribution of responders in different BU’s, Age Group, Income Group and other Socio- economic, demographic and geographic factors.Technical: Base SAS, Advance SAS, Shell Scripting, SQL, Teradata, UNIX Show less

• 

  Bank of America

  May 2008 - Mar 2011

  Assistant Manager

  Member of the Analytics, Research & Modeling (ARM) Team. key responsibilities included:+ Data Extraction+ Data Cleaning+ Data Processing+ Predictive Modeling+ Model ValidationDomain Worked on: Banking (Credit Card & Mortgages)Responsible for conducting model validation to help identify, measure, and mitigate model risk. The broad objectives are to ensure that models are used appropriately in the business context and that model users are aware of the models’ strengths and limitations and how these can impact their decisions. Show less

• 

  WNS Global Services

  Apr 2011 - Nov 2012

  Deputy Manager, Research & Analytics

  Predictive Modelling - We build Statistical Models to identify the best subset of customers who have a very high propensity to respond to our mailing campaign. These statistical models are run month on month to identify highly prospective customers. We have built approx 20 statistical models on Win back, Acquisition and Cross sell and our on-shore marketing team runs approx 150-200 campaigns annually and We support these campaigns with the aid of these statistical models.Campaign Management - Since the performance of any campaign is directly influenced by the performance of the statistical model it becomes very important for us to monitor the performance of the model hence we are also involved in model performance tracking activity. We were monitoring & tracking the performance of all the models which are available in the system and provides useful insight into the campaign profitability using some key performance indicators.Team Management - Handling the team of Analysts & Sr. Analysts who are highly responsible for building models and campaign management activity. Show less

• 

  EXL Services

  Nov 2012 - Jan 2017

  Engaged with one of the largest BHC – Regulatory & Risk Reporting Validation Group FR 14Q/A focusing on Credit Risk process validation as per SR 11-7, SR 15-18 guidelines for BHC/IHC.Role Involves:+ Completes review of process documentation and evidencing, including an assessment of supporting controls.+ Logs issues, tracks remediation plans and relevant escalation and periodically reports to relevant governance bodies.+ Confirms closure of remedial action items with risk process/evidence owners and closing the actions with supporting evidence in the relevant system.+ Performs issue closure verification in line with the Risk Process Validation Group (RPVG) validation principles Show less End-to-end independent model validation for US consumer risk group.We are working with model governance team of a retail bank in US to streamline and standardize the process of model documentation and performance tracking across all the business units of the bank.Conducting comprehensive annual model validation and performance review of over 50+ high impact risk models across small business, consumer cards, home mortgage & auto finance products of the largest US banking major.Provide Inputs/Recommendations on model building & validation exercise to On-Shore team.Validate Pre Provision Net Revenue (PPNR) models for annual Comprehensive Capital Analysis and Review (CCAR) submission.Used SAS and time series techniques to validate PPNR models to help in the Stress Testing process. Evaluated model soundness through different tests such as ADF test for stationarity, DW test for auto-correlation and VIF for multicollinearity; checked model performance by back-testing.Performed complete assessment of Treasury’s ~ 100 PPNR models in total developed for 2015 CCAR submission. The in-scope review includes the model’s Documentation, Business Continuity Plan (BCP), Disaster Recovery Plan (DRP), Data Integrity, Data Reconciliation, Data Reasonableness, Data Transformation, Input Validation, assumptions, limitations, Testing, Performance Tracking, calculations and outputs.Prepare final model validation report based on the performed Testing, model documentation and Performance Testing including Inputs/Recommendations on model validation. Show less

  • Senior Manager

    Jan 2016 - Jan 2017

  • Manager - Decision Analytics

    Nov 2012 - Dec 2015
• 

  Fifth Third Bank

  Feb 2017 - now

  Conduct independent validations of Fifth Third Bank’s high impact models in compliance with regulatory and Model Risk Management policies and guidelines.Role Involves:+ Perform independent validations of credit risk stress testing (CCAR), Allowance (CECL), PPNR, Economic Capital, market risk, treasury, marketing, and other models.+ Understand the conceptual framework and assumptions of the models and how the models are used in the business decision-making process.+ Assess model risks and limitations.+ Assess model calculation and verify that validated models have been implemented correctly.+ Assess adequacy of model owner’s ongoing monitoring and maintenance plan.+ Assess model performance.+ Verify the model has been properly documented.+ Prepare the final validation report and results. Show less

  • Vice President - Senior Quant Manager

    Jan 2025 - now

  • Vice President - Quant Manager

    Jan 2021 - Dec 2024

  • Assistant Vice President - Quant Manager

    Feb 2017 - Dec 2020