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Tumul .

Tumul .

Data Science Intern

Followers of Tumul .843 followers
location of Tumul .Bengaluru, Karnataka, India

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  • Timeline

  • About me

    Model Validation Specialist @ First Abu Dhabi Bank || Credit Risk Validation || BASEL || IFRS9 ||Btech from IIT Kanpur

  • Education

    • Indian Institute of Technology, Kanpur

      2016 - 2020
      Bachelor of Technology Civil Engineering

  • Experience

    • EJET Systems

      May 2019 - Jul 2019
      Data Science Intern

    • Auronova Consulting

      Aug 2020 - Jul 2023

      Analyzed credit bureau data (in SAS and Python) to predit probability of default of the customers (as part of training). Performed data quality checks, vintage analysis, variable generation, variable transformation, feature selection, logistic regression & various statistical tests to analyze model performance Made a prototype for IFRS9 reporting tool in Excel using VBA. The tool uses configurable set of rules to classify the customers into Stage 1, 2 and 3, computes Expected Credit Losses and archives the output in a seperate excel sheet Show less

      • Associate Consultant

        Aug 2021 - Jul 2023

      • Analyst

        Aug 2020 - Jul 2021

    • First Abu Dhabi Bank (FAB)

      Apr 2023 - now
      Model Validation Specialist

      Performed model validation for TtC PD (Through the Cycle Probability of Default) model for credit card portfolio.Performed model validation for PiT PD (Point in Time Probability of Default) model for credit card portfolio.Performed back test analysis on Moody's macroeconomic data to determine the quality of macroeconomic variable forecast.

  • Licenses & Certifications