Do you mean apart from my education and work experience? 

I love testing ideas and figuring out what works, and nothing is more satisfying than seeing those numbers shoot up. 

Whenever time permits, I like getting my hands coloured working with the creative team, making campaigns and crafting beautiful messages, it has to be my second favourite activity (the first is still experimenting with crazy ideas).

I believe information is a must-have resource to craft effective marketing strategies, so if you see my or my team member's profile check your LinkedIn after a discovery call, please know that it is for research purposes. Of course, we do more than just check your LinkedIn profile. 


PS: I read a lot, I kind of grew up in the Library. And I play bass.

Shreshtha Rathore

KPMG India

Associate Director

• IRB Retail & Wholesale Model Validation for GSIB: PD Rating, Scorecard, LGD, CCF Models
o Conceptual Soundness of the Model and Rating Philosophy
o Risk Drivers: Univariate & Multivariate Analysis, Correlation of Risk Drivers
o Model Discriminatory Power (Gini, KS, AUC), Model Stability (PSI, CSI), Model Granularity (HHI), Model Heterogeneity and Homogeneity
o Model assumptions: Breusch-Pagan, VIF, Durbin-Watson, Newey West, Residual plot
o Out-of-time validation: Notch difference, Spearman & Pearson Correlation
o Diagnostic Testing: Bootstrapping, Live portfolio analysis, Back Testing (Binomial Test, Hosmer Lemeshow Test, Jefferey’s test, Chi Sq, Paired T test)
o ML challenger: Random Forest, Gradient Boost, MARS, Ordered logistics
• Model development: IRB Wholesale PD Rating, LGD, EAD Models for GSIBs
o Model purpose, Model Scope, Model specification
o Model Input & Data: Data Quality, Imputation, Exclusions, Sampling (Stratification). Data representative analysis (PSI & Distribution Overlay Test), Feature Selection
o Model assumption: Heteroskedasticity, Multicollinearity, Autocorrelation, Error normality
o ML technique: OLS, Random Forest, Gradient Boost, MARS, ordered logistics regression
o In sample validation: Notch difference, Spearman & Pearson Correlation
• Model Monitoring & Calibration: PSI, Rating philosophy, Margin of conservatism, Review of Estimates, Model Stability Analysis
• RNIV and Pillar 2A Model: Development of the RNIV and Pillar 2A models ranging across Equity, IR, Credit and FX asset class in Python
• Automated PD, LGD regulatory reporting tool for one of the largest European banks using R and Python
• Low default rate Model development: Stable estimates for low default rate such as Pluto Tasche Dirk for an Indian NBFC. Established qualitative and quantitative variables for determine credit worthiness of the customers including time series analysis on the data
• Client Management, Project Proposal Preparation, Resource Management

Manager

Societe Generale Global Solution Centre

Business Analyst

Virtusa

Consultant

YES BANK

Project Title: Role of technology in business development and customer service effectiveness in retail banking.

Objective 1-  
To find out the various pain points that a customer faces with Yes Bank’s 4 touch points 
1.1 Net banking 
1.2 Mobile banking 
1.3 Sales team 
1.4 Branch banking 
 
Objective 2- 
To find the best practices of other banks (Here: HDFC, Citibank, IndusInd, Kotak, ICICI, Bank of America) 
 
Objective 3- 
 To recommend enhancements in the use of technology in order to retain and acquire customers for Yes Bank

Summer Intern

Tata Consultancy Services

System Engineer

Capgemini

Associate Consultant

Financial Risk Management professional with over 9 years of experience in Credit and Market Risk, currently working as Associate Director in KPMG India. Area of expertise entails various Credit and Market Risk engagement such as Model Development (IRB, IFRS9, VaR, Pillar 2A RNIV) & Model Validation for wholesale and retail portfolios, RWA Calculation, ICAAP compliance, Stress Testing, Risk data aggregation(BCBS239), Data governance. I also have extensive experience in Risk automation through predictive analytics. Equipped with Python, R, SQL, Advanced Excel, VBA, Tableau, Collibra.

taplio

The Battle

Shreshtha Rathore

Ubayet Hossain

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