I am working as a Delivery Manager at Acuity Knowledge Partners, Bangalore focusing on the validation of risk models in large multinational banks.
Experienced in the validation of models in Portfolio Credit Risk domain like:
- Credit Economic Risk Capital (ERC) model
- Trading Incremental Default Risk (IDR) model
- Incremental Risk Charge (IRC) model
Experienced in creating Shiny dashboard: https://sbsomu56.shinyapps.io/statsolvers_website/
Co-started a website StatCasm Website https://www.statcasm.com/ which provides free automated solution to statistical problems. Built using Next JS and Plumber API in R.
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