Summary
Overview
Work History
Education
Skills
Accomplishments
Mobile Contacts
Timeline
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Amodh Saxena

Amodh Saxena

London,City of London

Summary

Analytics professional with experience in predictive analytics, exploratory data analysis, data mining & management, statistical modelling. Broad experience in banking domain, primarily in credit risk management. Highly organized, detail oriented self-starter with proficient analytical skills and a proven ability to work efficiently. Extensive experience in working with Global teams across different geographies.

Overview

11
11
years of professional experience

Work History

Manager –Credit and Climate Risk Consulting

EY UK and Ireland
2022.07 - Current
  • Performing second line IRB model validations for mortgage models for one of the largest Global banks based in UK.
  • Responsibilities include managing client engagement worth 1 Mill GBP, by assisting the Global Second Line validation team of the bank with several validations with different depths, for credit capital and credit decisioning models in UK and Asia-pacific region.
  • Responsibilities also include managing 5 junior resources from EY.

Associate and Senior Associate/AVP –Consumer and Community Banking

JP Morgan Chase India
2020.02 - 2022.04
  • Delivered a CCAR benchmark model for the Prime book of the home lending portfolio of the bank , for the Annual CCAR cycle for challenging the existing Champion models.
  • Promoted to Senior Associate/AVP in January 2022.

Analytics Science Manager –Decision Analytics

EXPERIAN Malaysia
2019.03 - 2019.09
  • Part of Modelling Centre of Excellence ( CoE ) within the Credit risk advisory team for IFRS 9 Model Validation projects.
  • Delivered IFRS 9 validation for one of the largest banks in Thailand and Responsible for approval from Thailand Central bank for validation Frameworks.
  • Worked for IFRS 9 model development for Credit card and personal loan portfolios for local Malaysian banks.

Consultant –Basel Retail Modelling group (Credit Risk)

WELLS FARGO EGS India
2018.10 - 2019.02

Manager and Senior Consultant –Financial accounting and advisory services (EY Mauritius and EY Global)

EY
2017.01 - 2018.09
  • Team member of Risk Assurance group working on credit risk projects in EY Mauritius and delivered IFRS 9 ECL Model Development for some of the local Mauritian Banks using PD, EAD and LGD modeling.
  • Part of Financial Services and Risk Management group for Credit Risk function for EY Global in India and was involved in the development of IFRS 9 EAD and LGD model development for one of the South African Banks. Delivered an end to end ECL Model Development for a mid sized Overseas bank in Johannesburg, South Africa.

Assistant Manager and Credit Risk Analyst

HSBC
2014.11 - 2017.01
  • Delivered PD and LGD models for retail banking portfolios like Personal loans, Credit cards, Overdrafts etc. for estimating expected credit losses.
  • Worked for estimating provisions for credit losses according to IFRS9 standard, replacing the existing IAS 39 standard.
  • SAS modeling using Statistical Techniques like Regression, Clustering, Sampling, Decision Tree analysis.

Decision Scientist Trainee

Mu Sigma
2013.09 - 2014.11
  • Actively involved in statistical analysis for different projects for a major banking client
  • Performed modelling using Regression techniques and Forecasting using SAS

Education

Bachelor of Engineering (Hons) Computer Science - Computer Science

BITS Pilani
Pilani
08.2013

Skills

  • Credit risk management
  • Predictive Modelling
  • Credit risk regulatory Modeling
  • SAS (Enterprise Guide,E-Miner, MIP-Model Implementation Platform)
  • Python (Beginner Level)
  • Microsoft Office

Accomplishments

  • Recognized among the performance excellence “Spot Award” category in JP Morgan Chase for Q2 2020 and Q3 2021
  • Recognized among “Stars of Q1 2019” category for delivering the IFRS 9 validation framework to Central Bank of Thailand in Experian in Cyberjaya, Malaysia
  • Received Exceptional Onsite Support recognition from EY South Africa on-site engagements
  • Received Leading Light Award for Q1, 2015 for driving the excellence in delivery functions, youngest team member to win the organization wide award (HSBC)
  • Received Spot Award for significant contributions to important client engagements for different banking clients (Mu Sigma)

Mobile Contacts

+44 7448 293143, +91 9752414319, 

Timeline

Manager –Credit and Climate Risk Consulting

EY UK and Ireland
2022.07 - Current

Associate and Senior Associate/AVP –Consumer and Community Banking

JP Morgan Chase India
2020.02 - 2022.04

Analytics Science Manager –Decision Analytics

EXPERIAN Malaysia
2019.03 - 2019.09

Consultant –Basel Retail Modelling group (Credit Risk)

WELLS FARGO EGS India
2018.10 - 2019.02

Manager and Senior Consultant –Financial accounting and advisory services (EY Mauritius and EY Global)

EY
2017.01 - 2018.09

Assistant Manager and Credit Risk Analyst

HSBC
2014.11 - 2017.01

Decision Scientist Trainee

Mu Sigma
2013.09 - 2014.11

Bachelor of Engineering (Hons) Computer Science - Computer Science

BITS Pilani
Amodh Saxena