Ankur Gautam

Sr. Quantitative Analyst

*.**+ years experienced motivated, high-

energy, teamwork-oriented technocrat with the

merit of achieving desired output for Global BFS

organisations within strict time schedules.

adf9jn@r.postjobfree.com

+91-701*******

Noida, India

linkedin.com/in/ankur-gautam

WORK EXPERIENCE

Sr. Quantitative Analyst

Barclays Global Service Center

02/2020 - Present, Noida, India

Performance, Trend, and Statistical Analysis of Credit Risk models (Underwriting, Decision, Strategy and

Regulatory Models for Basel and IFRS9) for Germany Cards and Loans portfolio to provide a multi-dimensional view of data.

Regular communication with model stakeholders to

implement the changes suggested by the strategy team. Associate Business Analyst

Cognizant Technology Solutions

11/2016 - 01/2020, Gurugram

Automated the CECL and CCAR model from SAS to

Python. Performed model risk capabilities using PD, EAD and LGD models for Expected Credit Loss(CECL)

forecasting. Analysed the requirement and automated the statistical models.

Performed model integration using Hadoop, Python,

Hive, SQL and Excel.

Data exploration in Python using Pandas, numpy, sklearn, os, datacompy and Excel using VLOOKUP, HLOOKUP and Pivot Tables and graphs.

EDUCATION

PGDM

Institute of Management Technology CDL,

Ghaziabad

07/2019 - Present, Ghaziabad

Business Analytics Risk Analytics

Marketing Analytics Data Mining and

Predictive Analytics

Bachelor of Technology

Galgotias College of Engineering and

Technology

07/2012 - 06/2016, Greater Noida

Operations Management Engineering

Mathematics

Project Management Mechanical Engineering

SKILLS

Python Big Data Hive SQL Advanced Excel

Machine Learning Forecasting Clustering

Data Mining Credit Risk IFRS9 CECL CCAR

Basel LGD PD EAD Domain Knowledge

Client Handling

PROJECTS

Barclays : Model Risk Management (02/2020 - Present) Performed statistical Analysis of various PD, EAD and LGD models for Basel, IFRS9, Strategy, Decision and Underwriting models for Credit Cards and Loans segment.

Analysed the model performance on various KPI and conducting a periodic model review meeting with stakeholders to present model performance.

Preparing model performance document for each models review meeting.

Tools: SAS, Python, SQL, Excel, Jira, Bitbucket and Linux. American Express : Credit Risk Capabilities

(08/2018 - 01/2020)

Worked on Global Commercial Product (GCP)- Corporate Cards. Worked on FASB models(CCAR and CECL) Risk support. Current Expected Credit Loss Forecasting-Model end-to-end migration from SAS to Python, model validation, and product development.

Technology Used: Hadoop, Python, SAS, SQL and Hive. E*Trade Financial : Decision Management

(05/2017 - 10/2018)

Campaign Reporting and Analytics.

Responsibility: Spearheaded the campaign reporting analytics for all campaigns analytics projects and client handling. Technology Used: SAS, Python, SQL, DB2, Adobe Analytics and Excel.

Telstra Corporation : Data Management

(11/2016 - 05/2017)

Automation, Data setup, data creation, data quality check and Data Fulfillment.

Responsibility:Offshore point of contact for Non-National Broadband Network Data and Downstream Progression and client handling.

Tools Used: Jenkins, DB2, SQL and Python.

CERTIFICATIONS

Python for Data Science -IBM

Learning Week in Machine Learning & AI

ACHIEVEMENTS

Got Extra Mile Award for Q2 2019

Shining Star of the Month Q1 2017

Tasks

Tasks:

Major

Courses

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