Python Data
Resume:
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.
************@*****.***
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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