saurav ghosh

Own ECL, stress testing and portfolio analytics initiatives across the credit portfolio. Oversee credit risk model development, calibration, monitoring and enhancement, focusing on model performance and portfolio insights. Led end-to-end audit management and closure for regulatory, underwriting and stress-testing models, partnering with regulators and audit teams for timely remediation.

Led AI/ML vision and roadmap across five business verticals, managing a 9-member team and rebuilding MSME PD scorecards to improve risk discrimination ~10%, supporting ~₹500 Cr/month MSME lending and delivering GenAI-driven KYC automation that saved ~₹3M annually.

Designed and deployed application PD scorecards and behavioural PD models supporting underwriting for ₹1,500 Cr/month personal loans and ₹8,000 Cr/month Postpaid, improving model stability ~5% and performance ~7% while establishing unified model governance and ECL engines.

Led a 15+ member data science practice delivering 50+ RFPs and ML solutions across BFSI and retail, scaling MLOps and Conversational AI offerings to generate ₹50M+ in topline revenue and improving telecom churn models by ~15%.

Developed application PD scorecards, early delinquency models, and IFRS 9 staging frameworks to support provisioning and ECL computation, and established validation and monitoring processes for robust model lifecycle management.

Built claims risk and lapse early-warning models to inform underwriting and retention strategy in regulated life insurance. Developed segmentation, retention and cross-sell models across the policy lifecycle. Delivered insights to underwriting, actuarial and business teams. Gained exposure to model governance, documentation and validation standards.

Completed a Master of Science in Computer Science focusing on advanced computing topics and applied machine learning techniques.

Completed a Bachelor's degree in computer science with foundational coursework in programming, data structures, and algorithms.