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sejal agarwal

@sejalagarwal2

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Model Risk Management Analyst at SOCIETEGENERALE validating IFRS9 models and assessing credit risk.

Netherlands

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At SOCIETEGENERALE, I performed end-to-end backtesting of the LGD Haircut Commodities model and validated IFRS9 PD models for a European retail provisioning portfolio. I also assessed IRB PD model performance and prudence, documenting findings in validation reports and regulatory templates.

At DELOITTE, I analyzed climate-risk data using NLP preprocessing and topic modelling, then shared insights through Excel and Power BI dashboards. I also developed a product recommendation system, comparing collaborative-filtering baselines with matrix factorisation.

Experience

Work history, roles, and key accomplishments

Model Risk Management Analyst

Societe Generale

Aug 2023 - Mar 2026 (2 years 7 months)

Performed end-to-end backtesting of LGD Haircut Commodities model using SAS and R, and conducted independent validation of IFRS9 PD models for retail portfolios. Generated statistical KRIs for annual review of IRB PD models and documented results in validation reports.

SAS R Python SQL Excel IFRS 9 PD Modeling LGD EAD Credit Risk BASEL Model Validation Backtesting Statistical Analysis Machine Learning Power BI

Vice President Education

Deloitte Toastmasters Club

Jul 2022 - Jul 2023 (1 year)

Planned and chaired club meetings and speaker schedules, creating a structured environment for members to develop public speaking and leadership skills. Mentored members through their Toastmasters education pathways.

Public Speaking Leadership Mentorship Communication Skills Event Planning

Data Science Consultant

Deloitte

Sep 2021 - Jul 2023 (1 year 10 months)

Performed exploratory data analysis on climate risk for a British multinational bank, integrating internal and external data with NLP preprocessing and topic modelling. Developed a product recommendation system using collaborative filtering and matrix factorisation.