# sejal agarwal

sejal agarwal is a remote worker on Himalayas, Model Risk Management Analyst at Societe Generale, based in Netherlands.

Source: https://himalayas.app/@sejalagarwal2

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

| Detail | Value |
| --- | --- |
| Availability | Looking for a job |
| Location | Netherlands |
| Authorized to work in | Netherlands |
| Salary expectations | 75k+ EUR |
| Job categories | Model Risk Management, Data Science Consultant |
| Skills | Model Risk Management, Model Validation, Credit Risk, IFRS 9, BASEL, Probability Of Default (PD), Loss Given Default (LGD), EAD, Backtesting, Econometrics, Statistics, Machine Learning, Natural Language Processing, Topic Modelling, Collaborative Filtering |

## About

```text
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

### Model Risk Management Analyst

[Societe Generale](https://himalayas.app/companies/sg-americas-operational-services-llc). Aug 2023 - Mar 2026

```text
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.
```

Skills: 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

```text
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.
```

Skills: Public-Speaking, Leadership, Mentorship, Communication-Skills, Event-Planning

### Data Science Consultant

[Deloitte](https://himalayas.app/companies/deloitte-ireland). Sep 2021 - Jul 2023

```text
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.
```

Skills: Python, NLP, Topic-Modelling, Collaborative-Filtering, Matrix-Factorization, Excel, Power-BI, Data-Analysis, Machine-Learning

## Education

### Delhi School of Economics, Delhi University

M.A., Economics. 2019 - 2021. Grade: CGPA: 7.5/10

```text
Pursued M.A. in Economics with a CGPA of 7.5/10.
```

### Shaheed Bhagat Singh College, Delhi University

B.A. (Honors), Economics. 2016 - 2019. Grade: CGPA: 8.03/10

```text
Completed B.A. (Honors) in Economics with a CGPA of 8.03/10.
```

### CBSE, Bihar

Higher Secondary Education, General. Grade: 93%

```text
Completed Higher Secondary Education (Class XII) with 93%.
```

## Tech stack

- SAS
- Python
- Microsoft Excel
- SQL
- Microsoft Word
- Power BI
- Microsoft Outlook
- Microsoft PowerPoint

To contact sejal, message them from this profile with a Himalayas employer account: [Hire on Himalayas](https://himalayas.app/hire).

## People also viewed

- [Doyel De Sarkar](https://himalayas.app/@doyeldesarkar): Data Scientist, Robert Bosch GmbH
- [Savelii Seliaev](https://himalayas.app/@saveliiseliaev): Data Analyst
- [Juan Castro](https://himalayas.app/@juancastro): Trading Risk Management Analyst, ING
- [Vishal User](https://himalayas.app/@vishaluser16): Senior Credit & Portfolio Risk Manager, ICICI Bank
- [Chris Lake](https://himalayas.app/@chrislake): Data Scientist, Booking.com
- [Marko Bokulic](https://himalayas.app/@markobokulic): Data Science Consultant, DAZN
- [Esteban Castillo](https://himalayas.app/@estebancastillo2): Senior Data Scientist, Traackr
- [Vibha Patro](https://himalayas.app/@vibhapatro): Manager (Portfolio Credit), Synchrony Financial
- [Stevan Milosevic](https://himalayas.app/@stevanmilosevic): Risk Manager, Rabobank
- [Riemann Derakhshan](https://himalayas.app/@riemannderakhshan): Change and Development Manager, DM Financial NL