Looking for a job

Soumyadeep Dey

@soumyadeepdey2

Message

I build and validate credit risk models for regulatory decisioning and portfolio resilience.

India

Message

What I'm looking for

I'm looking to continue building and validating credit risk, IFRS 9, and stress-testing models that strengthen regulatory compliance, portfolio monitoring, and risk-informed lending decisions.

At Aptivaa Consulting, I develop and validate PD, LGD, and ECL models for wholesale and retail portfolios, supporting Basel III/IV compliance and IFRS 9 reporting.

I build TTC and PiT PD models using logit, linear regression, and Vasicek multi-factor frameworks, alongside workout-based TTC LGD and Frye-Jacobs PiT LGD models.

I lead IFRS 9 and regulatory model-validation projects, coordinating stakeholders, governance reporting, data reconciliation, and Python automation checks.

Previously, I developed EWS models, home-loan scorecards, IFRS 9 ECL estimates, and CCAR stress-testing models across SMFG India Credit Company and Credit Suisse.

Experience

Work history, roles, and key accomplishments

Current

Credit Risk Analyst, Senior Consultant

Current

Aptivaa Consulting Pvt. Ltd.

Jun 2024 - Present (2 years 3 months)

Developed and validated PD and LGD models for wholesale and retail portfolios, supporting BASEL III/IV compliance. Built and maintained IFRS 9 ECL toolkits, enhancing credit risk analytics and governance.

PD Modeling LGD IFRS 9 ECL Basel III Regulatory Compliance Credit Risk Analytics Python Data Reconciliation Model Validation Project Management Model Risk Management

Risk Analyst, Assistant Manager

SMFG India Credit Company Limited

Aug 2022 - Jun 2024 (1 year 10 months)

Assessed and optimized risk management strategies for secured loan portfolios, identifying high-risk segments. Developed predictive models and analytics solutions to strengthen retail credit risk decisioning.

Risk Management predictive modeling Logistic Regression IFRS 9 ECL PD Modeling LGD Credit Costs Scorecard Development UAT Production Implementation Documentation Portfolio Monitoring

PPNR Stress Testing Model Developer

Credit-Suisse

Feb 2022 - Aug 2022 (6 months)

Developed quantitative and qualitative CCAR stress testing models to project revenue under macroeconomic stress scenarios. Estimated portfolio default and revenue metrics using time series and OLS regression.

CCAR Performance Testing Time Series Regression OLS Regression Forecasting Capital Planning Risk Management