Harsh Chaudhary

Risiko IT-Architektur - Dienste & Analyseplattform (Projektleitung) Klima- und Umweltrisiken (C&E) im Risikomanagement Rahmen (Projektleitung) Modell-Validierung

Risk Methodology: - Automation of model development & deployment. Developed a serializer/deserialzer for deployment of sklearn, stats models, & custom objects - Functional leadership of employees & conducted several interviews for the team Portfolio Models & Alpha Validation: - Validation of MC simulation approaches for calculating the Economic Capital for Strategic, Credit Risk, Operational Risk, Risk Diversification effects. Developed a Python library for automation of validation reports

Pricing & Forecasting - Project Lead (2 Direct Reports): - Developed a pricing methodology for Credit Card ABSs by modeling expected future cash flows - Developed a strategy simulation engine for above Fraud & Anomaly Detection, Underwriting, and Loss Provisioning - Development of Fraud & Credit Scorecards (ML approaches including interpretability solutions) - Developed Underwriting & Loan Loss Provision (IFRS9) Models for retail credit - PD, LGD, EAD, CCF - Automation of modeling, deployment & reporting

- Stress Testing of the Balance Sheet and P&L line items with exogenous variables. Knowledge Lead & mentor - developed a system for automated time series forecasting models’ development/validation - Validation of MC methods for EC, RWA - Validation of Scoring Models & PD calibration. Benchmarked existing model with machine learning methodologies (Basel, IFRS9) - Validation of collateral distribution optimisation algorithm - Automation of validation activities & report generation

Developed Credit & Fraud scorecards, Calibrated PD parameters. Risk profiling of SME clients.

Data mining and Statistical Analysis for Customer Credit scoring, Risk and Fraud Management. Managed Customer Credit Accounts, Customer Wallet Management & Reimbursements. Designed and Developed Semi-Automated Risk & Fraud Management System.

Developed the commercialization Strategy of the Greenlicious’ products (4 member team). Collected offline data by visiting sites and analysed data using regression models to develop a pricing strategy.

Developed the commercialization Strategy of the product : ‘Wood Without Trees’ (6 member team). Calculated Financial Feasibility of project by calculating IRR, NPV and Pay Back Period. Analysed data to calculated price sensitivity and market potential of the product.

Developed a Customer Relationship Management web application for Corporate Banking, Global Banking and Investment Banking Departments of HSBC. Developed Payments and Cash Management, Securities Services and Transaction Bankin Modules.

Financial Strategy, Options and Corporate Finance, Cost Accounting and Controlling

Fundamentals of Finance, Management Accounting, Corporate Finance Thesis: Credit Risk Modelling and Management in the Banking and Micro-finance sector

Data Structures and Algorithms, Design and Analysis of Algorithms, Discrete Structures