Industry exposure – Project overview

Executive summary

Area of interest

Subhasish Das Senior Associate | Risk Consulting | KPMG +91 8879.651.142 (M) | subhasish.das1987@gmail.com Bengaluru, Karnataka, India LinkedIn: https://in.linkedin.com/in/dassubhasish

BFSI - Predictive modeling and strategy • Basel III credit risk modeling: Designing of Basel III capital calculation framework developing PD, LGD and EAD models

using AIRB approach for secured and unsecured portfolios of UK, US and Indian banks.

• Credit risk modeling (Non regulatory): Development of PD and LGD models for the remittance portfolio of ICICI bank using decision tree, logistic and linear regression techniques.

• Origination model development: Development of origination models (PD) for various portfolios of a US bank leveraging multiple Reject Inference techniques in the entire process of application scoring.

• PPNR modeling: Development of PPNR models for various portfolios of a US bank as a part of CCAR submission.

• IFRS9 modeling framework: Development of expected credit loss (ECL) model framework under IFRS9. • Asset liability management: Designing of an empirical framework for calculating maximum CASA balance outflow

percentage (discounting FD inflows) for multiple rolling windows, at a portfolio level, for the Indian bank UK subsidiary. • Strategy consulting: Development of branch optimization strategy for a US bank using sophisticated statistical

techniques including Seasonal ARIMA, Markov Chains and Segmentation. • Fraud risk management: Development and implementation of a fraud risk model using techniques like logistic regression

and decision trees for ICICI bank. • Marketing model development: Development of propensity, response, cross-sell and upsell models for diverse portfolios

of ICICI bank using advanced statistical techniques. • Churn management: Development of an attrition model for the remittance portfolio of ICICI bank using logistic

regression and CHAID. • Market risk management: Stress testing of pricing models pertaining to different financial instruments across various

asset classes viz. FX and mortgages.

• Marketing analytics: - Development of campaign propensity models using decision trees and logit model for the remittance portfolio of

ICICI bank. - Designing of customer loyalty program with 5 year forecasted P&L for the remittance portfolio of ICICI bank. - Attachment product analysis to understand the KPIs behind customers’ balance growth in CASA for the NRI

portfolio of ICICI bank. BFSI – Analytics and Insights • White paper on ‘Reject Inference in the area of application scoring’ – awarded as the best white paper in TCS • Designing of ‘Nudge Marketing’ framework for a US Bank • Campaign management

• Channel preference analytics for CASA base of ICICI bank.

• White paper on ‘Insights on Human Resource and Supply Chain Analytics in the advisory framework’.

Subhasish comes with an industry experience of approximately 5.5 years in providing consulting services to various global financial services clients in the risk management and marketing analytics space. He had been a key player in developing application and behavioral scorecards for various multinational banks. He comes with a blend of expertise in statistical model development and strategy consulting and has worked with a wide range of global financial institutions based out of US, UK and India. At his current role, Subhasish is a member of the Financial Risk Management (Credit and Market Risk) team and is responsible for developing predictive models on BASEL, CCAR, IFRS9 and Market Risk.

Functional: Risk analytics and modeling - BFSI/Non BFSI, Marketing analytics - BFSI/Non BFSI, Retail analytics Technical: Scoring – behavioral and application, linear regression, clustering and classification techniques, time series forecasting, survival analysis, market basket analysis, ensemble methods and machine learning techniques

Academics

Organization Tenure Designation Industry

KPMG Global Services March’16 – Present Senior Associate Consulting Tata Consultancy Services August’14 – March‘16 Senior Business Analyst Consulting

ICICI Bank November’12 – August’14 Assistant Manager – Band II BFSI ICICI Bank July’12 – October’12 Intern BFSI

Neumck Advisory and Strategy

May’11 – Jul’11 Summer Intern Advisory

D Craft Media and Entertainment

November’09 – February’10 Marketing Affiliate Media

Purvyakruti May’09 – October’09 Operations Executive Media

Industry exposure – Corporate engagement

Additional skills

Industry exposure – Technical skills

Software used:

• SAS Base – Version 9.4 • SAS Enterprise Guide – Version 6.1 • SAS Enterprise Miner – Version 13.2 • Microsoft Office – Version 2013 • Sybase SQL • R

Qualification Institute Year of

completion Courses

PGP – Business Analytics

Praxis Business School November 2012

Economics and Econometrics, Advanced statistics, Marketing, Finance, Data Warehousing, Marketing Research,

Retail Analytics, Banking Analytics etc.

PGDM – Business Analytics

Centurion School of Rural Enterprise Management

March 2012

Marketing Management, Finance & Accounting, Human Resource

Management, Project Management, Economics & Statistics, OR etc.

Bachelor of Science (H) -

Statistics

Ramakrishna Mission Residential College, Narendrapur

April 2009 Statistics, Economics, Mathematics

WBCHSE Ramakrishna Mission Residential College,

Narendrapur March 2005 Statistics, Economics, Mathematics

Media – Analytics and Operations • Media plan design for customers viz. ATL and BTL – Market mix modeling, creative designing including designing banners, leaflets, hoardings and standees for BTL activations, event execution & vendor management

• Client management

• Market research and analysis – Questionnaire designing, quantitative and qualitative analysis, people management

Recognitions: • Awarded for the best white paper on ‘Reject inference techniques in credit scoring’ in TCS, 2015 • Awarded for outstanding contribution in the field of Remittances Analytics at ICICI Bank Konnect 2014 • Received the first prize in National Science Talent Search Competition in zonal level - East • Won 3rd title in All Bengal Yoga Competition • Represented college in table tennis championship (eastern zone)

Activities & Interests:

• Photography and painting • Table Tennis • Swimming • Sudoku and puzzles