Summary
Overview
Work History
Education
Skills
Accomplishments
Interests
Timeline
Generic

Mohit Jangid

Senior Risk Modeler
Mumbai

Summary

Risk Modeler with over four years of successful experience in Risk Methodologies and Development. Recognized consistently and awarded for performance excellence in Aptivaa Consulting Solutions as Best Performer. Strengths in analyzing and solving the problems.

Overview

4
4
years of post-secondary education
5
5
years of professional experience

Work History

Senior Risk Modeler - Backtesting Methodology

Credit Suisse
2020-06 - Current
  • BAU reporting for cOTC trades timely and highlight any risks to smooth and efficient execution
  • Support the development of the target state strategic backtesting architecture together with IT from business side

Consultant / Senior Software Engineer

Aptivaa Consulting Solutions
2018-09 - 2020-05
  • Developed models for Retail and Corporate portfolios for Housing Bank for Trade and Finance, Jordan and Large Corporate and SME portfolios for Ahli Bank Qatar, Qatar and Hatton National Bank, Colombo
  • Validation of retail models of the largest retail bank in KSA, Bank Al Rajhi and Corporate models of Bank Al Jazira
  • Built a toolkit to validate application and behavioral scorecards
  • Did model and factor level quantitative validation including discriminatory tests like CAP, AR, KS, AUROC and IV and Calibration tests like Chi-square and Binomial tests, Monitoring with PSI and CSI
  • Responsible for POC implementation for a model validation management solution and for leading the sales initiative for the same; Recently completed a successful demo of the above mentioned solution for a $150 billion foreign bank, NCB(KSA)
  • Managed a team responsible for development of financial toolkits & projects as per Basel and IFRS9 guidelines
  • Lead a team to develop ML (Machine Learning) app in python having ability to read corporate financials from a scanned file and reconstruct them into a readily usable format which serves as a critical input for corporate portfolio assessment

Software Engineer

Hilabs Inc
2018-01 - 2018-09
  • Developed Hilabs Inc web application in .NET core framework
  • Formulated Apache Solr installation on multiple servers & Addition/removal of nodes from a solr cloud

Software Engineer

Vistaprint India Pvt Ltd
2016-07 - 2018-12
  • Built applications, which are 25x & 10x faster than previous methods, using React JavaScript library & Node framework to add new materials & new designs to gallery
  • Delivered end to end support to new clients by creating an application thus generated a revenue of INR 0.1 million
  • Developed service to send mailers for Receipts/Refund vouchers & Credit notes to customers base
  • Created an email service first ever for the company, which can be used by other applications for mailing purposes
  • Introduced services for confirmation of cash on delivery orders, which accounted for 75% of total orders placed

Education

B.Tech - Electrical Engineering

IIT Bombay
2012-07 - 2016-05

Skills

    C++

Python

R

Javascript

SAS

Hadoop

C#

Accomplishments

  • Completed Level 1 and 2 of PRM (Professional Risk Manager)
  • All India Rank 499 in Indian Institute of Technology Joint Entrance Examination (IIT JEE)
  • All India Rank 256 in Indian Institute of Space Science & Technology Admission Test (ISAT)

Interests

Football

Hockey

Timeline

Senior Risk Modeler - Backtesting Methodology

Credit Suisse
2020-06 - Current

Consultant / Senior Software Engineer

Aptivaa Consulting Solutions
2018-09 - 2020-05

Software Engineer

Hilabs Inc
2018-01 - 2018-09

Software Engineer

Vistaprint India Pvt Ltd
2016-07 - 2018-12

B.Tech - Electrical Engineering

IIT Bombay
2012-07 - 2016-05
Mohit JangidSenior Risk Modeler