Data Science Colloquium Series
2:00 PM - 3:00 Pm, NKN Hall, CMI New Building
Automation in Model Development/Model Validation process
Manish Kumar
CRISIL.
20-09-19

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Abstract

The session will cover the following three issues:

· How can we leverage technologies, analytics, machine learning, and industry best practices to automate end-to-end model development and validation process?

· How we can help financial institutions meet regulatory, efficiency and profitability objectives across functions?

· How we can cut down the cost and time of model development and validation process?

Short Biography:

Dr. Manish Kumar head’s the Centre of Excellence in Automation and Machine Learning at CRISIL Global Research and Analytics. Currently, he is managing a large team of quants where he is responsible for developing automated solutions to help banks in gaining efficiency and effectiveness in development, validation, and monitoring of models for different regulations. He has worked as a consultant for different global banks, regional and commercial banks and other financial institutions in the diverse area of model risk management and specializing in the field of Credit risk, PPNR, Loss Forecasting, Scorecards, Anti Money Laundering, and Machine Learning Models.

He is also an active researcher and frequent speaker at various international conferences in quantitative finance, machine learning and model risk management. Manish earned his Masters and Ph.D. in Application of Machine Learning in Finance from Indian Institute of Technology Madras, India.