Pranshu Sharma
Associate Director at Acuity Analytics
Based in Bengaluru, India
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Seniority
Director
Department
General Business & Management
Location
Bengaluru
Industry
Financial Services
Company size
7.7K
Contact information
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p•••••••@acuityanalytics.com
Phone
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Background
About Pranshu Sharma
Experienced Credit risk/Data Science professional (16+ years) with expertise in Regulatory Model development for IFRS9 and Basel(F-IRB and A-IRB) and validation, Risk Scorecards, and Development of ML Fraud models for Compliance domainExpertise in Regulatory Modeling: 8+ years of hands-on experience developing and validating PD, LGD, and EAD models for CCAR, IFRS 9, and IRB frameworks at Wells Fargo, KPMG Global Services and Societe Generale.Machine Learning Application: 8+ years building advanced models (XGBoost, Random Forest) in Python for AML and benchmark modeling, holding a certification in Machine Learning and Text Analytics.Proven Innovation: As a primary inventor of a patented analytical product (US Patent Application #16/672,172) for Wells Fargo, I developed an NLP framework to analyze unstructured data for auto loans, demonstrating a capacity for creating cutting-edge risk solutions.
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