Sweata Sen | Curriculum Vitae

76/E Garfa Main Road,Pratapgarh – Kolkata-700075 – West Bengal, India

H +91 8282925857 • B sensweata241@gmail.com
Í www.linkedin.com/in/sweata-sen6693b12b

Education
Masters of Statistics(M.Stat), Computational Statistics Specialization 85.75%
Indian Statistical Institute, Delhi and Kolkata 2019-21
B.Sc Statistics(Hons.) CGPA 9.25
St. Xavier’s College Autonomous, Kolkata 2016-2019

Industry Experience
Credit Card Analyst at IDFC First Bank, Mumbai (Oct’22-Present)
Data Analyst under Credit Cards Analytics Risk Modeling team
{ Working on developing application scorecards for new-to-bank and behavioral scorecards for existing portfolio
customers. Saw ∼20% lift on the existing behavioral scorecard with a decrease in ∼40% risk for application
scorecard.
{ Performing segmentation to identify riskier segments in the bank and related propensity and PD models to
improve understanding of customer profiles using ML algorithms.
{ Working with stakeholders for different bureau initiatives
{ Skills: Python, PySpark, SQL, AWS S3 buckets, SAS, MS Excel

Investment Banking Analyst at JP Morgan & Chase, Mumbai (Dec’21-Oct’22)

Equity Derivatives Structuring Analyst under Corporate and Investment Banking
{ Developing equity indices based on different factors - momentum, growth, value and other underlying indices
{ Performing daily index match reconciliation with Reuters, Solactive and publishing levels on Bloomberg
{ Rebalancing the indices based on client request or as per standard schedule
{ Publishing EOD and monthly reports of indices to both internal and external clients
{ Skills: Python, MS Excel.

Risk Modelling and Analytics Specialist at UBS Business Solutions(India) Pvt. Ltd.(July’21-Dec’21)
Model Validator under Model Risk Management and Control(MRMC)
{ Worked as a model validator under Artificial Intelligence, Monitoring and Surveillance team.
{ Performed end to end initial validation, re-validation, confirmation of anti-money laundering, transaction
monitoring, financial crime and AI/ML models(project on Pay Equity Analysis).
{ Skills: Python, RStudio, MS Excel.

Summer Internship at Citicorp Services India Private Limited, Mumbai, India(May’20-Jun’20)

Redevelopment of the Mexico Retail AUM portfolio model based on several macroeconomic factors
{ Worked for the Financial Planning and Analysis - Comprehensive Capital and Review (FP&A-CCAR) team.
{ Gating principles were checked, tests of seasonality were performed along with different transformations on
the forecasted and independent variables.
{ Backtest metrics were within threshold limits and the model developed had a predictive power of 79.41%.
{ Skills: SAS, MS Excel.

Academic Projects
A study on modelling data with categorical responses(Jan 2021-Jun 2021)
Guide: Dr. Kiranmoy Das, Interdisciplinary Statistical Research Unit, Indian Statistical Institute, Kolkata
{ Comparison of the three methods for feature screening - (i) generalized linear model, (ii) latent variable
approaches, and (iii) comparing distribution of the predictors given the response categories.
{ Proposed approaches are applied on a real dataset for inference purposes.

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Analysis of Egyptian Skull Data (Mar 2020-Jun 2020)
Guide: Dr. Swagata Nandi, Stat-Math-Unit, Indian Statistical Institute, Delhi
{ Applied factor analysis, linear discriminant analysis, profile analysis to distinguish the skulls from different
periods.
{ The data suggested that skulls from different periods could not be differentiated much on the basis of their
characteristics and are very similar amongst themselves.

BFS and DFS to find Connected Components of Graphs with Image Segmentation (Dec 2019 - Mar 2020)
Guide: Dr. Deepayan Sarkar, Stat-Math-Unit, Indian Statistical Institute, Delhi
{ Breadth-First and Depth-First Algorithms were implemented in RCpp to obtain the number of connected
components in an image.
{ The former was extended to superimpose two images to get a desired new image.

Scholastic Achievements
{ Secured All India Rank of 6 in MStat. Entrance Examination (ISI) in 2019.
{ Secured All India Rank of 21 in the Mathematical Statistics paper of IIT-JAM - Joint Admission Test
for entrance to IIT’s in 2019.
{ Rank 1 in B.sc Statistics (Hons.) examination at St.Xavier’s College in 2019.
{ Awarded Taparupa Sen Memorial Prize for securing highest marks in the final year of B.Sc Hons.
at St.Xavier’s College in 2020.
{ Awarded Prize Money for securing highest marks in three consecutive years during B.Sc Hons. at
St. Xavier’s College in 2018,2019 and 2020.
{ Recipient of the INSPIRE-SHE scholarship in 2016 - awarded by the Department of Science and
Technology (DST), Government of India for being in the top 1% in the 12th school leaving exami-
nations.

Technical Skills

{ Python { SQL { MS PowerPoint { LATEX

{ R { MS Excel(Vlookup) { SAS { Matlab

Publications
Variable selection for categorical response: a comparative study
Sen, Sweata, Damitri Kundu, and Kiranmoy Das. "Variable selection for categorical response: a compar-
ative study." Computational Statistics (2022): 1-18

Areas of Interest
Data Analytics, Time series, Regression, Multivariate Analysis, Stat Computing, Machine Learning, Hy-
pothesis testing, Non-parametric & Bayesian Inference, Linear Models, Econometrics, Model Validation,
Stress Testing, Quant Research, Python programming, PD, EAD, LGD

Extra-curricular activities
{ Member of the Editorial Committee in the publication of Statistics departmental magazine, Prokarsho
at St. Xavier’s College, Kolkata from 2017 – 2019.

Languages
English(Cerified from British Council), Hindi, Bengali

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