Biography

Narendra is a Risk and Analytics professional working at Ernst & Young, India. He has wide range of interest and experience ranging from Credit risk modelling which includes development of Probability of Default model using Machine learning algorithms, development of application scorecards and behavioural model, and IFRS9 impact assessment. He has also worked on climate change modelling for physical risk using exposure-based model. His interest in data science has led to participating and winning few hackathons specifically for tabular data, and image data. He has also interest in macroeconomics and time series applied econometrics of using vector autoregression or structural VAR, Regime switching models. He is experienced in developing tools using RShiny for application in risk modelling and data visualisation. He enjoys working in a collaborative environment with people from diverse backgrounds, with an aim to enhance knowledge and understanding of the real-world data and working towards betterment of society. His hobbies includes blogging about economic situations, online gaming, digital learning, and cooking.