Saswata Ghosh
About Saswata Ghosh
Saswata Ghosh is an Assistant Vice President in Model Risk Management at HSBC, where he has worked since 2021 in Kolkata, India. He has over seven years of experience in the banking and utilities sectors, specializing in scorecard and regulatory Basel models.
Work at HSBC
Saswata Ghosh has been serving as Assistant Vice President in Model Risk Management at HSBC since 2021. His role involves overseeing model risk and ensuring compliance with regulatory standards. Prior to this position, he worked as Manager in Model Risk Management from 2020 to 2021 and as Assistant Manager in Loss Forecasting from 2018 to 2020. His experience at HSBC also includes a role as Decision Science Analyst in Loss Forecasting from 2017 to 2018. Throughout his tenure, he has contributed to various aspects of credit risk, including model monitoring and data management.
Education and Expertise
Saswata Ghosh completed his Bachelor of Engineering in Computer Science and Technology from the Indian Institute of Engineering Science and Technology (IIEST), Shibpur, from 2010 to 2014. He also attended HemSheela Model School, where he achieved his High School diploma in Science from 2008 to 2010, and St. Michael's School, where he completed his Secondary education from 1998 to 2008. His expertise lies in model risk management, specifically in Scorecard and Regulatory Basel models, including Probability of Default (PD), Exposure at Default (EAD), and Loss Given Default (LGD) models.
Background
Before joining HSBC, Saswata Ghosh gained valuable experience in the utilities sector at EXL Services. He worked as a Business Analyst from 2014 to 2016 and then as a Senior Business Analyst from 2016 to 2017. His early career also included a brief internship at Cognizant Technology Solutions in 2014. Over the years, he has accumulated more than seven years of experience in the banking and utilities domains, which has equipped him with a comprehensive understanding of model risk and data management.
Achievements
During his career, Saswata Ghosh developed a monitoring framework for the Xbrand ML application scorecard models using Qliksense. His work at HSBC has involved significant contributions to model monitoring, loss forecasting, and provision within the Credit Risk domain. His roles have consistently focused on enhancing model performance and ensuring compliance with regulatory requirements, reflecting his commitment to excellence in model risk management.