KANCHAN MALHOTRA

kanchanmalhotra13@gmail.com |+919833545342
Linked in: https://www.linkedin.com/in/kanchan-malhotra-31489552/

Academic Qualifications
Marks
Obtained
Course Name College/School/University Year of Passing (%)
M.A.Economics Delhi School Of Economics 2013 53.00
BA (H) Economics Lady Shri Ram College 2010 64.30
th
CBSE (12 ) Vishwa Bharati Public School,Noida 2007 93.20
th
CBSE(10 ) Uttam School for Girls,Ghaziabad 2005 76.40

Work Experience
Associate Credit Risk – JP Morgan Chase (Cards Fraud Modeling & Mortgage Strategy) Dec 2014
Experienced in handling both modeling and strategy roles
Fraud Risk Modeling Cards: Experience in building Machine learning, logistic models on huge transaction level data.
In addition to model building, also worked on projects involving validation of vendor models used in fraud prediction.

o First Fraud Model (Gradient Boosting Model): Using credit card historical transaction data, leveraged prospective fraud
patterns and built a card level fraud model to predict compromised cards that are prone to an imminent/first fraud attack.
o Methodology & Tools: Gradient boosting machine learning algorithm on SAS was used to build the model
o Impact: Card level fraud model score, used as an input variable into transaction level fraud model, resulted in an
additional fraud capture of 10-15% .
o Experience in machine learning models. Also possess knowledge in linear/logistic models used in credit risk modeling
and PD, LGD models.

Mortgage Credit Risk Strategy: leveraging customers internal and credit bureau data, worked on projects that involved
understanding impact to business and overall defaults driven by change in methodology of policy metrics considered at time
of loan originations.

o Debt to Income Methodology Analysis: Using the customer originations data and external bureau information, analyzed
and quantified the impact of an originations DTI (debt to income) methodology change on the business, for customers
with a pre-existing home equity line of credit.
Impact: Business gained an understanding into the incremental volume & dollar value from the prospective market
capture and the overall risk contribution arising from the incremental loans captured

o Industry Default Rate Comparison Analysis for Government insured loans: Conducted an exploratory analysis on
government insured high risk loans to identify the drivers of worsening default rates relative to US industry default rates.
Analyzed the metric in a controlled scenario and deep dived into vintages driving the overall default rates.
Impact: Helped the business gain an understanding into the segments contributing to the overall riskiness of the loans and
optimize on losses.

 Awards & Recognitions:

o Received “Thought Leadership & Innovation” award in mortgage strategy space for identifying bad loan segments in the
government insured loan segment, resulting in worsening of performance relative to industry and helping the business in loss
optimizing strategy.
o Received “Spot award” for contribution in building Machine learning (Gradient Boosting) model in credit card space to
identify compromised fraud cards
o Awarded “Collaboration” excellence award for collaborated building of machine learning mode with the onsite (US)
stakeholders

 Analyst - IBM Global Process Services, Bangalore Jul 2013-Nov2014

Worked on a live project in telecom domain for a leading US based telecom company
Involved in handling of project end to end including execution of analysis and presentation of business insights to client
 Analysis Conducted & Innovation: 

O Agent Training Optimization dashboard: Conducted Text Analysis on customer survey verbatim to identify the drivers of increasing
base of lowest rating customers based on inbound call interactions with agents. Deep-dived into aspects of agent behavior and
 created an agent level dashboard that mapped customer comments to agents to identify opportunity for training optimization.
 Innovation: Created an excel based dashboard, leveraging text data to identify targeted agent training opportunity. 
Impact: Site gained competitive edge over competitor sites and significantly lowered low satisfaction rated customers

Certifications
 Certified Business Analytics Professional (SAS) Jul2014-Oct2014

Internships/Academic Projects

 Novartis Healthcare, Health Economics & Outcomes Research, Summer Intern May 2012-Jul 2012
Worked with the global team on a research project ‘Assessment of Utilities for health economic valuation of drugs in specific
disease areas’ and suggested a health state utility measure for improving the cost-effectiveness of drugs used in these areas

 Academic term paper on ‘ The inter linkage between Sex ratio and Rapes in India’ 2012
Carried out linear regression technique on state level cross-sectional data to test the impact of parameters such as sex ratio,
Literacy rate, state GDP on the incidents of rapes. To analyze the hypothesized relationship, national level data available
through census was used to create the independent parameters

Interests
Avid music listener and vocalist, Cinematography, Aquatic Zumba enthusiast 