Nehal specializes in delivering risk business consulting and technology for Market Risk, Credit Risk and ALM. He is a seasoned professional with deep expertise in CECL/IFRS9, Stress Test (CCAR/DFST) and application of Machine Learning in Financial Risk. He has been in the industry for 10+ years serving various financial institutions delivering business expertise and end to end risk architecture for large scale risk and finance transformations.
Nehal meets with executives, and subject matter experts with various financial institutions and discuss solving business problems and improving efficiencies in risk and finance management. He also works with Big 4 consulting firms and technology companies to discuss the best practices with frequently changing regulatory and technology environments.
Nehal is hands on with developing the risk and finance systems with qualitative and quantitative background. He has demonstrated leadership and excellence in solving risk and finance problems in a cost effective way yet easy to adopt changes.
This paper studies a few popular machine learning models using LendingClub loan data, and judges these on performance and interpretability