Samrangi Ghosh
Georgia Institute of Technology, Class of 2018
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Samrangi Ghosh of , India, has earned a Master of Science in Quantitative & Computational Finance from the Georgia Institute of Technology in Atlanta. Ghosh was among approximately 3,600 undergrad...
February, 13 2019 - Verified by Georgia Institute of TechnologyWorking on the CECL (Current Expected Credit Loss) Implementation project.
Worked on the CECL Implementation Project. Have written the Business Requirement Document (BRD) for multiple portfolios in the Consumer portfolio of the bank.
Worked as a data analyst in the Market Risk Model Development group.
Developed an application user interface for dynamically choosing approximately 15 stratification criteria (coupon rate, FICO
score, loan-to-value ratio, loan size, loan age etc.) for Mortgage Servicing Rights (MSRs) to determine the prepayment rate
for the Applied Financial Technology (AFT) Prepayment Model; used electron framework with nodeJS, jQuery, Python and
SQL; reduced the computing time by ~90%
