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Prasanna-K-123/README.md

Prasanna K

Credit-risk analytics · Model validation · Quantitative decision science

I am pursuing M.A. Actuarial Economics at Madras School of Economics, Chennai, after completing B.Sc. Mathematics at Loyola College, Chennai (2023–2026). I am seeking summer 2027 internships in credit-risk analytics, model validation and decision science.

My project portfolio connects statistical evidence to practical decisions. The studies include reproducible code, evaluation against baselines, decision memos and interactive evidence explorers. Their limitations and negative findings are part of the results.

Start here

Project Decision and evidence
Consumer credit risk and review strategy Built scoring, readable CART segments and review-policy sensitivity in Python/SQL. A historical Taiwan queue of 600 clients (10% capacity) captured 33.4% of observed defaults. Five cost assumptions expose workload tradeoffs; separate official US reporting adds market context. Outcome concentration does not measure prevention.
US card loss forecasting and scenarios Forecasted aggregate US bankcard charge-off rates using archived information at each origin. Evaluated 46 quarters with independent Ridge refits, input-support diagnostics and uncertainty checks. An editable Excel workbook makes the hypothetical exposure/loss bridge inspectable.
Bank-risk model validation Public FDIC data, purged temporal evaluation, calibration and independently recomputed evidence. A post-hoc later historical cohort exposed 9 missed failures out of 10, restricting use despite strong pooled ranking.

Explore the research portfolio for results, methods, source code and demonstrations.

The nine-study portfolio also covers causal customer decisions, operational forecasting and allocation, financial-statement and funding decisions, Indian inflation release vintages, Treasury asset–liability and liquidity decisions, and insurance pricing and reserve uncertainty.

LinkedIn

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  1. consumer-credit-risk-strategy consumer-credit-risk-strategy Public

    Credit-card model development, independent SQL validation, review-capacity analysis and official US bankcard market reporting.

    Python

  2. us-card-loss-forecasting us-card-loss-forecasting Public

    US bankcard aggregate loss forecasting with archived data vintages, baseline comparisons, macro scenarios and a formula-driven Excel loss bridge.

    Python

  3. credit-risk-model-validation credit-risk-model-validation Public

    FDIC bank-failure monitoring with purged temporal evaluation, calibration, independent metric checks and cohort diagnostics that restrict model use.

    Python

  4. causal-customer-decisions causal-customer-decisions Public

    Randomized campaign decisions and Criteo released-sample targeting sensitivity, with frozen policies, baseline comparisons and explicit identification limits.

    Python

  5. treasury-alm treasury-alm Public

    Treasury ALM research with historical hedge evaluation, synthetic longevity and liquidity stresses, a funded runoff ledger and formula-workbook reconciliation.

    Python

  6. insurance-price-reserve-risk insurance-price-reserve-risk Public

    Historical motor pricing and reserve-uncertainty studies with exposure-aware calibration, interval evaluation and explicit source-cohort limits.

    Python