Rohit Garg

AI and Risk Analytics leader with 15+ years in banking and fintech across credit risk, fraud analytics, model governance, and applied Generative AI. Track record of building and deploying enterprise-scale ML, deep learning, and LLM/RAG systems for underwriting, fraud detection, regulatory compliance, and model explainability. Currently leading data science and advanced analytics for a large-bank risk portfolio, partnering with business, risk, and regulatory stakeholders.

Known for building high-performing teams, establishing audit-ready AI governance, and shipping explainable, production-grade solutions with measurable impact.

Senior Vice President – Data Science at KM (Banking & Financial Services) (2024-05 – Present)

AI and Advanced Analytics Leadership: Led development and deployment of analytics solutions across credit risk, fraud detection, and portfolio monitoring. Collaborated with senior stakeholders (business heads, risk, and regulators) to align analytics initiatives with business and compliance objectives.

• Led development of application scorecards, collection models, and NPA estimation frameworks
• Introduced segmentation-based modeling approaches to improve risk differentiation
• Developed investment withdrawal forecasting models using time-series and survival analysis
• Designed VaR-based simulation frameworks to support liquidity risk management
• Led development of deep learning-based fraud detection models
• Implemented feature engineering and model optimization strategies to improve detection accuracy
• Designed and implemented a RAG-based GenAI assistant to interpret credit, audit, and policy documents using natural language queries
• Delivered context-aware responses with source attribution, accelerating information discovery for auditors
• Ensured governance and audit readiness through traceability, grounded responses, and explainable outputs

Group Manager – Financial Services at EVS (Technology Services – GenAI & Automation) (2020-05 – 2022-11)

Enterprise AI Platform: Architected end-to-end AI platform for credit risk modeling, covering feature engineering, EDA, and model development. Standardized model lifecycle through automation, improving consistency, reusability, and development speed.

• Designed and implemented end-to-end automated enterprise monitoring framework for regulatory models
• Developed dashboards tracking key metrics (AUROC, KS, PSI) with stability classification and alerts
• Strengthened model governance through standardized monitoring and proactive risk identification

Assistant Vice President – Credit Risk Modeling at SYF (GE – Credit Cards) (2018-11 – 2020-04)

CECL Model Development: Developed cohort-based CECL models for retail portfolios (PLCC and dual cards), covering PD, LGD, and EAD components. Built PD framework using macroeconomic models for near-term forecasts and vintage curve analysis for lifetime estimation. Applied decision tree models at account level to predict LGD and utilization, improving granularity and accuracy.

• Supported end-to-end CCAR stress testing lifecycle including data preparation, modeling, and regulatory submissions
• Developed PD and LGD models combining loan-level attributes with macroeconomic variables
• Built PPNR forecasting models (ARIMAX, OLS, Co-integration) linking revenue and expenses to macroeconomic drivers for scenario forecasting
• Delivered scenario-based forecasting and back-testing frameworks to support stress testing and capital planning decisions

Assistant Manager – Risk Analytics at HSBC (Banking & Financial Services) (2014-03 – 2015-09)

Developed behavioral scorecards for retail banking portfolios across UK and Middle East markets using logistic regression.

• Led end-to-end scorecard development including data preprocessing, variable selection, model fitting, and deployment
• Delivered models used for portfolio decisioning, improving risk segmentation and credit strategy effectiveness

Vice President – Portfolio Analytics & Lending Optimization (ML & AI) at NDX (2022-12 – 2024-04)

Manager – Model Monitoring (Collections & Recovery Models) at TCS (2016-04 – 2018-10)

Analyst – Roll-Rate Analytics (Unsecured Retail Lending Portfolio) at EXL (2011-04 – 2012-07)

P.G.D.M. in Finance & Analytics – Indian Institute of Management (IIM), Raipur (2014)

B.E. in Computer Engineering – Birla Institute of Technology and Science (BITS), Pilani (2010)