About

Saptarshi Ghosal is a Senior Data Scientist with almost eight years of experience in the domain of Financial Fraud Risk and Analytics Consulting. He is currently working at Walmart Global Tech, where he leverages sophisticated Machine Learning algorithms to mitigate fraud in Consumer Banking Products such as Credit Cards, Digital Money Transfers, and Cheques. He is also responsible for effective Model Risk Management as per SR 11-7 Guidelines. Saptarshi has hands-on experience with Machine Learning algorithms such as Linear and Logistic Regression, CART, Random Forest, Gradient Boosting, XGBoost, and GPU-accelerated XGBoost. He is also well-versed in Deep Learning algorithms such as YOLO and CRNN with PyTorch. He is proficient in tools like Python, PySpark, R, SAS, MS Excel, and Query Languages like Hive and Teradata. Previously, Saptarshi has worked on Scorecard Development, Click Stream Data Analysis, and Twitter Data Topic Classification using NLP techniques such as TF-IDF and N-Gram. He possesses excellent communication skills and has prior experience in GNU Octave, MATLAB, and C. Currently, Saptarshi works as a Fraud Model Developer for Chase Consumer Banking Products and Services at JP Morgan. He incorporates Adaptive Machine Learning techniques to effectively prevent fraud attacks in a dynamic environment with effective management of Model Risk as per SR 11-7 Guidelines. He has also developed a tool for Anomaly Detection, which was recognized as one of the top three ideas in an internal Hackathon. Saptarshi is also responsible for delivering sessions on Data Manipulation using SQL for campus hires as an instructor. Before joining JP Morgan, Saptarshi worked as a Senior Analyst, Quantitative Modeling, CCB Risk at JP Morgan, where he was responsible for replicating existing SAS processes into Python/PySpark. He was also responsible for the development of SR 11-7 compliant Machine Learning models to mitigate fraud in Chase Consumer Banking Products such as Credit Cards, Digital Money Transfers, and Checks. Saptarshi has also worked as an Analytics Consultant at BRIDGEi2i Analytics Solutions, where he developed Acquisition Credit Risk Scorecard using Logistic Regression for Personal Loan Cross Sale business of an Indian Non-Banking Financial Corporation. He was also responsible for capability development by delivering sessions on R programming across the organization as an instructor. Saptarshi holds a Master of Technology (MTech)