April 02 to 04 2018, Santa Clara, USA.

Speaker "Rajat Agarwal" Details

Name :
rajat agarwal
Company :
Title :
Senior Director
Topic :

Role of predictive modelling in credit underwriting

Abstract :

LendingClub is the largest marketplace lender in the world, which relies heavily on applications of big data and machine learning. My role as a part of the analytics team entails the use and understanding of such applications for robust credit modeling and decisioning. Credit underwriting is one of the powerful applications of big data modeling given the scope of its impact on the society. I am very passionate about this field and much interested in being a part of a broader discussion highlighting the implications of data science and machine learning faced by the evolving marketplace lending space.

Profile :
Rajat Agarwal is Senior Director, Investor Analytics at Lending Club where he is focused on capital markets and securitization. He is responsible for monitoring the asset performance and communicating with ABS investors, underwriters, rating agencies and leverage providers about the credit model updates and the relative value of the assets on the platform. Rajat brings around 10 years of experience in fixed income and capital markets across a broad range of asset classes. Prior to LendingClub, Rajat spent 6 years at Goldman Sachs in the Investment Banking Division where he was most recently co-head of Financial Institutions Group Strats and responsible for advising regional banks on stress test modeling under Dodd-Frank Act. Prior to Goldman Sachs, Rajat worked at Deutsche Bank at the European rates desk providing relative value strategies and portfolio monitoring analytics to the hedge fund clients. Rajat earned a Master of Financial Engineering from Haas School of Business, University of California Berkeley and a Bachelor of Technology in Electrical Engineering from Indian Institute of Technology, Delhi.

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