Shuvankar Bera is a Vice President in the Risk Modelling Solutions team at Citi, where they lead projects focused on US mortgage secured model development. Previously, Shuvankar served as an Assistant Vice President in the model development team for commercial portfolios at Wells Fargo and as a Manager in Citi's Model Risk Management team. With over 13 years of experience in analytics and credit risk modeling, Shuvankar has a strong background in developing predictive statistical models for various regulatory use cases. They hold a Master of Science in Quantitative Economics from the Indian Statistical Institute and a Bachelor of Arts in Economics from Jadavpur University.
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