Amey Baokar

Amey Baokar, FRM, is a seasoned data scientist with extensive experience in risk analytics and model validation, currently serving as a Senior Data Scientist at Revolut since September 2022. Prior to this role, Amey held the position of Assistant Vice President at Citi from January 2019 to September 2022, focusing on the validation of credit risk, liquidity, and finance models for CCAR and Recovery & Resolution Planning, utilizing machine learning techniques. Amey's earlier career includes a Senior Consultant role at Deloitte, where expertise was applied in credit risk model development for banks in the Africa region and validation of statistical models for regulatory compliance. Notable contributions also include developing R-Shiny applications to automate credit rating models. Amey's educational background features a dual degree in Ceramic Sciences and Engineering from the Indian Institute of Technology (Banaras Hindu University) and advancements in financial risk management with GARP, alongside being a CFA Level 3 candidate.