Varun Nakra
Vice President at Deutsche Bank
About
Varun Nakra is an analytics professional with over 15 years of experience specializing in credit risk modeling and advanced analytics. Currently Vice President at Deutsche Bank, he has developed key models for credit risk, operational risk, and stress testing, leveraging machine learning and statistical techniques. Varun has a proven track record in quantitative research, model development, and analytics consulting across multiple verticals and markets such as the US, Singapore, and Australia. He holds an MBA in Business Administration from National Institute of Industrial Engineering and has extensive experience in leadership and project management roles in global financial institutions.
Priorities
Varun's priorities revolve around developing pragmatic, data-driven solutions that enable businesses to make informed and profitable decisions through advanced mathematical and statistical modeling. He focuses on credit risk modeling, including IRB PDLGD and EAD models, stress testing, and risk scorecards. Varun emphasizes the application of machine learning techniques such as gradient boosting trees, neural networks, and Bayesian statistics to solve complex credit risk problems. He also prioritizes effective project management, leadership, and stakeholder management to drive impactful analytics outcomes across diverse sectors like banking, insurance, and transportation.