Avinaba Chattaraj

Q: What is Avinaba Chattaraj email address?

Email Avinaba Chattaraj at chattarajavi1994@gmail.com and achattaraj@investec.co.za. This email is the most updated Avinaba Chattaraj's email found in 2026.

Q: How to contact Avinaba Chattaraj?

To contact Avinaba Chattaraj send an email to chattarajavi1994@gmail.com or achattaraj@investec.co.za. (updated on March 21, 2025)

Credit Risk Modeller at Investec | Mumbai, Maharashtra, India

About Avinaba Chattaraj

Avinaba Chattaraj currently serves as a Credit Risk Modeller at Investec, where he leverages his robust academic background in Economics, Econometrics, and Statistics to develop sophisticated statistical models that underpin the bank’s credit risk management framework. His expertise is particularly focused on loss forecasting and the development of models aligned with regulatory requirements such as IFRS 9 and IRB standards. One of his key contributions involves recalibrating TTC (Through-The-Cycle) Probability of Default (PD) to Point-In-Time (PIT) PD using the Vasicek-Merton equation combined with mathematical optimization techniques, enhancing the accuracy of credit risk assessments under volatile economic conditions.

Avinaba has also pioneered the creation of innovative tools to streamline model monitoring and reporting processes. For instance, he developed a PD model monitoring application utilizing the Streamlit package in Python, integrated seamlessly with the bank’s in-house APIs, enabling real-time insights and proactive risk management. His work extends to constructing frameworks for calculating origination PD term structures and reporting these using survival analysis techniques, which significantly improve the granularity and predictive power of credit risk models.

With skills spanning IRB modeling, loss forecasting, climate risk stress testing, and advanced data analytics platforms like Google BigQuery and SAS, Avinaba consistently applies econometric modeling and data-driven insights to support strategic decision-making. His expertise in marketing attribution and financial analytics further complements his ability to translate complex data into actionable insights, ensuring Investec remains resilient and compliant within a dynamic regulatory landscape.

Avinaba Chattaraj Work