Chaitanya Vardhan Jammalamadaka
( Huntington National Bank )
Experienced Quantitative Risk Modeling professional with over 12 years in the Banking and Financial Services sector. Specialized in credit loss forecasting (CCAR/CECL), PPNR modeling, and regulatory-compliant model development using machine learning and statistical techniques. Proven track record in end-to-end model lifecycle management—from data preparation and model development to deployment and monitoring. Proficient in Python, SAS, R, SQL, and Tableau for analytics and automation. Adept at collaborating with stakeholders and model risk teams to drive strategic decisions through data-driven insights.