Sanjeeban Chatterjee is the Director of Behavioral Modeling at Andrew Davidson & Co., Inc. (AD&Co). He specializes in Mortgage and Consumer Credit. Sanjeeban’s current areas of research include leveraging credit bureau data from Equifax, Experian, and TransUnion to create better behavioral models and help with policies to sustain and increase homeownership. His career has encompassed various roles in Management and Research & Development. He manages all aspects of the behavioral modeling business, providing long-term vision for modeling products and leading the behavioral modeling team, including the data, technology, and user-interface teams at various points in time. He also serves as a Product Manager for all AD&Co Prepayment and Credit Models and has been a member of the management committee and the goals and budget councils. Additionally, he is a trustee for the ESOP (Employee Stock Ownership Plan).
Sanjeeban is one of the original employees of AD&Co. During his initial tenure, he was responsible for the early development of cutting-edge prepayment and default models for mortgage and asset-backed securities. He worked at the firm from 1993 through 2000 before joining JP Morgan Fleming Asset Management (JPMFAM) as a Vice-President in the quantitative research group. In this position, he developed models and provided quantitative research to help the mortgage investment team manage approximately $25 Billion in mortgage-backed securities. His other responsibilities included performance attribution and finding value in specified pools. After spending 4 years at JPMFAM, Sanjeeban rejoined Andrew Davidson & Co., Inc. in 2004.
Sanjeeban received an MA in Applied Statistics from the University of Pittsburgh and a BS in Mathematics from Bates College.