Download PDF

Summary and Key Skills

Expertise in Modelling and Forecasting. Using Logistic and Linear Regression, Markov Chains, Time Series Modelling, CHAID, Decision Trees, Random Forests, Factor Analysis, Cluster Analysis, Segmentation Analysis. Building Capital and Impairment models to predict PD/EAD/LGD under both IAS39 and IFRS9 Frameworks. Expert in Base and Advance SAS. Using eMiner for Visualization and Segmentation. Teradata and SQL for Data Mining and Extraction. Basic knowledge of R for performing analysis. Seeking challenging opportunities along the same lines

Work History

Jul 2014Present

Senior Analyst

  • Two years of extensive experience in Risk Modelling on the Capital Side. Worked on both Regulatory and Economic Capital Models for predicting PD, EAD and LGD. hands on experience in working on IFRS9 compliant PD and LGD models using Time Series and Survival Analysis
  • Worked for the Retail Market Risk team under the Risk Analytics function. Took the lead in the automation of the FDSF (Form Data Submission Framework) reporting procedures used by the team to generate the stress testing reports submitted to the PRA in the UK. 
  • Also, worked on the restructuring of the hedging procedures used for the £3 Billion Barclays Partner Finance (BPF) portfolio hedging procedures to ensure that the process was much more streamlined and efficient.
  • As part of the Financial Control Modelling(FCM) (Unsecured Lending) team. I worked on creating CRDIV compliant BASEL models for Probability of Default (PD), Loss Given Default (LGD) and Exposure at Default (EAD) models for the Barclayloan and UK Current Account portfolio. 
  • Currently, I am a part of the Financial Control Modelling(FCM) (Secured Lending) team. Currently working on developing IFRS9 compliant LGD Models for Impairment using Survival Analysis
  • Developed  Basel II  LGD model  for UK Retail Mortgage portfolio (exposure as of development period,  Dec’15 - £120 bn), successfully submitted to the PRA in Dec’2015 for approval.                                                                       
  • Revised the default definition as specified within the Capital Requirements Directive (CRD IV)
  • Ensured greater account level accuracy through more sophisticated modeling methodologies for the model components
  •  Successful implementation of this model would lead to an RWA release of £4bn
  • Introduced the concept of Economic Loss for Cure accounts (from default) to account for  losses arising due to the discounting impact on delayed arrear payments in line with regulatory requirements


PwC India, Government Reforms and Infrastructure Development (GRID), Advisory – Trainee  2013 Part of the Public Finance team. Conducted field visits to gather data and evidence. Studied feasibility and progress of various government schemes to which aid was provided by international donor agencies and then aided in preparing reports and analysis for the same

Academic Achievements

  • Awarded the G.C. Jahangir Memorial Prize for topping in the Economics Honours batch of Hans Raj College in 2010
  • Awarded the Vidya Bhushan Khurana Memorial Award for Student with Best Social Values and a High Academic Record in 2008
  • Awarded the Lalita Khare Memorial Award for standing first among Springdalians in the CBSE Examination and the Navneet Kapoor Memorial Running Trophy for Topper in Maths in CBSE Examination from the School in 2007
  • Completed 4 Modules of the National Stock Exchange of India(NSE)’s Certification in Financial Markets (NCFM) in 2010
  • Attended and Successfully completed London School of Economics(LSE) Summer School Course EC212 – Introduction to Econometrics in 2012

Extra Curricular Activities

  • Won 1st Prize in the Tata Crucible Campus Business Quiz - The Biggest Business Quiz organised in India, 2014
  • Won 1st Prize in the Business Quiz organized by College of Business Studies, DU 2013
  • Won 1st Prize in the Business Quiz organized by NSIT, DU 2013
  • Won 1st Prize in the Biz-Tech Quiz organized by ITM University 2013
  • Won 2nd Prize in the Intel-Aeon Open Quiz organized in IIT, Delhi 2011
  • Won 1st Prize in the General Quiz organized in Kamala Nehru College, DU 2011

Positions of Responsibility


May 2012May 2014

M.A. Economics

Delhi School of Economics, University of Delhi

Studied Advanced Microeconomics, Game Theory, Advanced Econometrics, Applied Statistical Methods, Financial Markets among others - 61.2% Aggregate 

May 2009May 2012

B.A.(H) Economics

Hans Raj College, University of Delhi

Studied Macroeconomics, Microeconomics, Econometrics, Mathematical Methods in Economics, Real Analysis, International Trade among others. - 77.80% Aggregate

Mar 2008Mar 2009

Higher Secondary Certificate

Springdales School, Pusa Road, New Delhi

Physics, Chemistry, Mathematics, English, Computer Science - 93.60% Aggregate

Mar 2006Mar 2007

Secondary School Certificate

Springdales School, Pusa Road, New Delhi

Science, Mathematics, English, Hindi, Social Science - 94.80% Aggregate