Credit Suisse:
Presently Ayush is employed in Credit Suisse as Risk Analyst in Model Performance and Monitoring Team.
He is mainly involved in monitoring the performance of the PD, LGD and EAD models. He is also involved
in conducting the EAD/RWA materiality analysis for portfolio in the scope of AIRB models. He performs calibration checks, assesses descriminatory power and checks stability of Rating models.
Mckinsey & Company:
He worked as Model Developer in Risk Dynamic team in Gurugram between September 2021 to April 2022. He was involved in building credit scorecard for MSME clients to automate the process of underwriting for small ticket size loans. He was involved in complete life cycle of PD models for MSME portfolios from Data Collection, Model Development, Implementation, Calibration, Validation and Final Integration.
He mainly worked with Banks in South India and Philiipines.
UBS Business Solutions:
He worked as Risk Modeling and Analytics Specialist in UBS between July 2020 to Sept 2021. He implemented and validated different Pre-Provision Net Revenue (PPNR models). He performed different statistical tests to check for the assumptions of OLS time series regression and also developed different benchmark models like ARMA to support the assessment.
Indian Political Action Committee (IPAC):
He worked as political consultant for Indian Political Action Committee between 2016-2017 for Punjab Election. He was manily involved in strategising election campaigns and implementing them on ground
after liasoning with political leaders and volunteers.