Abhay Maheshwari

Consultant with extensive experience at EXL Services, specializing in risk assessment and loss forecasting. Developed automated tools that significantly improved accuracy and compliance. Proficient in SAS programming and strategic decision-making, delivering insights that enhance business growth and performance optimization.

EXL Services, March 2023 - Present

• Optimized computation of ICAAP components (PD and CCF) by evaluating multiple computation iterations, selecting the most efficient one, and creating automated SAS code and documentation templates for streamlining operations
• Prepared regulatory decks for senior leadership by assessing PD and CCF for unsecured and secured portfolios to help in the assessment of capital requirements
• Conducted end-to-end validation for CECL models, including performance testing, back testing, and compliance with regulatory standards

EXL Services , November 2021 -February 2023

• Prepared model validation on a quarterly, semiannual, and annual basis using various statistical techniques like PSI, KS, ROB, MAPE, back testing, etc for more than 10+ Scoring and Regulatory Loss Forecasting Models.
• Analyzed macroeconomic indicators like GDP, equity index, etc. To provide explanations and insights into the performance of the portfolios
• Tracked various aspects of model characteristics, like performance, target audience, limitations, assumptions, etc by regularly maintaining and updating documents like Annual Model Review, Ongoing Model Assessment among others.

Exl Services, March 2020 - November 2021

• Drafted Monthly and Quarterly reports on clients' financial metric to account successes and account for deficiencies. Worked on number of Regulatory Projects including CCAR, Basel, CIR and others and provided several analytical insights into the performance of the portfolios.
• Implemented a more through data quality and accuracy procedure in multiple regulatory submissions which lead to an improvement in deliverables quality.

  EXL Services, September 2018 - March 2020 

• Developed an Automated Profit and Loss Projection tool using VBA and Excel.
• Worked on Initial Line Assignment Strategy.

Xeler8, Inc.,  August 2015 - January 2016

• • Conducted primary and secondary research on the Indian start-up ecosystem and provided analytical insights on trends and experiences; covered over 1,000 start-ups in a range of segments • Assigned tasks to interns, staffed projects, and updated other parties to enhance optimal business flow
• Assigned tasks to interns, staffed projects, and updated other parties to enhance optimal business flow