Kapil Pachauri

Secure a responsible career opportunity to fully utilize my training and skills, while making a significant contribution to the success of the company.

Data Analytics with Python, NPTEL (IIT-R), 83%

Data Science ToolBox: Python, ML, DL & NLP (Advance)

• Modeled ECL by scientific methodology, implementation in current portfolio. (PD, LGD, EAD modeling) as well as Expected loss calculation for individual and arising unexpected loss of the portfolio.
• Identified new arising risk factors in the current portfolio and recommended the policy change by decision trees.
• Identification of macro-level portfolio distortions, performance analysis of mode of re-payments by decision trees, analytical review of performance parameters.
• Portfolio Econometric analysis of counterparty FOIR and LTV by developing their relationships with macro-economic factors such as inflation rate, interest rate.
• Development of Demographic Risk Model by building which successfully have accuracy of approval 93% (out of sample) with TPR of 45% (out of sample) and AUROC: 64%
• Finalist for the Campus Round, Enigma IIM Sirmaur for Data Analytics.
• AIR 109 IFSC Global Mathematics Probe.

The impact of Priority sector lending on NPAs in the Indian Banks portfolios with risk-return analysis.

Bank of Baroda, Risk Management Department, 08/2020 - 10/2020, Capital Stress testing for Bank of Baroda in the light of the COVID-19 pandemic by building PPNR Model.

 Central Board Of Secondary Education, New Delhi, Gyanasthali Public School, Mahoba

• Writing
• Teaching Mathematics
• Cricket & Chess
• Anchoring
• Play Scripting (Mime Act)
• Modern Indian Politics

Expected credit loss calculation by building models for PD, LGD and EAD. Application & Behavioral Scorecard Development IFRS 9 ECL Calculation using Vasicek method.