This document contains the resume of Abhishek Kumar. It summarizes his educational qualifications including an M. Stat from the Indian Statistical Institute and a B. Stat from the same institution. It outlines his work experience at Copal Amba as an associate doing credit risk modeling and other statistical work. It also lists internship experiences and academic projects focused on statistical modeling and data analysis. Technical skills and areas of interest are provided, along with academic achievements and extracurricular activities.

1. Abhishek Kumar Contact No. : +91-8981757278
Associate, Copal Amba, A Moody’s Analytics Company Email ID: abhishek.isi2008@gmail.com
Career Objective:
To secure a challenging position in an organization where I can effectively apply my skills and knowledge of statistics,
programming in real life problems and further enhance my skills to adapt to continuously changing statistical inference
and analysis with strong team work as well as individual effort
Educational Qualification:
Degree/Examination Institution/Board Specialization
M. Stat Indian Statistical Institute, Kolkata Actuarial Statistics
B. Stat Indian Statistical Institute, Kolkata Statistics (Hons.)
Higher Secondary D.A.V J.V.M Shyamali, Ranchi, CBSE Mathematics, Physics, Chemistry
Secondary D.A.V Hehal, Ranchi, CBSE Science
Work Experience:
Copal Amba, A Moody’s Analytics Company, Gurgaon, India (August 2013 - Present)
 Credit Risk Modeling for Moody’s Analytics (Enterprise Risk Services team)
 Development, validation and calibration of Basel (PD, LGD) and rating models for wholesale portfolios of various
banks using banks internal data as well as Moody's Credit Research Database (CRD)
 Pricing Bermudan Swaptions under the LIBOR Market Model (using Least square Monte Carlo approach)
 Developed a Granularity Adjustment statistical model for Regulatory Capital Assessment by estimating the
difference between theoretical and actual VaR
 Experience in portfolio management using Moody’s RiskFrontier
TM
, a cutting-edge portfolio risk/return and Credit
VaR assessment product and mark-to-market valuation tool
 Understanding of Stress Testing/ Reverse Stress Testing under CCAR using Moody’s GCORR modeling framework
 Onsite exposure of enhancing and developing the Internal Capital Adequacy Assessment Process (ICAAP) for a
Middle East Bank
 Responsible for training the team on Statistics, R and Moody’s Analytic Models: EDFs, RiskFrontier, RiskCalc etc.
Internships:
CrowdANALYTIX, Bangalore, India (Dec 2012 - Jan 2013)
 Simulation & Modeling of e-Commerce visits data to analyse and predict the purchase behaviour of customers
(Random Forest & Clustering)
 Analysing tweets to understand behavioural change in student loan profile in American market (Text Mining of
tweets to build a structured dataset to identify patterns)
National Stock Exchange of India Ltd. (NSE) , Mumbai, India (May 2012 - July 2012)
 NSCCL Risk Department (National Securities Clearing Corporation Ltd.): Trade settlement risk analysis
 Predictive Modeling of the occurrence of collateral insufficiency and settlement shortage w.r.t. all clearing
members. Developed a Credit Risk Scorecard using Artificial Neural Network
KPMG Financial Advisory, Doha, Qatar (Offline)
 Prediction of Trading Volume of Stock Exchanges [Equity Market Segment]: Regression & Time Series Modeling of
the trade volume of Stock Exchange’s namely Qatar SE, Saudi SE, NSE, BSE & NYSE with parameters like Index
value, Oil prices, Exchange Rates and Gold prices

2. Academic Projects:
 Stochastic Modeling of repairable systems, using non-homogeneous Poisson process, under Prof. Biswabrata
Pradhan, SQCOR, ISI Kolkata
 CSO Training: Trained on the Official Statistical System of India at National Academy of Statistical Administration
(NASA) under the Ministry of Statistics and Programme Implementation, Govt. of India
 Analysis of meteorological data in districts of West Bengal, to calculate the effect of global warming and shift in
monsoon, under Prof. Debasish Sengupta & Anup Dewanji, ASU, ISI Kolkata
 Study on the effect of noise pollution among schools on the attention of students in classes under Prof. Debashis
Sengupta, ASU, ISI Kolkata
 Perception & prevalence of private tuition among 10+2 students in Kolkata under Prof. Debashis Sengupta & Anup
Dewanji, ASU, ISI Kolkata
 Cluster Analysis of Fisher-Iris data under Prof. Sourav Ghosh, HGU, ISI Kolkata
 Missing Data estimation and forecasting of time series production data under the Ministry of Statistics and
Programme Implementation, New Delhi
 Analysis of claims data in health insurance to detect frauds, using Logistic Model, under Prof. Subir Bhandari, BIRU,
ISI Kolkata (Fraud Modeling)
 Term Structure Interest Rate Modeling, using Spline Regression, under Prof. Gopal Basak, Stat-Math Unit, ISI
Kolkata
Technical Skills:
 Statistical packages known: MATLAB, SPSS, Minitab, SAS, R
 Computer language known: C, C++, SQL, Python
 Others: MS Excel, MS PowerPoint, MS Access
Academic Achievements:
 Recipient of the prestigious INSPIRE scholarship from Department of Science and Technology , Govt. of India
 Student member of the Institute of Actuaries of India, cleared CT3 and exempted for the CT7 exam
 Won several district level and state level contests including JCECE, Chota-Nagpur Mathematical Talent Search and
Regional Mathematical Olympiads
 IIT-JEE 2008 rank within top 1%
 AIEEE 2008 state rank within top 0.1%
Areas of Interest:
 Statistical data analysis, Machine Learning, Data mining & Modeling, Statistical hypothesis testing, Quant. Finance,
Stochastic Processes, Regression Analysis, Simulations, Mathematical Puzzles, Microeconomics and Programming
Extra-Curricular Activities:
 Taught students preparing for ISI, IIT entrance exams for more than 3 years
 Subject matter expert at eTutor network: Helped doctoral students in solving advanced statistical projects &
assignments
 Organising committee member of INTEGRATION, the annual cultural festival of ISI, Kolkata
 Library Convenor of CV Raman Hall, Boy’s Hostel, ISI Kolkata
I hereby declare that all details provided here are true to best of my knowledge and belief. The above information may
be used for all purposes permitted by law and under data protection regulations.
Date: 27 March, 2015 Abhishek Kumar