Ashutosh Kumar
Quantitative Analyst | Investment Banking | CCAR/BOEST
- Role
- Quantitative Analyst at Barclays
- Location
- New Delhi, DL, IN
- LinkedIn followers
- 500 followers
About Ashutosh Kumar
Hi, this is Ashutosh Kumar, currently working as an Analyst in the Model Risk Management team at HSBC. I work on validating/reviewing various models in the domain of Retail Credit Risk. I have performed the end-to-end validation of various regulatory (e.g, Probability of Default and Loss Given Default) and non-regulatory (Retail Fraud and Marketing) models. The model methodologies include different classical (e.g, Linear and Logistic Regressions for regulatory models) and Machine Learning based (e.g, Gradient Boosting, XGBoost) approaches. I have thorough understanding of these modelling methodologies (e.g, Linear and Logistic Regressions, Fractional Logistic Regression, Hazard Modelling, XGBoost etc.) and have provided effective challenges (basing SR Letter 11-7, internal validation standards etc.) to the model developers by highlighting the critical issues impacting the model data, model design, model performance and other various aspects of the model lifecycle. I have extensively worked on Python and SAS for the review/validation of the models.
Experience
Quantitative Analyst
Jul 2025 — Present · New Delhi, IN
Education
St. Xavier's College, Ranchi
Bachelor of Science - BS, Statistics
2017 — 2020
Sri Venkateswara College, Delhi University
M.Sc. , Statistics
2020 — 2022
Department of Statistics, University of Delhi
Master's degree, Statistics
2020 — 2022
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