Pankaj N.

• Independently performing detailed credit analysis at both the issuer and sectoral level • Performing credit research for banks based on NII, NIM, CET1, LCR and other credit metrics • Performing business and financial risk profile analysis of corporate in line with S&P and Moody’s guidelines • Executing capital structure analysis to identify and generate bond trade ideas based on YTM, modified duration, option- adjusted spreads, z-spreads etc. • Supporting client on data cleaning aspects using Python: Performing preliminary data cleaning, exploratory data analytics and advising the client on significant variables for model building for credit risk modelling (PD, LGD and EAD) • Suggesting significant variables in model development for credit risk based on VIF, stats models and regression techniques • Currently leading two projects supporting two leading investment banks based out in Europe