Aakash Ojha Email & Phone Number

• Worked on PD (Probability of Default) model. It involved loan level and macroeconomic data. The complete model was based on distinct models for different transition states and involved transition matrix multiplication based on Markov’s Chain.• Application of Machine Learning Algorithms like Logistic Regression, Decision tree models like Random forest, XG Boost, etc.• Ensuring SR 11-7 compliances for Model Validation. Performed Sensitivity Analysis, Stress testing, Back testing, etc. for the model.• Data Manipulation and Analysis, Feature Engineering and Feature Selection.• Worked for credit grading of consumer loan models, collateral based models, etc.• Worked for validation of Vendor models.• Enthusiast for Working in CCAR models.