About

Nishan Agarwal is a highly skilled Manager at EY, with a focus on Risk Advisory and Financial Engineering. With a background in Mechanical Engineering from the prestigious Indian Institute of Technology Kharagpur, Nishan has completed an MSc in Financial Engineering from WorldQuant University. He is currently pursuing a Data Science course to stay updated with the latest market trends. Nishan has over 4 years of relevant experience in machine learning and retail banking, with a strong domain knowledge in Financial Services, Credit Risk Basel III AIRB models, and Anti Money Laundering detection in banking industries (GBIS). He is fluent in coding in data science relevant languages such as Python, R, and SAS. He has also worked on asset creation for the firm and building front-end products for Middle East and India Banks. Currently, Nishan is working on a project involving Basel AIRB Model Development, where he has developed Probability of Defaults (PD) model for European Banks, including end-to-end model development and documentation. He has also modified and enhanced SAS codes for portfolio data creation, resolved issues, and optimized them for a quicker turnaround. Previously, Nishan has worked as a Senior Consultant at EY, where he was involved in Basel (AIRB) model development. He has also worked on R shiny Web interactive application, Propensity models, and Model Validation experience. Before that, he has worked as an Analyst at HSBC, where he developed Loss Given Default (LGD) models for Basel regulations, enhanced and tested SAS tools for standardization, and performed data remediation in SAS. Nishan is skilled in various technologies such as Python, Random Forest, ML, Frontend, AI, Scikit, Pandas, Hadoop, Search, Web, and Apache Hive. He is fluent in English and is looking for international experiences to work in different cultures and gain knowledge.