Abhay Kumar Mishra

Lead Data Scientist at Oliver Wyman | IIT Kanpur

New Delhi, Delhi, India

About

5+ years of experience in advanced analytics consulting. Delivered multiple projects for clients in APR, US and UK. Use-cases covered: - IRB PD model development for the Global Wholesale NBFI portfolios of a top UK bank - Price elasticity modeling for a top UK motor insurer - Climate Vulnerability Assessment POC for a top SG bank - Time-series modeling and dashboard development for a top APAC Oil & Gas corporation - Deposit pricing models and campaign strategy for SG and HK markets of a top UK bank - A14, D0, and Completions model development for a top US airline - B-Score model development for a top SG digital bank - A-Score model development for a leading US working capital provider - IRB Loss Given Default (LGD) model development for a top UK bank - MAS compliant model approach note for the global wealth management portfolios of a top UK bank

Experience

  • Oliver Wyman (2 yrs 2 mos)
    • Lead Data Scientist
      Dec 2024 - Present · 1 yr 8 mos

      Led team to successfully deliver the following: - Extended client elasticity deposit pricing models for TD-like-SA products for SG and HK markets of a top UK bank; Campaign design and strategy to roll-out customer level offers

    • Senior Data Scientist
      Jun 2024 - Dec 2024 · 7 mos

      - Client elasticity deposit pricing models for TD for SG and HK markets of a top UK bank

  • IRB Model Developer at Investec
    Dec 2023 - Jun 2024 · 7 mos

    - IRB Loss Given Default (LGD) model development for a top UK bank

  • Indus Insights (3 yrs 5 mos)
    • Associate Manager
      Dec 2022 - Dec 2023 · 1 yr 1 mo

      Led teams to successfully deliver the following: - Time-series modeling and dashboard development for a top APAC Oil & Gas Corporation - B-Score model development for a top SG digital bank - A-Score model development for a leading working capital provider - A14, D0, and Completions model development for a major American airline

    • Senior Associate
      Jun 2021 - Dec 2022 · 1 yr 7 mos

      - Climate Vulnerability Assessment POC for a top SG bank - Price elasticity modeling for a top UK motor insurer - Lead trainer for the R/Modeling module for new joiners

    • Associate
      Aug 2020 - Jun 2021 · 11 mos

      - IRB PD model development for the Global Wholesale NBFI portfolios of a top UK bank

  • Intern - Business Analyst at AgroStar
    May 2019 - Jul 2019 · 3 mos

    - Alternate data credit model development

  • Head Of Public Relations at Udghosh, IIT Kanpur
    Apr 2018 - Apr 2019 · 1 yr 1 mo

    - Spearheaded a 4-tier team responsible for handling the hospitality, payments, and travel of all performing artists - Part of a 22 member Festival Core Team