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Work Experience
Senior Data Analyst
Auronova Consulting
Aug 2024 - Present
Developed a Probability of Default (PD) model using logistic regression on 260K+ home-loan account-month records, enabling data-driven credit risk assessment. Performed end-to-end EDA and feature engineering: integrated behavioral, CASA, and delinquency data; applied binning, WOE, and IV analysis to engineer 30+ predictive features. Conducted rigorous feature selection using IV, VIF etc; maintained a 70/30 train-test split for unbiased evaluation. Validated model performance using GINI, KS, ROC-AUC, and MAPE; converted model output into a business-ready credit scorecard. Validated Corporate and SME credit rating models using 7,000+ customer records and 8 years of historical data (2018โ2025). Built Python data pipelines to combine rating model outputs with historical performance data and create clean validation datasets. Developed a 12-month default target using Risk Rating and Days Past Due (DPD) information for model evaluation. Evaluated model performance using AUC-ROC, Gini, KS,and PSI to assess model accuracy, stability, and rating distribution.
Quantitative and Software Development Intern
Futures First
May 2024 - Jul 2024
Extracted and analyzed OHLC and volume data for 10+ financial instruments via REST APIs, enabling structured time-series datasets for quantitative research. Implemented 10+ technical indicators (RSI, MACD, Moving Averages, Bollinger Bands) in C# with parameterized inputs, supporting comparative signal analysis across instruments. Built a spread-calculation module generating synthetic multi-leg OHLC data across user-defined timeframes, supporting structured backtesting and strategy evaluation.
Education
B.Tech - Chemical Engineering - Indian Institute of Technology, Roorkee
2021 - 2025 ยท Afghanistan
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