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Published by: api-3826517 on Oct 18, 2008
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CARRER OBJECTIVE:

Enthusiastic, creative, people oriented with a consistent effort for results. Applies technical approach and industry experience in solving problems and maintain peak efficiency. Wish to join a work environment that is open and congenial to learning and growth.

SUMMARY OF QUALIFICATIONS:
\u2022
Dedicated, hard-working individual with intercommunication skill to network with
all levels of the organization.
\u2022
Expertise in Credit Risk Modeling- Credit Scoring Model, DeterminingProbabil ity
of Default, LGD,EADan d Valuation of Credit as per BASEL II recommendation.
\u2022
Proficient in application of Monte-Carlo Simulation,Val ue-at-Risk (VaR), Regression
and Time Series Models.
\u2022
Hands-on Experience in application of SAS 9.1- Base, STAT and Excel Macro.
EDUCATIONAL QUALIFICATION:
1MASTER IN BUSINESS ADMINISTRATION at Amity Business School, NOIDA, 2003-2005,
with First Class Grading (7.2 CGPA).
Field of Specialization: Fin ance
Summer Internship: Project taken in PricewaterhouseCoopers (P) Ltd., Delhi, on
the topic
\u201cComparative International Study in Advance Ruling Authority\u201d, based on status

in ten countries. This is a research based project where the concept of \u201cMutually Exclusive and Collectively Exhaustive\u201d Method has been used for determining the criteria of comparison.

2BACHELOR OF ENGINEERING in Mechanical Engineering from Utkal University, Orissa,
passed in 1998 with First Class Grading (66%).
3Student Member of Actuaries Society of India, Mumbai (2007).
PROFESSIONAL WORK EXPERIENCE:
Aug. 18, 2006 \u2013 presentat CALIMERE RESEARCH AND ANALYTICS PVT. LTD.
(www.calimere.com) Hyderabad, Andhra Pradesh as Analyst- Credit Risk/Business
SUSHANT KUMAR PRUSTY
MBA(Fin.), B.E.(Mech.)

Plot # 2-95/10/22, Road No. 46
Mastan Nagar, Jubilee Hills,
Hyderabad-500 033

E-mail: sh ant .p rust y@ gm ail.com
Phone:+91-9966206613,040-
23552061
CURRICULLUM VITAE
Research
Description of Responsibility:

I designed Credit Risk Models for Banks in Asia-Pacific region and Saudi Arabia for regulatory capital requirements and economic capital calculations. In this role, I devised an agile data management infrastructure and analytic application followed by compliance and reporting. Brief scope of activity is as under:

1. Determination of Probability of Default, Loss Given Default (LGD) and Exposure at
Default (EAD) as per IRB Approach and recommended on Capital Adequacy Ratio.
2. Credit Risk reporting including preparation of Credit, Operational and Market Risk as
per Basel II reports for regulatory compliance of Banks.

I spearheaded an assignment for Swiss Re, \u201cComparative Study on Risk Management Methodology in Financial Institutes (FI)\u201d. This involved FI like Credit Suisse, JP Morgan and Munich Re.

As a Credit Analyst, I worked on Energy-Utility Companies based in North America. My
responsibility involved:
1.Performing company analysis to assess their creditworthiness through 5 C Model
and Financial Analysis- Ratio and Cash Flow Modeling, Industry and Market Study.
2.Credit Risk Quantification- Credit Scoring and Structural models, Portfolio Credit
Risk Modeling through Simulation, Interest rate Models, Performance determination-
RAROC.
Experience in Valuation of Fixed Income Instruments for Globe-up(Hedge Fund). This
involved:
1.Bonds- Bootstrapping, Relative valuation Model for High Yield Bonds in Apparel,
Energy and Gas Sectors.
2. Valuation of Option- Exotic, Black and Scholes Method, Greeks, Hedging.
March 18, 2005- Aug. 2, 2006at CORPORATE CATALYST (INDIA) PRIVATE LIMITED
(www.ccindia.com), New Delhi, as Asst. Manager-Business Finance Services.
Description of Responsibility:
1Analyze Borrowers, business plans and their markets, in order to determine feasibility
and to minimize risks. Making Projected P&L, BS and CF, followed by Scenario Analysis.
2Conduct Risk and Return Analysis, structuring risk mitigation mechanisms, focusing on
optimization of various types of risk such as credit/default risk, interest rate risk etc.
3Making CMA Data for raising Working Capital, laisoning with Bank and Borrower.
4Valuation of Companies using DCF and Relative Multiple methods.
Dec 18, 2000 - July 7, 2003, at MOSER BAER INDIA LIMITED, A-164, Phase-II, Noida,
Uttar Pradesh as Process Engineer (Shift-Incharge)
Page2 of4
Description of Responsibility:
1Managing a team for Process Parameter Controlling and trouble- shooting in
manufacturing of Compact Disc-Recordable, handling a shift with 62 \u2013Lines (42 Steag
Lines, 18 MCL Lines, 2 SAFU).
2Self-Review and Projects (Cycle-Time improvement in SAFU, Modification of Lacquer
Profile/Programme, Lacquer Level Standardization).
Nov. 15th, 1998 - Dec. 10th, 2000, ENEREFF ENGINEERS LIMITED, New Delhi -
110044
As Engineer-Design and Detailing, managed a team involved in Detailing Engineering of
Heat Exchangers & Fire \u2013 Heaters.
Description of Responsibility:

1Bill of Material & Material Requisition Estimation.
2Checking of Engineering & Fabrication Drawings and.
3Visiting Site for Inspection & Consultancy.

CO-CURRICULAR ACTIVITIES PARTICIPATION:
1Presented paper on Corporate Governance and MNC at Business Summit at college
(2004).
2Director and Script Writer of a skit MBA-Need of the Hour at college (2004).
3Presented Paper on Cryogenic Engineering at Thirumugha Mechanical Engineers\u2019
Association, Tamilnadu (1996).
PERSONAL DETAILS:

Date of Birth: Aug. 1975
Marital Status: Married
Passport No.: E1334348 L
Hobbies: Maintaining Daily-Diary

REFERENCE:
1. Antoine Dulucq

Director-Credit Department
RBS Global Banking & Markets
280 Bishopsgate, London, EC2M 4RB

2. Philipp Krayenb\u00fchl

Director
Credit & Financial Markets Risk
Management
Swiss Reinsurance Company
Mythenquai 50/60, 8022 Zurich,
Switzerland

The above-mentioned details are true & correct to the best of my knowledge and belief.
Page3 of4

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