Abhishek helps clients apply advanced analytics to solve their most challenging risk problems across the banking, insurance, metal and mining, and agriculture sectors.
Background
Abhishek develops advanced analytics models across a variety of use cases (e.g., econometric forecasting, credit risk assessment, and commodity and foreign exchange risk management).
He specializes in bank stress testing analytics across pre-provision net revenue (PPNR) and credit risk. He co-authored the white paper “Developing robust PPNR estimates,” which is considered an industry standard by stress testing teams at banks.
Abhishek has supported corporations on a diverse range of risk analytics topics including evaluating hedging strategies, estimating and mitigating financial risk, and manufacturing analytics.
He is also passionate about helping clients understand the impact of climate risk on their business strategies.
Abhishek holds master’s and bachelor’s degrees from the Indian Statistical Institute, Kolkata. He is a certified financial risk manager (FRM).
