CURRICULLUM VITAE

SUSHANT KUMAR PRUSTY Plot # 2-95/10/22, Road No. 46

MBA(Fin.), B.E.(Mech.) Mastan Nagar, Jubilee Hills,
Hyderabad-500 033
E-mail: shant.prusty@gmail.com
Phone:+91-9966206613,040-
23552061
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:

• Dedicated, hard-working individual with intercommunication skill to network with

all levels of the organization.

• Expertise in Credit Risk Modeling- Credit Scoring Model, Determining Probability

of Default, LGD,EAD and Valuation of Credit as per BASEL II recommendation.

• Proficient in application of Monte-Carlo Simulation, Value-at-Risk (VaR), Regression

and Time Series Models.

• 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: Finance

Summer Internship: Project taken in PricewaterhouseCoopers (P) Ltd., Delhi, on

the topic

“Comparative International Study in Advance Ruling Authority”, based on status

in ten countries. This is a research based project where the concept of “Mutually
Exclusive and Collectively Exhaustive” 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 – present at CALIMERE RESEARCH AND ANALYTICS PVT. LTD.

(www.calimere.com) Hyderabad, Andhra Pradesh as Analyst- Credit Risk/Business

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, “Comparative Study on Risk Management

Methodology in Financial Institutes (FI)”. 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, 2006 at 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)

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Description of Responsibility:

1Managing a team for Process Parameter Controlling and trouble- shooting in

manufacturing of Compact Disc-Recordable, handling a shift with 62 –Lines (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 – 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’

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 2. Philipp Krayenbühl

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

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Date:

Hyderabad Sushant
Kumar Prusty

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