kenich pandeya

I’m a Structured Finance Modelling Analyst who translates credit facility terms into precise, model-ready logic, so deal teams get faster, clearer decisions. At BNP Paribas, I interpret credit facility agreements for private credit fund clients and implement eligibility, concentration limits, OC tests, IC tests, and LTV logic across multi-currency structures in Sentry PM.

I also build automation that turns raw data into actionable credit insight—most notably a Python-based collateral analysis platform that compares collateral files across reporting periods and highlights obligor-level changes, leverage movements, and eligibility shifts. I maintain structured finance models (WAF, WASF, OC, IC, LTV) with same-day escalation of Cash Trap and Event of Default triggers, and I produce borrowing base certificates to support drawdowns.

Before that, I strengthened my modelling foundation through valuation and actuarial work: I developed automated valuation models for infrastructure assets (solar parks and wind farms), built Python/SQL valuation models for structured credit and infrastructure debt, and constructed a 25-year loan pool model across 100,000 loans for stress scenarios. I hold a BSc in Mathematics with Actuarial Science (First Class with Honours, 89%), and I enjoy partnering with technical and business stakeholders to improve accuracy through automation and clear reporting (including Power BI dashboards and Bloomberg-integrated pricing tools).