Tushar Ingle
About Tushar Ingle
Tushar Ingle is a Counterparty Credit Risk Analyst at UBS, specializing in credit derivatives and risk-weighted asset calculations. He holds an MBA in Finance and has extensive experience in financial analysis and regulatory frameworks.
Current Role at UBS
Tushar Ingle has been serving as a Counterparty Credit Risk Analyst at UBS since 2018. His role is based in the Mumbai Area, India. In this position, he specializes in the calculation and settlement of credit derivatives, particularly credit default swaps (CDS) on mortgage-backed securities (MBS). He is involved in the calculation of risk-weighted assets (RWA) and regulatory reporting, ensuring compliance with financial regulations.
Previous Experience at Tata Consultancy Services
Before joining UBS, Tushar Ingle worked at Tata Consultancy Services as an Assistant Manager from 2015 to 2017. His tenure lasted for two years in Pune. In this role, he contributed to various projects and initiatives, leveraging his expertise in finance and risk management.
Background in Education
Tushar Ingle holds an MBA in Finance from Indus Business Academy, where he studied from 2007 to 2009. Prior to that, he earned a Bachelor of Engineering (B.E.) in Electronics and Communication from Nagpur University, completing his studies from 2002 to 2006. His educational background provides a solid foundation for his career in finance and risk analysis.
Expertise in Financial Instruments
Tushar Ingle possesses expertise in the valuation of complex financial instruments, including residential mortgage-backed securities (RMBS) and commercial mortgage-backed securities (CMBS). He is skilled in option pricing using the Black-Scholes-Merton (BSM) model and derivative pricing. His knowledge extends to regulatory frameworks such as Basel II/III and CRD-IV requirements, as well as IFRS 13 and liquidity coverage ratio methodologies.
Skills in Risk Management and Data Analytics
Tushar Ingle has a strong background in market risk and sensitivities calculation. He is proficient in using quantitative models for securitized products, including potential future exposure (PFE), expected positive exposure (EPE), expected exposure at default (EEPE), and exposure at default (EAD). Additionally, he has experience in data analytics and business analysis within the financial sector, enhancing his ability to assess and manage financial risks.