Pandey's body was found on the tracks about one km from the Ghaziabad railway station late last night and a suicide note was also recovered from the spot, they said.
In a purported video, which he recorded at Buxar Circuit House in Bihar, Pandey, a 2012-batch IAS officer spoke about how he was fed up with his life and the constant tussle between his parents and his wife.
"My parents and wife have constant tussle. Their tussle has made my life difficult. They love me a lot but excess of everything is bad," he said in the five-minute long video.
He further added that he was not left with no other option but to take the extreme step.
"My wife loves me a lot and even I love her. There is a lot of turmoil in my married life. She is an extrovert and has an aggressive personality. I am an introvert and peace loving person," he said.
He also mentioned about thinking of taking the path of spiritualism and social work but decided against it, since he felt that his existence was "meaningless".
"Nobody is to be blamed for my suicide. I have lost the will to live," he said.
Bihar Chief Minister Nitish Kumar condoled the death of the officer. "He was a capable administrator and a sensitive officer. May god bless his soul," he said in a tweet.
Earlier, in the purported note which was found from his body, Pandey had said that he was fed up with his life and has lost his "faith in human existence".
Police said they later found the "detailed suicide note" from the hotel room in which the officer had written he was "upset" because of problems in his marital life.
Officials of the Government Railway Police (GRP), who reached the spot, near Kotgaon here, said prime facie it was a case of suicide.
The body was found around 8.40 pm near Katgaon yesterday. The body was identified with the help of ID cards recovered from his pocket.
Police said Pandey's post-mortem was conducted today by a team of three doctors in Ghaziabad and it was videographed.
The body will be transported to Guwahati where his family lives and the last rites will be conducted there, they said.
Before taking the extreme step, Pandey had sent messages to his family members that he was planning to commit suicide at Janakpuri District Centre.
A police team was immediately rushed to the mall but it could not trace him.
The police received information around 6.30 pm and started analysing the CCTV footage but it was seen that he had left the mall around 6 pm.
The police carried out searches in nearby malls, hotels and even shut down some shops and the entrance to the top floors to scan the corridors but he could not be traced.
Around 8.10 pm, the Sarojini Nagar police station in south district was informed by Pandey's sister-in-law that he was missing.
She told the police that he had checked into a five-star hotel in the morning yesterday, but after he remained incommunicado, she informed the police.
The Delhi Police said they are awaiting a report from their counterpart in Ghaziabad before taking future course of action.
Disclaimer: No Business Standard Journalist was involved in creation of this content
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