Mehul is current working at Regions Bank as Assistant Vice President in the Treasury Department. As a Treasury Quantitative Modeler, Mehul is responsible for the development and maintenance of quantitative solutions across a wide range of subjects such as CCAR, PPNR Modeling, balance sheet forecasting, deposit analytics, prepayment, interest rate risk, market risk, economic capital, fixed income analysis, yield curve construction, derivatives valuation.
In the past, Mehul has worked as a Consultant at PwC for ~ 3 years. At PwC, Mehul has worked extensively on CCAR Models, Machine Learning (PD Model for benchmarking), quantitative and qualitative model building, model validation, data analytics, financial modeling, organizing stakeholder meetings, submitting business proposals, negotiation, presentation, etc.
Talking about Mehul's educational background, Mehul completed his Master's at NC State University in the discipline of Financial Mathematics. At the University, he was exposed to different areas such as Credit Risk, Market Risk, Option Pricing, Bond Pricing, Predictive Models etc. He completed his undergraduate from VIT University, Vellore in 2018. Moreover, he has published 3 research paper in the discipline of Entrepreneurship, Corporate Finance and Credit Risk.
Specialties:
Credit Risk || Market Risk || Stochastic Modelling || Derivatives Pricing || Data Science || Machine learning || Big Data Analytics || Time Series Analysis || Economic Modeling
