It was an excellent consulting session with Shreyash. The discussion was highly insightful, with valuable knowledge exchange and experience sharing. Shreyash provided some great suggestions that added significant depth to the conversation, making the session both productive and engaging.
Vice President | Pricing Quant | Risk Modeling | ML Practitioner
Currently serving as Vice President in the front office Markets Quant Group at BNY Mellon, I specialize in quantitative finance and model development, with expertise in building and implementing advanced risk models for counterparty credit risk, market risk, and derivatives pricing.
Professional Highlights:
BNY Mellon: VP in the Markets Quant Group, delivering front-office quantitative solutions.
Morgan Stanley: Designed and implemented sophisticated counterparty credit risk methodologies, including the Dynamic Initial Margin model.
Deutsche Bank: Played a key role in advancing market risk methodologies and enhancing the firm’s risk analytics framework.
Certifications & Expertise:
Certified Financial Risk Manager (FRM) and experienced FRM tutor with 100+ hours of teaching in quantitative analysis.
Holder of the Certificate in Quantitative Finance (CQF).
Machine Learning practitioner with a focus on applying AI techniques to financial modeling and LLMs.
With extensive experience across leading financial institutions, I excel at delivering robust quantitative solutions to address complex financial challenges.