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.