Abhijay Shukla
Credit Risk - Icm @Citi
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WORK HISTORY
Credit Risk - Icm @Citi
New York, NY, US
EDUCATION
Vellore Institute of Technology
Bachelor of Technology - BTech, Electrical, Electronics and Communications Engineering
North Carolina State University
Master's degree, Financial Mathematics
ABOUT ABHIJAY SHUKLA
Quant with 7+ years of experience working across Credit Risk Models (Structured Product, Retail, Wholesale), Financial Time Series Analysis, Fixed income pricing models, Macroeconomic scenario modelling and Stochastic modeling. Strong analytical and problem-solving abilities, combined with excellent communication and teamwork skills. Diligent and enthusiastic, a quant in North Carolina State University graduate student from a Master\'s degree in Financial Mathematics, and an experienced professional with a demonstrated history of working in the consulting industry (Statistical analysis, CECL modelling, Model Validation ) leveraging advanced data analysis, and machine learning techniques to derive valuable insights from the large datasets.Experience at PricewaterhouseCoopers (PwC) has given me a holistic approach to understanding business problems and proposing innovative solutions. My interest lies in solving these complex business problems, where I get an opportunity to crunch numbers and unearth aspects that impact financial decisions. Skills:Modeling skills: Regression (Linear, Logistic), Decision trees (Boosting, Random forest), Time series (ARIMA, SARIMA, VAR), Regularization (Ridge, Lasso), Principal component analysis.Quantitative skills: Prepayment Modelling, Performance Attribution, Valuation (Options, Fixed incomes products), Risk (Credit, Market, VaR), Equity valuation, Financial analysis.Programming/tools: Python (Sk-learn, Matplotlib, Seaborn, Plotly, Numpy, Pandas), MATLAB, R Studio, SAS, SQL, Advanced Excel, LaTex, MS office suits.Specialties: Credit Risk | Market Risk | Fixed Income Products | Derivatives Valuation | Data Analysis | Statistical Modelling | Machine learning | Business Advisory | Portfolio Development | Strategic Advisory | Market Research | Financial Analysis
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