Aditya Choubey
Vice President at Goldman Sachs
- Role
- Vice President at Goldman Sachs
- Location
- Bengaluru, KA, IN
- LinkedIn followers
- 500 followers
About Aditya Choubey
As a strategist in Credit Risk division at Goldman Sachs, I work on FRTB Credit Valuation Adjustment ( CVA ) models.
Experience
Vice President
Dec 2022 — Present · Bengaluru, IN
Worked on CVA models for Commodities and Rates- Helped modify / develop CVA greek calculations for FRTB CVA. I have an end to end understanding of CVA pricing pipeline- For ISDA\'s FRTB CVA capital benchmarking, I have driven end-to-end FRTB CVA capital generation on hypothetical portfolios- Worked on IRB PD model development.
Education
Indian Institute of Technology, Kharagpur
Bachelor of Technology (BTech), Agriculture and food engineering
2012 — 2016
Denobili School, CTPS
Class X board
2005 — 2010
Chinmaya vidyalaya, Bokaro
Class XII board
2010 — 2012
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