Aditya Kulkarni

Quantitative risk analyst - Treasury model validation

Role
Quantitative Risk Analyst - Treasury Model Validation at UBS
Location
Mumbai, MH, IN
LinkedIn followers
500 followers

About Aditya Kulkarni

Quantitative risk analyst with focus on validation of Interest rate risk in the banking book (IRRBB) and Liquidity and Funding (L&F) models.

Experience

  1. Quantitative Risk Analyst - Treasury Model Validation

    UBS

    Sep 2022 — Present · Navi Mumbai, IN

    Validation of methodology, conceptual soundness, implementation and performance of Liquidity Stress Testing and Interest Rate Risk in the Banking Book (IRRBB) models

Education

  • Maharashtra Institute of Technology

    Bachelor of Engineering (B.E.), Mechanical

    2009 — 2013

  • K V Pendharkar College

    Higher Secondary Certificate, Science

    2007 — 2009

  • University of Massachusetts Amherst

    Master of Science (M.S.), Mechanical Engineering Thermofluids

    2015 — 2017

  • RPTU Kaiserslautern-Landau

    Doctor of Philosophy - PhD, Computational Molecular Fluid Dynamics - Mechanical Engineering

    2017

  • Swami Vivekanand Vidyamandir

    Secondary School Certificate

    1997 — 2007

Skills

  • Autocad
  • Microsoft Office
  • English
  • Python
  • Thermodynamics
  • Latex
  • Engineering
  • Matlab
  • Teamwork
  • Direct Numerical Simulation
  • C
  • Solidworks
  • Fluid Dynamics
  • Multiprocessing
  • Powerpoint
  • Microsoft Excel
  • Mechanical Engineering
  • Numerical Simulation
  • Numerical Analysis
  • Applied Mathematics
  • Research
  • Partial Differential Equations

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Aditya Kulkarni — Quantitative Risk Analyst - Treasury Model Validation at UBS in Mumbai, MH, IN | Unifers