Aditya Shah
Management Consultant - Accenture Strategy and Consulting ||Ex-Quant @UBS || FRM || NIBM Pune’21 (Gold Medalist) || B.tech VIT,Vellore’18 (Top 5% of batch)
- Role
- Management Consultant (Risk and Compliance) at Accenture
- Location
- Pune City, MH, IN
- LinkedIn followers
- 500 followers
About Aditya Shah
Thank you for visiting my LinkedIn Profile1. A brief introduction about myself; I am a post-graduate of the National Institute of Bank Management (NIBM), Pune mainly focused on risk management and banking. Prior to NIBM, I completed my engineering at Vellore Institute of Technology, Vellore.2. I have also cleared FRM conducted by GARP, USA3. I am currently working as an Authorized Officer in UBS in the risk management domain. I am part of wholesale credit risk model development team.3. Previously worked as an Associate Consultant in Auronova Consulting in the risk management domain. I have predominantly worked on Credit Risk Model Validation in SAS Programming language and PD Model, scorecards development in python. I am well versed in different programming languages such as SAS Programming, Python, and SQL.5. I am also acquainted with various market risk concepts such as different types of VaR (Historical simulation, Hybrid, Monte-Carlo simulation, Variance-Covariance), SVaR, stress testing, and back testing6. I have a keen interest in Derivatives mainly the valuation of different derivative products such as options, and CDS, and have theoretical knowledge of payoffs of both Linear and Non-Linear Derivative products.7. I believe we learn more from networking than through knowledge assimilated from books. As it is rightly said that your network is your real net worth.8. Drop a text or feel free to connect at email id: a••••••••@gmail.com.would be happy to connect and interact.
Experience
Management Consultant (Risk and Compliance)
Sep 2025 — Present · Pune, IN
Developing an end to end Credit Risk Early Warning Indicator (EWI) model for a European bank to monitor borrowers’ financial behavior. The model will leverage statistical techniques to identify patterns and generate triggers and alerts, enabling proactive risk management as per EBA guidelines
Education
Vellore Institute of Technology
B.tech Mechanical Engineering
2014 — 2018
National Institute of Bank Management (PGDM)
PGDM, Banking and finance
2019 — 2021
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