Mrinal
BlackRock | American Express | Ford Motor Company | IIT Kanpur | Panjab University
- Role
- Financial Engineer - Ai Quantitative Research at BlackRock
- Location
- Chandigarh, CH, IN
- LinkedIn followers
- 500 followers
About Mrinal
Credit Risk and Quantitative Modeling professional with 6+ years of experience delivering $48M+ validated business impact across U.S. commercial and small business portfolios. Expertise in PD modeling, credit scorecards, survival analysis, reject inference, model governance, and ML-driven risk frameworks within regulated financial environments. Currently building AI-driven fixed income and RMBS risk models at BlackRock, with proven experience leading production ML deployments, regulatory model approvals, and enterprise risk analytics initiatives. Equally effective as a hands-on builder and team leader, managing DS teams and translating model outputs into credit strategy decisions for CRO-level audiences.
Experience
Financial Engineer - Ai Quantitative Research
Sep 2025 — Present · Gurugram, IN
RMBS Credit Spread Model: Developing a factor-based credit spread model for the $1.7T non-agency RMBS market, decomposing systematic risk (macro, sector, collateral quality, ratings, maturity) via regression attribution, supporting daily portfolio risk attribution and securitized product analytics across $2B+ ADV. • AI Factor Automation: Designed an AI-driven currency factor modeling framework for automated time-series generation, risk exposure calculation, and performance attribution; integrated Kalman filtering, ML, and hybrid imputation to resolve missing-data gaps and eliminate manual curve smoothing intervention. • Governance & Migration: Led migration and governance modernization of USD EM Corporate and ABS risk models; rebuilt QC frameworks adopted across multiple asset classes. • Stakeholder Management & Leadership: Collaborated with quant analytics, implementation, testing, and client teams across risk initiatives; supported senior leadership on RMBS and securitized products modeling
Education
Panjab University
Bachelor of Engineering - BE, Mechanical Engineering
2014 — 2018
Indian Institute of Technology, Kanpur
Master of Business Administration - MBA
2018 — 2020
St. Kabir Public School, Chandigarh
High School - ICSE
1999 — 2012
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