Pranav Vrat
Assistant Vice President @JPMorganChase
Mumbai, IN
EMAILS
MOBILE NUMBERS
+91 *********19
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WORK HISTORY
Jan 2019 — Present
Assistant Vice President @JPMorganChase
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Developed the CCAR Stress Testing models for Markets Revenues for multiple businesses (across Macro, Spread, Equities and Financing businesses) using Linear and Dynamic Regressions in R. Presented the models to senior management, validation and created materials and QnA responses for FRB and OCC regulators on the same.
SKILLS
Quantitative AnalyticsCommunicationRisk ManagementSas ProgrammingStress TestingOperational Risk ManagementOperational RiskMatlabData AnalyticsPresentation SkillsCcarBasel IiBusiness InsightsVarMachine LearningCross-Functional Team Leadership
ABOUT PRANAV VRAT
Skilled model developer with substantive experience in CCAR Model Development for PPNR…
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