Pratik Mehta
Director, Quantitative Analysis at Capital One
- Role
- Director, Quantitative Analysis at Capital One
- Location
- Washington, DC, US
- LinkedIn followers
- 500 followers
About Pratik Mehta
Mathematical finance professional with experience in credit risk modeling, model validation and model governance.
Experience
Director, Quantitative Analysis
Feb 2024 — Present · Washington, DC, US
Model risk management lead covering wholesale credit loss forecasting models
Education
Stony Brook University
Master of Science - MS, Applied Mathematics and Statistics
University of Mumbai
Bachelor of Engineering - BE, Electronics and Telecommunication
Rutgers University–New Brunswick
Master of Science - MS, Mathematical Finance
Skills
- Financial Modeling
- C++
- Stochastic Modeling
- Derivatives
- Financial Markets
- R
- S+
- Linear Regression
- Linear Programming
- Statistics
- Mathematics
- Quantitative Finance
- Simulation
- Numerical Analysis
- Optimization
- Machine Learning
- Matlab
- Econometrics
- Time Series Analysis
- Quantitative Analytics
- Simulations
- Stochastic Calculus
- S-Plus
- Equity Derivatives
- Technical Analysis
- Data Analysis
- Monte Carlo Simulation
- Applied Mathematics
- Options
- Vba
- Sas
- Statistical Modeling
- Visual Basic for Applications (Vba)
- Python
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