Puneet Khandelwal

About Puneet Khandelwal

Hi there! I’m Puneet Khandelwal, a Model Risk Analyst at JPMorgan Chase & Co. With a solid background in finance, data science, and risk management, and I worked on internal grading models, Probability of Default (PD) models, and hedge valuation for complex financial products. My expertise lies in validating and enhancing models that assess creditworthiness and risk, ensuring alignment with regulatory frameworks like CCAR, ICAAP, IFRS9, and BASEL guidelines. I enjoy diving into quantitative analysis, identifying improvement areas, and solving challenging financial problems with data-driven strategies. Whether it’s optimizing model frameworks, exploring innovative approaches in risk management, or collaborating on advanced analytics, I’m always excited to learn and grow. 🤝 Let’s connect! I’d love to discuss insights, share ideas, or explore the latest in finance, data science, and AI. Disclaimer: All views I share are my opinions and don\'t represent any views of my employer.

Experience

1. Quant Modelling Analyst

   JPMorganChase

   Jul 2023 — Present · Bengaluru, IN

   Validated internal credit grading and climate risk models across diverse asset classes, developing a strong command over grading logic and risk quantification techniques.2. Identified key statistical and implementation gaps through independent testing and deep-dive reviews, strengthening model robustness.3. Led reviews of complex, non-standard risk frameworks and hedge valuation models (e.g, derivatives, structured notes), enhancing model transparency and control.4. Collaborated cross-functionally to expedite critical deliverables under tight timelines (e.g, CCAR), uncovering impactful issues during code and methodology assessments.

Education

• Indian Institute of Technology, Kharagpur

  Dual Degree (B.Tech + M.Tech) M.Tech in Financial Engineering and B.Tech in Mining Engineering

  2018 — 2023