Rahul Panwar
Quant Development Associate at Natwest Group
- Role
- Quantitative Development Associate at NatWest Group
- Location
- Gurugram, HR, IN
- LinkedIn followers
- 500 followers
Experience
Quantitative Development Associate
Jul 2022 — Present · Gurugram, IN
Built firm-wide unified risk analytics for desks/quants with dynamic rebucketing(using Jacobian transforms, PCA, regression), decomposition, and spread views; standardized risk for auditability and faster decisions. • Engineered pricing stack: curve bootstrapping for new term structures, CSA discounting and spread modeling to project risk onto liquid hedges.• Shipped a compliance-grade RAG assistant over FX/e-trading venue rulebooks (citation-enforced); that cuts compliance lookup from days to minutes.
Education
Indian Institute of Technology, Delhi
Bachelor of Technology, Mathematics and Computer Science
2014 — 2018
Skills
- Data Structures
- Computer Vision
- R
- Digital Image
- Java
- Full Stack Development
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