Saurabh D. Khemka
Financial Engineer | CFA | FRM
- Role
- Deputy Manager (Strategy, Risk and Transactions Financial Risk) at Deloitte
- Location
- Mumbai, IN
- LinkedIn followers
- 500 followers
About Saurabh D. Khemka
Risk Advisory professional with an academic foundation in Financial Engineering, specializing in model validation, financial modeling, and risk management. Proficient in mathematical programming languages including Python, R, and SQL, with a proven aptitude for solving complex problems. Currently serving as a Deputy Manager at Deloitte India, I have validated models across a spectrum of domains, including Stress Testing (CCAR/DFAST), Market Risk, Operational Risk, and Treasury & Liquidity. My expertise also extends to development and review of Model Risk Management (MRM) frameworks for Banks. I am also adept at developing business requirements and designing workflows for proprietary risk tools. In addition to my professional experience, I hold the CFA designation, am a certified FRM and SCR (GARP), and have a Master’s in Financial Engineering from the University of Michigan. My technical and analytical expertise is complemented by my dedication to continuous learning and collaboration with forward-thinking teams to drive innovation and results in risk management. Let’s connect to discuss financial risk management, quantitative finance, stock analysis and emerging trends in the financial landscape.
Experience
Deputy Manager (Strategy, Risk and Transactions Financial Risk)
Jun 2023 — Present · Mumbai, IN
Education
NMIMS University
Bachelor of Technology (B.Tech.), Electronics Engineering
2008 — 2012
University of Michigan
Master's degree, Financial Engineering
2012 — 2013
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