Shivansh Gupta

Risk Analyst - Software Engineering @Goldman Sachs

Hyderabad, IN

Analyzed periodic portfolio and risk changes with relation to current market events using various VaR and stress testing techniques, mainly focusing on Fixed Income Currencies and Commodities businesses, to help trading desks with making strategic decisions on their holdings and regulatory compliance.2. Developed and reviewed various risk reports for both internal and external regulators and stakeholders, including the Federal Reserve\'s Y14Q Schedule F, ensuring strict adherence to established standards e.g. data quality and variance analysis controls. Wrote scripts/code to streamline and automate processes and create tools used for risk analytics and reporting for faster, smoother and optimized execution. Studied current market scenarios and events to better understand risk changes and upgrade existing techniques and models to achieve comprehensive risk evaluation and management.