Shreya Jain

Authorised Officer @UBS

Mumbai, IN

Model validator in Scenario Generation team- Independently replicated the scenario projection models developed for regulatory and internal stress testing- Assessed appropriateness of calibration data in terms of sourcing, outliers and economic intuitiveness- Validated conceptual soundness of methodology deployed (OLS, Kalman, Nelson Seigel, PCA, ECM) to model the products such as Breakeven Inflation Rate, Government Bond Yield, Overnight Index Swap Rate, Sovereign CDS- Verified appropriateness of analytical assumptions, parameters, model calibrations, expert adjustments, etc- Reviewed benchmark analysis and developed a benchmark to validate and challenge the model specification- Assessed model risk, performance of model, identification of limitations, and their assessment- Documented validation report as per regulatory requirements across the four risk dimensions of the model- Collaborated and communicated the validation findings with model developers and key stakeholders of the model.

Hindu Vidyapeeth, Sonipat

Class 12

Delhi School of Economics

MA Economics

Lakshmibai college, delhi university

Ba (hons)