Shubham Shah
Quant @ EY / MS Quantitative and Computational Finance, Georgia Tech Scheller College of Business / Passed CFA® Level 3 Exam / 2+ years of experience in Market Risk
- Role
- Senior - Quantitative Advisory Services at EY
- Location
- New York, NY, US
- LinkedIn followers
- 500 followers
About Shubham Shah
Aspiring to combine my passion for coding, numbers, and financial analysis, I am currently pursuing a Masters in Quantitative and Computational Finance at Georgia Tech. With a Bachelor\'s in Commerce and a Master\'s degree in finance, I have a solid foundation in finance. Throughout my career, I have selected electives such as data analytics using R programming, econometrics, and quantitative methods in finance, which helped me gain proficiency in coding and conducting in-depth statistical analysis. Passing all three levels of the CFA program has further strengthened my knowledge in complex areas of finance such as fixed income, derivatives, equity research, and wealth management.(http://bit.ly/3WKtYsF)As a Manager in the Model Validation team at Axis Bank, I have worked in developing and validating valuation models for derivative products like FX Swaps, Interest Rate Swaps, and Cross Currency Swaps. Additionally, I have successfully implemented bootstrapping models for various interest rate curves such as the USD SOFR, EUR ESTR, GBP SONIA, and JPY TONA. My contributions have improved model methodologies and assisted in seamlessly integrating a new vendor across the bank, enhancing valuation accuracy. I also have experience calculating market risk capital charges according to Basel norms and leveraging R programming to automate tasks, significantly improving efficiency. Notably, a project of mine involving generating payoff diagrams using R programming has become widely utilized within the bank.I am actively seeking a summer internship, where I can leverage my expertise in Python/R programming and my strong finance background to make optimal use of available data and help in decision-making. I look forward to working in a fast-paced environment and contributing my skills and passion to a dynamic team. Please feel free to contact me at s•••••••@gatech.edu
Experience
Senior - Quantitative Advisory Services
Jan 2026 — Present · New York, NY, US
Education
K J Somaiya Institute of Management
Master of Management Studies, Finance
2019 — 2021
Georgia Tech Scheller College of Business
Masters in Quantitative and Computational Finance
2023 — 2024
Mithibai College of Arts Chauhan Institute of Science and A.J. College of Commerce and Economics
Bachelor of Commerce - BCom
2015 — 2018
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