Sonali P.
Quantitative Analyst - Economic Capital | MS in Applied Mathematics | Python, R, SAS, SQL | FRM L1
- Role
- Quantitative Analyst at Fifth Third Bank
- Location
- Cincinnati, OH, US
- LinkedIn followers
- 500 followers
About Sonali P.
I am a Quantitative Analyst at Fifth Third Bank with a background in Applied Mathematics. My job involves maintaining, supporting, and updating mathematical models for interest-rate risk assessment and Economic Capital estimation.My expertise includes performing Value-at-Risk (VaR) analysis, forecasting, stress testing, portfolio analysis, and evaluating the impact of interest-rate fluctuations on Economic Capital. I am proficient in R, SAS, and SQL, and have hands-on experience generating scenarios, conducting portfolio evaluations, and executing VaR analysis using QRM.As a working professional, I am dedicated to ongoing learning, collaboration, making decisions based on data, and personal growth.
Experience
Quantitative Analyst
Aug 2022 — Present · Cincinnati, OH, US
Education
Florida State University
Master of Science - MS, Applied and Computational Mathematics
University of Mumbai
Bachelor of Engineering, Electronics and Telecommunications Engineering
2018
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