Sujeet Narendra Shinde

Experience

1. Quantitative Finance Consultant

   Deloitte

   Sep 2024 — Present · Hyderabad, IN

   Model Risk Management - Consulting PracticeExperience across pricing, risk, and econometric models spanning structured notes (Rates and MBS), FX, Equities, Interest Rates, XVA, and credit products. Worked on derivative pricing, counterparty credit risk, market risk, margin and capital models, and Actuarial models. Developed and validated econometric models (VECM, VAR), Bayesian regression, ML models, and stochastic models including Black-Scholes, SABR, Hull-White, Heston, Cox-Ingersoll-Ross (CIR), Bachelier, Local Volatility, Stochastic Volatility, and Libor Market Model (LMM), as well as challenger models for pricing, valuation, and risk measurement. Partnered with global banks and hedge funds to validate and replicate in-house and vendor models for pricing and risk management. Proficient in Python, C++, SQL, SAS, Git, Linux and Excel/VBA, with strong expertise in stochastic calculus, probability, statistics, Bayesian statistics, numerical methods, and linear algebra. Knowledgeable in regulatory frameworks including FRTB, CCAR, SR 11-7, Basel and stress testing.

Education

• Indian Institute of Foreign Trade

  MBA IB, International Business

  2019 — 2021

• Visvesvaraya National Institute of Technology

  Bachelor of Technology (BTech), Civil Engineering

  2013 — 2017