Teja C

Experience

1. Quantitative Analyst

   State Street

   Sep 2024 — Present · Princeton, NJ, US

   Developed valuation models using Time Series Analysis, Machine Learning, and Stochastic Calculus to forecast credit losses and market values for complex portfolios, enhancing Risk Management accuracy.• Prototyped advanced models with Python, R, and MATLAB, leveraging Azure Machine Learning and Azure Databricks to improve decision-making across business units. Built and optimized Object-Oriented Programming solutions in Python and R, integrated with SQL and Azure Data Factory, to process large-scale financial data, reducing model runtime for Big Data Analytics.• Integrated Regulatory Compliance constraints into investment strategies using Portfolio Valuation techniques, ensuring adherence to risk guidelines. Designed model monitoring frameworks with Data Analysis and Model Validation, proactively resolving risk issues and improving oversight using Azure Databricks.• Evaluated third-party models with Machine Learning and Stochastic Calculus, ensuring alignment with State Street’s Risk Management standards. Supported risk initiatives and special projects, driving operational efficiency through Big Data Analytics and Azure Data Factory workflows.• Contributed to risk policy development and governance, delivering clear insights to senior management using SQL-driven Data Analysis. Excelled in a hybrid-remote environment, maintaining collaboration and leveraging Python and MATLAB for seamless project delivery.SKILLS: Financial Modeling, Time Series Analysis, Machine Learning, Stochastic Calculus, Python, SQL, R, MATLAB, Risk Management, Data Analysis, Object-Oriented Programming, Big Data Analytics, Regulatory Compliance, Portfolio Valuation, Model Validation, Azure Machine Learning, Azure Data Factory, Azure Data Bricks.