Yash Khatri
UBS | CFA L1 | HSBC | IIT KANPUR
- Role
- Quantitative Researcher at UBS
- Location
- Mumbai, MH, IN
- LinkedIn followers
- 500 followers
About Yash Khatri
Quantitative finance professional with 5+ years of experience in financial modeling…
Experience
Quantitative Researcher
Jul 2023 — Present · Mumbai, IN
Led validation of macro-financial stress scenarios (EBA, ICAAP, Federal Reserve) by modeling shocks across interest rates, credit spreads, and FX markets globally.• Substantiated macroeconomic forecasting and nowcasting models in Python to project economic indicators and simulate policy-driven outcomes.• Conducted empirical analysis and econometric modeling to study portfolio sensitivities to central bank policy and macro events.• Authored comprehensive reports detailing the impact of market stress on these financial instruments, in compliance with regulatory standards for risk management and capital adequacy.• Integrated ESG risk analytics into active portfolios, reducing flagged high-transition-risk companies by 40%.• Constructed a $250M AUM financial model for a carbon credit fund, optimizing project inclusion and return forecasting.• Presented Scope 3 emissions risk insights to senior leadership, supporting ESG-aligned strategies.
Education
Indian Institute of Technology, Kanpur
Masters, Quantitative Finance and Risk Management
Indian Institute of Technology, Kanpur
Bachelor of Technology - BTech, Aerospace Engineering
2015 — 2019
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