Yash Khatri

Quantitative Researcher @UBS

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.

Indian Institute of Technology, Kanpur

Masters, Quantitative Finance and Risk Management

Indian Institute of Technology, Kanpur

Bachelor of Technology - BTech, Aerospace Engineering