I’m a Quantitative Risk Professional with 9+ years of experience in developing, validating, and implementing models across Market, Credit, Liquidity, and Climate Risk. My expertise spans pricing complex derivatives and fixed income instruments using stochastic modeling, Monte Carlo simulations, and advanced quantitative frameworks.

I’ve led projects on VaR, ES, XVA, PFE, PD, LGD, EAD, RWA, and IFRS 9 ECL, with deep exposure to global regulatory regimes including Basel III/IV, FRTB, SA-CCR, SIMM/DIMM, CRD IV, ICAAP, ILAAP, CCAR, and SR 11-7. I partner closely with trading desks, treasury, and ALM to align quantitative strategies with business objectives and capital optimization.