Summary
Overview
Work History
Education
Skills
Certification
Websites
Accomplishments
Awards
Timeline
Generic
Aditya Saraswat

Aditya Saraswat

Mumbai

Summary

  • Quantitative researcher with a strong foundation in mathematical modeling, investment analytics, and automation.
  • Currently focused on the development and refinement of proprietary investment models, with applications in portfolio construction and stress testing.
  • Experienced in time-series analysis, optimization techniques, and scenario modeling across credit and market domains.
  • Skilled in translating complex quantitative frameworks into practical tools using Python, SQL, and Power BI.
  • Background includes 5+ years in financial analytics, risk strategy, and tool development across global investment banks.

Overview

8
8
years of professional experience
1
1
Certification

Work History

Quant Research Associate, Wealth Management

JP Morgan
Mumbai
11.2023 - Current
  • Serve as the primary quantitative researcher and co-owner of a proprietary investment framework used across global Wealth Management portfolios, elevating model performance through rigorous statistical design, stress-tested refinements, and actionable investment insights.
  • Conduct end-to-end research to enhance the model's mathematical structure, incorporating advanced techniques in time-series analysis, optimization, and factor behavior to ensure consistency across market regimes.
  • Collaborate on validation, documentation, and governance of the model, ensuring transparency, version control, and alignment with portfolio management standards and strategic goals.
  • Designed and deployed a Python-based stress testing tool that enables investment teams to simulate historical and predictive market shocks with multi-level drilldowns from portfolios to individual holdings.
  • Partner with portfolio management and research teams to streamline analytics workflows, automate key investment processes, and accelerate insight generation across strategies.
  • Contribute to annual reviews of thematic investing methodologies by providing statistical analysis, enhancing data integrity, and ensuring methodological consistency across evolving research frameworks.

Credit Risk Associate

Morgan Stanley
Mumbai
01.2023 - 11.2023
  • Developed Python-based tools for automated analysis of credit risk drivers, portfolio-level drilldowns, and scenario-based stress testing.
  • Designed Power BI dashboards integrating internal datasets and custom logic to visualize market stress impacts across portfolios.
  • Supported counterparty portfolio reviews through quantitative input and participated in risk discussions with senior stakeholders.

Credit Risk Analyst

Morgan Stanley
Mumbai
04.2021 - 12.2022
  • Performed quantitative analysis of exposure movements across metrics like current exposure, stressed exposure, and sensitivities.
  • Led Python automation efforts to enhance efficiency and depth in portfolio risk diagnostics.
  • Built interactive SQL and Power BI tools enabling drilldowns into exposure drivers across FID and SFT portfolios.
  • Delivered periodic reports capturing stress variance and exposure shifts, used in risk steering meetings.

Financial/Risk Analyst

Deutsche Bank
Mumbai
06.2019 - 04.2021
  • Executed PnL stress testing and automated PnL/VaR reporting workflows for FIC and Equities portfolios in the APAC region.
  • Produced regulatory reports, Economic Capital (EC), and RNIV (Risk Not in VaR) calculations using statistical tooling and internal models.
  • Designed and maintained risk reporting processes using SAS, Python, and Excel, supporting ongoing model and data validation needs.
  • Led Python/Tableau automation initiatives to streamline risk reporting across Asia-Pacific regulatory deliverables.

Intern, Risk

Deutsche Bank
Mumbai
07.2018 - 12.2018
  • Verified and reconciled risk books by reviewing discrepancies to produce accurate and credible data.
  • Gained experience working as contact for validating daily risk numbers for the department.

Intern, Finance

DHFL Pramerica
Gurgaon
06.2017 - 08.2017
  • Created an online server database of competitors financial disclosures using public information available.
  • Analyzed present and future positions in the insurance market with respect to competitors through tests on public disclosures.

Education

Bachelor of Engineering / Bachelor of Technology - Electronics and Instrumentations(Hons.)

Birla Institute of Technology & Science(BITS)
Pilani, Rajasthan
05.2019

Master of Science - Economics(Hons.)

Birla Institute of Technology & Science(BITS)
Pilani, Rajasthan
05.2019

Skills

  • Python programming
  • Statistical modeling
  • Excel
  • Time-series analysis
  • Scenario analysis
  • Research
  • Trend analysis
  • R
  • Financial Modelling
  • Powerpoint/Presentations

Certification

FRM Part 1, GARP, 2021

Accomplishments

Captain, FRM team, Morgan Stanley Mumbai football tournament 2023

  • Led the FRM team to win the Silver Trophy, and received the Player of the Tournament award for outstanding performance and leadership

Awards

Recognition Award, India Firm Risk Management Awards Morgan Stanley, 2022

  • Awarded for providing exceptional value to stakeholders through innovative risk management solutions and outstanding performance.

Timeline

Quant Research Associate, Wealth Management

JP Morgan
11.2023 - Current

Credit Risk Associate

Morgan Stanley
01.2023 - 11.2023

Credit Risk Analyst

Morgan Stanley
04.2021 - 12.2022

Financial/Risk Analyst

Deutsche Bank
06.2019 - 04.2021

Intern, Risk

Deutsche Bank
07.2018 - 12.2018

Intern, Finance

DHFL Pramerica
06.2017 - 08.2017

Bachelor of Engineering / Bachelor of Technology - Electronics and Instrumentations(Hons.)

Birla Institute of Technology & Science(BITS)

Master of Science - Economics(Hons.)

Birla Institute of Technology & Science(BITS)

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