YATHARTH SINGHAL
Mumbai ,Maharashtra
Summary
Thorough and meticulous Analyst accomplished in helping improvise existing processes, and adopting to different conditions quickly. Detail-oriented in reviewing data and identifying impactful trends. Brings great presentation and interpersonal communication skills along with a great zeal to learn and take challenges sportingly.
Overview
1
1
years of professional experience
5
5
years of post-secondary education
1
1
Certification
Work History
Risk Analyst
Nomura
Mumbai
06.2022 - Current
- Developed new processes which are more efficient and less operationally risky to decommission EUCs for daily BAUs.
- Worked on FRTB project to introduce around 150k time series for new IMA risk classes to introduce new Expected Shortfall model replacing VaR for more granular risk estimation
- Introduced a new feed from Euclid as part of FRTB project and created fresh algorithms to deal with random missing periods in the timeseries from Euclid.
- Produced accurate and timely collections reports, by introducing better process with PowerBI replacing Excel based EUC.
- Generate and review monthly RNiV reports for 11 risk factors and provide commentary for unusual movements after thorough analysis.
- Introduced a new process to detect timeseries with VaR=0 but Sensitivity<>0 and enhanced an existing process to detect cases with sudden drop in volatility of a timeseries.
- Management of complex synthetic timeseries creation including Greek based instruments like Vega, Vega Smile & Skew.
- Contributed in improvising stale algorithm which would avoid Operational Risk events in future.
Research Consultant
Draup
Bangalore
07.2021 - 08.2021
- Analyzed and interpreted career paths of existing people working in the role and recommending re skill & upskill to high demand roles from the ones being disrupted.
- Looked into various courses and projects to create a work plan for upskilling employees to high demand roles.
- Create decks of location analysis of talent availability for particular high demand roles.
Summer Intern
Ultratech
Kotputli
05.2019 - 06.2019
Education
MSc + BE Integrated - Civil Engineering
BITS Pilani
Hyderabad 08.2017 - 07.2022
XII PCM -
India International School CBSE
03.2021 - 7 2021
Skills
Excel
Certification
Bloomberg Marketing Concepts
Timeline
Risk Analyst
Nomura
06.2022 - Current
Research Consultant
Draup
07.2021 - 08.2021
XII PCM -
India International School CBSE
03.2021 - 7 2021
Summer Intern
Ultratech
05.2019 - 06.2019
MSc + BE Integrated - Civil Engineering
BITS Pilani
08.2017 - 07.2022
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