I am an Associate Director at UBS, Mumbai, specializing in Model Risk Management. I am a CQF (Distinction) and FRM charterholder, currently pursuing an MSc in Financial Engineering at WorldQuant University. My work focuses on validating Lombard Lending and Securities Backed Lending (SBL) models, alongside leading AI automation initiatives in risk management.
- 🏦 Currently at UBS: Validating Credit Risk models (PD/LGD/CCAR) for Lombard Lending and Securities Backed Lending.
- 🤖 AI Ambassador: Leading function-wide AI initiatives, including developing RAG agents for automated model validation testing.
- 🎓 MSc Financial Engineering: Pursuing my Masters at WorldQuant University (Nov 2025 – Nov 2027), focusing on updating my priors in quant finance.
- 📜 CQF Holder: Completed with a final grade of 89%. Final project: Pricing a k-th to default basket CDS consisting of European banking names.
- 💻 Tech Stack: Expert in Python and R; building tools with LLMs, RAG, and LangChain. Check out my latest project: see-through.
- 🎯 2026 Goals: Scale AI adoption in risk workflows, excel in my MSc FE coursework, and build high-impact "vibe code" AI applications.
- ♟️ Interests: Chess, reading, and solving real-world problems with technology.
I am a risk quant with strong foundations in econometrics, statistics, and programming. I believe in using technology to make work more thoughtful, not just faster. With 10+ years in financial services, I sit at the intersection of Quantitative Finance, Risk Management, and Applied AI. I'm passionate about bridging the gap between complex models and practical, automated workflows.
