Arpan Arora, FRM

• Built quantitative risk rating models across asset classes (Mutual Funds, DPMs, Equities, Bonds, Alternatives, Structured Products) using regression frameworks, incorporating key market risk metrics such as VaR, maximum drawdown, and 10-year annualized volatility.
• Applied qualitative overlays to model outputs to better capture product risk, factoring in elements such as product structure, investment strategy, asset allocation, and specific exposures (e.g., TLACs, leverage usage, CoCos, alternatives etc.).
• Built Python pipelines to automate the existing Excel-based risk rating process, enabling faster product rating with minimal manual intervention.
• Worked on automating the centralized risk rating database (~100,000+ products), developing scalable Python solutions to streamline data processing, model execution, and product coverage.

• Managed end-to-end client engagement from onboarding and scoping to seamless delivery, ensuring high-quality outputs by coordinating with analysts and project leads.
• Streamlined project workflows, combining deliverables from various team members and addressing client queries throughout the process to ensure a smooth and satisfactory client experience.
• Mentored and guided analysts through the full commodity-price forecasting lifecycle (overseeing regression model development, guiding on current market sentiment evaluation, and validating 12–18-month price forecasts) resulting in more accurate, client-ready deliverables
• Trained new joiners on forecasting methodologies and building regression model for price forecasting on R.

• Employed quantitative techniques, including regression analysis, time series analysis, and ARIMA, to construct statistical models (on R and Python) for forecasting commodity prices.
• Worked on commodity baskets like Energy (Crude Oil, Natural gas etc.), Petrochemicals, Packaging (PE, PET etc), Minerals, Metals (Magnesium, Steel, Chromium etc.) and maintained accuracy reports to check for deviations on a monthly basis.
• Conducted value chain analyses encompassing both upstream and downstream to understand the commodity market thoroughly.
• Kept track of macroeconomic events globally and central bank’s policies to incorporate them into the forecasts.
• Monitored and analyzed commodity specific news to ascertain qualitatively the price movement and direction, and adjust model driven forecasts accordingly.
• Delivered 12-18 months price forecast, enabling clients to effectively manage their budgets and make well-informed hedging decisions against future price volatility.
• Undertook client calls to assist them through our forecasts and deliverables and address any queries that they may have.
• Assumed responsibility for training new team members and acted as project lead, guiding analysts in their forecasting tasks and reviewing final outputs delivered to clients.

Achievement:Awarded the High Honors Award for exemplary performance in Q4 2023, a prestigious recognition given to a select few among 800+ employees in the procurement function.

• Assessed Credit risk profile of borrower by evaluating income trend. Visualized payment, prepayment and missed payments structure.
• Scrutinized the complete credit, income and collateral documents and thereby producing HTI,DTI,LTV,HCLTV ratios of the borrower for compliance with FNMA/Freddie Mac guidelines.
• Continuously indulged in dialogue with subordinating lender and corresponding financial institutions to get the subordination process completed.

• Research work concerning formation of several indices like State Competitiveness Report, City Competitiveness Report and Creative Economy Report pertaining to Indian States.
• State Competitiveness Report:
• Finalizing 60 relevant indicators, data mining and processing from authentic sources, running Principal Component Analysis (PCA) to get scores for each state under each pillar and sub-pillar, further ranking states to draw

• Drafted a report on Grand Challenges. Report included the past and upcoming grand challenges in India and Worldwide.
• Atal Innovation Mission:

Assisted with outreach, promotional activities and engagement for the initiative of Atal Incubation Centers.