Quantitative finance professional with a Master’s in Mathematical Finance and over 3 years of experience in counterparty credit risk, exposure modeling, and financial analytics at Société Générale. Skilled in applying advanced mathematical frameworks such as stochastic calculus, Monte Carlo simulations, and PDEs to real-world problems in pricing, risk modeling, and valuation. Demonstrated success in optimizing simulation engines, automating reporting processes, and enhancing operational efficiency within credit and market risk functions. Proficient in Python, R, VBA, and SQL, with a proven ability to develop robust financial models and tools for structured products and derivatives. Committed to tackling impactful challenges in investment banking, risk analytics, and quantitative research.
Recipient of spot award, January 2020.
Employee of the quarter award for quarter 3, 2021.