Lead Analyst — Structural Risk Modeling Team Lead

Feb 2026 — Present

Senior Quantitative Analyst, Vice President — Financial Markets Risk Management

Nov 2024 — Feb 2026 · 1 yr 4 mos

• Designed and deployed an internal LLM chatbot that interprets user questions, generates SQL, and retrieves real-time risk data from internal systems.
• Expanded the chatbot to automatically generate committee presentations, run what-if scenario analysis, and explain liquidity-metric changes.
• Developed MCP servers that automate report generation and integrate tools to calculate liquidity and interest-rate risks.
• Built an AI-driven equity benchmark portfolio for fund performance comparison, using structured company and macro inputs to generate explainable stock selection and benchmark returns.

Senior Quantitative Analyst — Financial Markets Risk Management

Jul 2024 — Nov 2024 · 5 mos

• Established benchmarks to evaluate the performance of mutual funds.
• Updated prepayment models for private loans and intraday liquidity models for corporate liabilities.

Quantitative Analyst — Financial Markets Risk Management

May 2023 — Jun 2024 · 1 yr 2 mos

• Built models to assess liquidity and interest-rate risks of corporate and private liabilities, including off-balance components.
• Constructed models to calculate the implied volatility of currency options.

Leading Economist — Risk Modeling, Department of Banking Regulation & Analytics

Dec 2022 — May 2023 · 6 mos

• Applied ML techniques (boosting, logits, etc.) to develop an Early Warning System for detecting banks' risky borrowers.
• Used simulations to assign PD to credit ratings.
• Validated income-prediction models and suggested criteria for data provided by banks.

1st Category Economist — Risk Modeling, Department of Banking Regulation & Analytics

Dec 2021 — Dec 2022 · 1 yr 1 mo

• Developed a stochastic banks' balance-sheet model using optimization techniques.
• Participated in PD modeling and ad-hoc analytics on banks' data.

VC Analyst — Limpid VC Fund

Sep 2021 — Dec 2021

• Analyzed start-up metrics, prepared and presented scoring models, communicated with founders directly.

FP&A Trainee — Mars Wrigley

May 2021 — Oct 2021

• Analyzed P&L and Net Cashflow Statements, consolidated KPIs, supported financial planning.

Private Equity Analyst Intern — Milestone Capital

Mar 2021 — Jun 2021

• Worked with databases analyzing companies; summarized CIMs and Teasers; conducted industry research.