
Abhijay Shukla
Quant with 4+ years of experience working across Credit Risk Models (Retail, Wholesale), Financial Time Series Analysis, Fixed... | New York, New York, United States
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Abhijay Shukla’s Emails ab****@pw****.com
Abhijay Shukla’s Phone Numbers No phone number available.
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Abhijay Shukla’s Location New York, New York, United States
Abhijay Shukla’s Expertise Quant with 4+ years of experience working across Credit Risk Models (Retail, Wholesale), Financial Time Series Analysis, Fixed income pricing models, Macroeconomic scenario modeling and Stochastic modeling. Strong analytical and problem-solving abilities, combined with excellent communication and teamwork skills. Diligent and enthusiastic, a quant inNorth Carolina State University graduate student from a Master's degree in Financial Mathematics, and an experienced professional with a demonstrated history of working in the consulting industry (Statistical analysis, CECL modelling, Model Validation ) leveraging advanced data analysis, and machine learning techniques to derive valuable insights from the large datasets. Experience at PricewaterhouseCoopers (PwC) has given me a holistic approach to understanding business problems and proposing innovative solutions. My interest lies in solving these complex business problems, where I get an opportunity to crunch numbers and unearth aspects that impact financial decisions. Skills: Modeling skills: Regression (Linear, Logistic), Decision trees (Boosting, Random forest), Time series (ARIMA, SARIMA, VAR), Regularization (Ridge, Lasso), Principal component analysis. Quantitative skills: Valuation (Options, Fixed incomes products), Risk (Credit, Market, VaR), Equity valuation, Financial analysis. Programming/tools: Python (Sk-learn, Matplotlib, Seaborn, Plotly, Numpy, Pandas), MATLAB, R Studio, SAS, SQL, Advanced Excel, LaTex, MS office suits. Specialties: Credit Risk Market Risk Fixed Income Products Derivatives Valuation Data Analysis Statistical Modelling Machine learning Business Advisory Portfolio Development Strategic Advisory Market Research Financial Analysis
Abhijay Shukla’s Current Industry Citi
Abhijay
Shukla’s Prior Industry
Delhi Metro Rail
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Tata Motors Limited Commercial Vehicles
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Pwc
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North Carolina State University
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SAS
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Citi
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Work Experience

Citi
Wholesale Credit Risk Developer - ICM
Fri Sep 01 2023 00:00:00 GMT+0000 (Coordinated Universal Time) — Present
Pwc
Senior Quant Associate
Sun May 01 2022 00:00:00 GMT+0000 (Coordinated Universal Time) — Sat Jul 01 2023 00:00:00 GMT+0000 (Coordinated Universal Time)
SAS
Summer Intern
Sat May 01 2021 00:00:00 GMT+0000 (Coordinated Universal Time) — Sun Aug 01 2021 00:00:00 GMT+0000 (Coordinated Universal Time)
North Carolina State University
Research Project Assistant
Thu Apr 01 2021 00:00:00 GMT+0000 (Coordinated Universal Time) — Fri Apr 01 2022 00:00:00 GMT+0000 (Coordinated Universal Time)
Pwc
Quant Associate
Mon Jan 01 2018 00:00:00 GMT+0000 (Coordinated Universal Time) — Tue Dec 01 2020 00:00:00 GMT+0000 (Coordinated Universal Time)
Tata Motors Limited Commercial Vehicles
Internship
Thu Jun 01 2017 00:00:00 GMT+0000 (Coordinated Universal Time) — Sat Jul 01 2017 00:00:00 GMT+0000 (Coordinated Universal Time)
Delhi Metro Rail
Trainee
Thu Dec 01 2016 00:00:00 GMT+0000 (Coordinated Universal Time) — Sun Jan 01 2017 00:00:00 GMT+0000 (Coordinated Universal Time)