Deep Enrich
Tanishq b parekh
1000 followersTimeline
About me
Statistical Modeler at Citigroup
Education
University of calcutta
2018 - 2021Bachelor of science economics 7.7Activities and Societies: Stock Market Society , Model United Nations Financial Economics, Development Economics, Research Methodology, Applied Econometrics, Data Analysis, International Economics, Money & Financial Markets, Public Economics.
Madras school of economics
2021 - 2023M.a. economics applied quantitative finance 8.6Activities and Societies: Research Cell Macroeconomics, Microeconomics, Statistics, Econometrics, Financial Mathematics, Financial Economics, Risk Analysis, Derivative Pricing, Corporate Finance, Time Series Econometrics, Stochastic Calculus, Financial Reporting, Survival Models.
Experience
Ey
Apr 2022 - Jun 2022Summer intern - business consulting riskPrimarily worked in the Environmental Risk domain and conducted research on Integration of ESG into Credit Underwriting Process and Loan Pricing. Improved internal capability around environmental risk to help client banks. Picked up thorough insight into US SEC Proposals on Climate Related Disclosures and TCFD Framework.
Citi
Jun 2023 - nowFp&a statistical modeling analyst- Essentially involved in exploring, developing, documenting, implementing and maintaining robust time series econometric models on Pre Provision Net Revenue (PPNR) items for CCAR regulatory submission and Quarterly Multi Year Multi Scenario Forecasts (QMMF) cycles.- Hands on involvement with SAS programming language for model exploration, development and maintenance exercises.
Licenses & Certifications
- View certificate
Financial risk analytics
Great learningOct 2021
- View certificate
Big data foundations - level 1
IbmSept 2022 - View certificate
Financial globalization, capital flows, and the global financial cycle
Asian development bank instituteOct 2021 - View certificate
Getting started with data visualization in r
The johns hopkins universityNov 2021 - View certificate
Fundamentals of quantitative modeling
University of pennsylvaniaOct 2021
Volunteer Experience
Volunteer
Issued by WAO - We Are One on Aug 2020
Associated with Tanishq B Parekh
Languages
- enEnglish
- hiHindi
- guGujarati
- beBengali
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