Himanshu Sharma

Consultant

Bengaluru, Karnataka, India5 yrs 4 mos experience

Most Likely To SwitchHighly Stable

Key Highlights

Expert in quantitative risk analysis and model development.
Proven track record in optimizing supply chain processes.
Strong background in credit risk and climate risk modeling.

Stackforce AI infers this person is a Fintech and Supply Chain expert with strong quantitative analysis skills.

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Skills

Core Skills

Credit Risk ManagementModel DevelopmentQuantitative Risk AnalysisDerivativesSupply Chain ManagementOptimization

Other Skills

AlgorithmsC++CPLEXClimate RiskCredit RiskDemand analysisEViewsEnvironmental, Social, and Governance (ESG)International Financial Reporting Standards (IFRS)Loss ForecastingMarket predictionMicrosoft ExcelMixed-integer programmingModel ValidationProduction scheduling

Experience

Auronova consulting

3 roles

Consultant

Promoted

Apr 2023 – Present · 2 yrs 11 mos

Quant Modelling - Credit Risk (Credit Card) & Climate Risk

Quant ModellingCredit RiskClimate RiskCredit Risk ManagementModel Development

Associate Consultant

Promoted

Apr 2022 – Jun 2023 · 1 yr 2 mos

Analyst

Aug 2021 – Mar 2022 · 7 mos

Itc limited

Supply Chain Intern

May 2019 – Jul 2019 · 2 mos · Kolkata, West Bengal, India

Analyzed demand variations in capsule filter supply chain and developed logics for classification of SKUs and calculation of monthly production requirement.
Built a mixed-integer programming model that delivers cost optimization and stockout prevention based on available inventory and plant production capacity.
Revamped the parameters used for production scheduling of filter rods in order to sustain an optimal level of finished goods at wholesale distributors.

Demand analysisMixed-integer programmingProduction schedulingSupply Chain ManagementOptimization

Worldquant

Quantative Research Consultant

Oct 2018 – Aug 2019 · 10 mos

Using quantitative approach, developing trading algorithms, Alphas, to deploy systematic investment strategies focused on market inefficiencies across a variety of asset classes and global markets.
Using advanced mathematical and statistical techniques to model and predict market movements and develop quantitative strategies for efficiently trading equities.
Researching financial literature to seek out sources of alpha and aggregating these signals into robust models, with the objective of achieving high Sharpe ratios and significant abnormal returns.

Trading algorithmsStatistical techniquesMarket predictionQuantitative Risk AnalysisDerivatives