Mohit Goswami , FRM

Associate Consultant

Gwalior, Madhya Pradesh, India3 yrs 8 mos experience

Most Likely To SwitchAI Enabled

Key Highlights

Expert in quantitative finance and risk management.
Proven track record in developing credit risk models.
Strong automation skills enhancing operational efficiency.

Stackforce AI infers this person is a Fintech expert specializing in quantitative finance and risk management.

Contact

Skills

Core Skills

Credit Risk ManagementQuantitative Risk AnalysisModel ValidationBusiness AnalysisForeign Exchange (fx) TradingQuantitative ResearchAlgorithmic TradingData Analytics

Other Skills

AI IntegrationAnalytical SkillsAutomationBacktestingBig DataBusiness AcumenBusiness GrowthC++Chatbot DevelopmentClient RelationsCommunicationCompetitive AnalysisComputer ScienceCustomer RetentionData Analysis

About

Having a keen interest in quantitative finance, analytics, statistics and economics. Interested in working with people who are ambitious and motivated Particularly competitive at work and always open to challenging tasks while learning everyday!!

Experience

Auronova consulting

2 roles

Senior Risk Analyst

Promoted

Jun 2024 – Present · 1 yr 9 mos · Bengaluru, Karnataka, India · On-site

Worked with leading bank of Saudi Arabia for RWA optimization of multiple asset-portfolio worth
Saudi Riyal 750 million
Prepared and analyzed raw data used in B-score and PIT-PD models, performing data exploration
and cleansing, data preparation and wrangling, feature extraction and engineering leveraging
python automation libraries aided with GenAI
Engineered a Python-based automation solution for multiple model validation documentations (B-
score, PiT-PD), cutting manual effort by over ~70% and accelerating delivery time by over ~50%,
significantly enhancing operational efficiency
Built a financial chatbot integrating Retrieval-Augmented Generation (RAG) using gpt-4o, ada text
embedding models and Facebook AI Similarity Search (FAISS) indexing to interact within an
enclosed financial environment (FRB, BASEL)

Credit Risk Managementoperational riskLiquidity Risk ManagementFinanceEthicsPortfolio Management+49

Risk Analyst

Jul 2023 – Jul 2024 · 1 yr · Bengaluru, Karnataka, India · On-site

Working with SAB (Saudi Awwal Bank) for their RWA optimization of portfolio of assets worth Saudi Riyal 750 million
Enacted attribution analysis on Model Management Standards and guidelines of central bank of United Arab Emirates
Developed multiple credit risk models including PD, PIT- PD, B-score from scratch, involved validation and back testing

Model ValidationBusiness AnalysisQuantitative Risk AnalysisModel RiskBusiness AcumenRisk Management+3

Transcurators

Founder's Office

Jan 2023 – May 2023 · 4 mos · Delhi, India · On-site

Business AnalysisStrategyBusiness AcumenProblem SolvingBusiness Growth

Star fing

Foreign Exchange Trader

Jun 2022 – Aug 2022 · 2 mos · Bengaluru, Karnataka, India · Remote

Analyzed forex currency market using fundamental news and performed client sentiment analysis
Managed client's portfolio worth 2.5L and generated positive Jensen's alpha using advanced technical tools

Trading StrategiesCommunicationMarket AnalysisFundamental AnalysisSentiment AnalysisForeign Exchange (FX) Trading+6

Udemy

Quantitative Developer

May 2022 – Jul 2022 · 2 mos · Remote

Worked on modeling and back testing Quantitative Trading Strategies like Pair Trading and EMA
Devising a strategy involving multiple indicators and back tested it on historical data and worked on automating the selection of stocks from NIFTY-500

Quantitative ResearchTrading StrategiesComputer ScienceNumPyMarket AnalysisSpyder IDE+9

Columbia business school

Business Research Analyst

Jan 2022 – Mar 2022 · 2 mos · New York, United States · Remote

Assisted in authoring business cases for textbook on International Business, published by Wessex Press, NY
Evaluated & analyzed the growth and technology of Global Thermostat & SpaceX

Business Analysis