P Raksha — Business Development Executive

MSc Finance (Asset Pricing) graduate from King’s College London with expertise in derivatives pricing, risk management, and computational finance, skilled in applying statistical methods, stochastic calculus, and machine learning to trading strategies, portfolio risk assessment, and investment optimisation. Experience includes building time-series models for natural gas price forecasts, backtesting spreads, analysing cross-commodity correlations, and developing historical VaR models with 92% accuracy during COVID-19 volatility, enhanced with Conditional VaR to reduce tail risk by 15%. Managed a £20 million simulated fund as Asset Manager with a 35% ROI and built credit-risk models to estimate probability of default (PD). Proficient in Python (QuantLib, Zipline, Pandas, NumPy), C++, MATLAB, and Bloomberg Terminal, currently improving quantitative skills through the Wall Street Quant Bootcamp with a focus on derivatives valuation. Competitive national-level table tennis player.

Stackforce AI infers this person is a Fintech professional with strong quantitative analysis and risk management skills.

Location: London, United Kingdom

Experience: 5 mos