Vijay S Dubey

VP of Engineering

San Jose, California, United States6 yrs 5 mos experience

Highly Stable

Key Highlights

Expertise in quantitative modeling and data science.
Proven track record in capital markets and risk management.
Strong programming skills in Python and machine learning.

Stackforce AI infers this person is a Fintech expert with strong quantitative and programming skills.

Contact

Skills

Core Skills

Capital MarketsQuantitative ResearchCredit Risk ManagementComputer Vision

Other Skills

AlgorithmsAnalytical SkillsCCommunicationData AnalysisData StructuresEconomicsFinancial MarketsFinancial MathJavaKnimeLinuxMachine LearningMatlabProblem Solving

About

Building stuff in Fintech and Credit.. Consumer Credit | Commodities | Treasury | Risk | Fintech Lending Pricing and Risk Management of Consumer Credit portfolios - Secured and Unsecured Capital Markets for Asset Backed Finance Somewhere at the confluence of programming and finance. 2+ years of experience in Quantitative Modelling and Data Science. IIT Delhi graduate, with interests in the field of Finance, Trading and Python programming.

Experience

Aven

Capital Markets

Jul 2025 – Present · 8 mos · San Jose, California, United States

Edge focus

Quantitative Researcher & Capital Markets

Mar 2022 – Jun 2025 · 3 yrs 3 mos · Denver, Colorado, United States

Leading the capital markets operations across 5+ active asset-backed warehouse lines; managing monthly reporting, borrowing base calculations, draw requests, and senior lender interactions.
Led modeling for $500MM+ forward flow deal with Fortress and Best Egg; validated loan-level cashflows and CNL/CPR/CDR curves; contributed to term sheet design, eligibility criteria, and investment memo.
Spearheaded EFP’s entry into indirect auto lending—from model development (active selection) to credit integrations, API deployment, and monitoring of forward flow and decline portfolios.
Supported multiple term sheet negotiations with dynamic advance rates, IRR triggers, concentration limits, and performance-based paybacks.
Developed infra for evaluating secondary loan portfolios, integrating ML models with roll rates, seasoning, and hardship-adjusted cashflow metrics across major U.S. fintech platforms.
Built and maintained credit risk models across secured (Auto Refinance, Indirect Auto) and unsecured (Credit Cards, Personal Loans) consumer verticals, incorporating macro overlays, cohort seasoning, and vintage analytics.
Partnered with dev team to build tools automating warehouse monitoring, integrating ADR/DQ triggers and covenant alerts—enabling scale without proportional headcount increase.

Capital MarketsQuantitative ResearchCredit Risk ManagementFinancial MathMachine LearningData Analysis+1

Goldman sachs

3 roles

Associate - Commodities

Jan 2022 – Feb 2022 · 1 mo

Quantitative Strategist - Commodities

Jul 2021 – Jan 2022 · 6 mos

Building forecast models for Gas and Power trading for US and EU markets

Quantitative Strategist - Corporate Treasury

May 2020 – Jul 2021 · 1 yr 2 mos

Worked on modelling rates and balance decay for US consumer deposits using error correction models

Jpmorgan chase & co.

Senior Risk Analyst

Jul 2019 – Apr 2020 · 9 mos · Mumbai Area, India

Risk management and performance monitoring of Credit and E-trading models
Developing infrastructure to automate data transfer and risk report generation processes in Python