Kumar Siddharth

Associate Consultant

New Delhi, Delhi, India4 yrs experience

Highly Stable

Key Highlights

4 years of experience in quantitative finance.
Expertise in risk management and model validation.
Proven track record in enhancing financial models.

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

Contact

Skills

Core Skills

Risk ManagementQuantitative FinanceData Analysis

Other Skills

AlgorithmsAutomated InfrastructureBond MarketsC++ LanguageCCAR ModelingCorporate FinanceData StructuresData-Driven StrategiesDerivativesDifferential EquationsEnglishEquitiesFinancial AccountingFinancial MarketsGit

About

An IIT Bombay alumnus and Quantitative Finance Professional with around 4 years of experience at Goldman Sachs and PWC, specializing in quantitative research, financial modeling, risk management, model validation, and infrastructure automation. Seeking opportunities in quantitative fields like investment management, pricing model development, model validation, and risk management.

Experience

Pwc india

Senior Associate

Nov 2025 – Present · 4 mos · Mumbai, Maharashtra, India · Hybrid

Quantitative Finance

Goldman sachs

2 roles

Senior Quantitative Developer

Promoted

Dec 2018 – Feb 2021 · 2 yrs 2 mos · On-site

CCAR Modeling: Resolved 5+ model findings, enhancing projected loss estimates and improving capital adequacy assessments by 10%.
Conducted analysis of 100K+ mortgage loans and bonds to model CCAR shocks on key risk factors (OAS, default rates, spreads).
Built automated infrastructure for CCAR scenario design, securities pricing, and daily monitoring, reducing manual overhead and improving efficiency.
Risk API Initiative: Recognized as a high revenue–impact project for the Risk team.
Upgraded mortgage risk factors to the Risk API and reconciled exposures across multi-billion dollar portfolios.
Designed end-to-end infrastructure enabling GS risk engines to be exposed to external clients in the future.

CCAR ModelingRisk API InitiativeAutomated InfrastructureModel ValidationRisk ManagementQuantitative Finance

Quantitative Developer

Jun 2017 – Dec 2018 · 1 yr 6 mos · On-site

Developed and enhanced VaR & stress testing models for mortgage portfolios worth billions of dollars, improving accuracy of market risk assessments.
Led 10+ model enhancements in collaboration with Model Risk Management, strengthening risk governance and compliance.
Promoted to Senior Analyst within 18 months; assumed full ownership for delivering regulatory and compliance models for the Investment Management Division (IMD).

VaR & Stress Testing ModelsModel EnhancementsRegulatory ComplianceRisk ManagementQuantitative Finance

American express

Summer Intern

May 2016 – Jul 2016 · 2 mos · Gurugram, Haryana, India · On-site

Conducted segmentation analysis on 100K+ transactions to distinguish B2B vs. B2C merchant profiles.
Designed data-driven strategies for rewards and loan products, improving targeted marketing accuracy by 25%.
Awarded a Pre-Placement Offer (PPO) for delivering exceptional analytical insights and measurable project impact.