Pritesh Shah

CEO

Dubai, United Arab Emirates7 yrs 11 mos experience

Most Likely To SwitchHighly Stable

Key Highlights

Over 7 years in Quantitative Finance.
Expert in equity derivatives and model risk management.
Contributed to neural network research at international conferences.

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

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Skills

Core Skills

Equity Derivatives PricingModel Risk Management

Other Skills

Automated validationsC++Data AnalysisJavaMATLABMicrosoft ExcelMicrosoft OfficeMicrosoft WordModel documentationMonte Carlo simulationsPythonQuantitative ResearchRisk analysisSQL

About

As a seasoned Quantitative Finance professional with over 7 years of experience across Goldman Sachs, MSCI, and Tifin Group, I specialize in equity derivatives pricing, model risk management, and investment strategy development. My work spans building high-performance Python/C++ libraries, running Monte Carlo simulations, and structuring complex equity-linked products that deliver both regulatory compliance and trading efficiency. I hold a Dual Degree in Electrical Engineering from IIT Bombay and have cleared CFA Level III. My core strengths lie in quantitative modeling, machine learning applications in finance, ESG analytics, and delivering scalable solutions that blend data science with domain expertise. I’ve contributed to neural network research at international conferences and led initiatives that streamlined risk validation and governance processes. I’m passionate about solving complex financial problems, mentoring future quants, and staying at the cutting edge of financial innovation.

Experience

Goldman sachs

2 roles

Vice President

Jul 2024 – Present · 1 yr 8 mos · Bengaluru, Karnataka, India

Equities Core Quant Strats:
1.Built pricing models for complex equity derivatives, enhancing accuracy by 15–20%, leading to better risk-adjusted returns for trading desks.
2.Developed front-office libraries aligned with regulatory standards and trading needs.
3.Led volatility modeling, risk analysis, and Monte Carlo stress testing to optimize strategies. Structured bespoke equity-linked products, improving speed-to-market..

PythonC++Monte Carlo simulationsEquity derivatives pricingRisk analysisModel risk management

Vice President

Dec 2021 – Sep 2024 · 2 yrs 9 mos · Bengaluru, Karnataka, India

Model Risk Management:
1. Delivered Basel III and FRTB-compliant model documentation, achieving 100% audit clearance on first submission
2. Built Python/C++ libraries for pricing and risk analytics, improving model performance.
3. Automated validations, reducing manual work by 50% and speeding up governance cycles.

PythonC++Model documentationAutomated validationsModel risk management

Msci inc.

Analyst

Aug 2017 – Apr 2021 · 3 yrs 8 mos · Mumbai Area, India

Capital one

Business Analyst

Nov 2015 – Dec 2015 · 1 mo · bangalore

FRAUD DATA ANALYSIS
Devised strategies to predict fraudulent transactions which caught 70% of fraud
Automated monthly analysis report reducing manual efforts from 24 hours to 15 minutes
CLIENT TIER VOLATILITY REDUCTION
Identified major causes of volatility among clients using data visualization techniques
Reduced the number of volatile clients by 50% to help the firm maintain relations with them

Edelweiss financial services

Data Analyst

May 2015 – Jul 2015 · 2 mos · Mumbai, Maharashtra, India

FACTOR BASED INVESTING
Used ratio analysis to identify factors majorly responsible for stock price movements
Derived strategies based on the factors above and back tested it for 15 years of market data
Used Fama French model to examine the risk vs returns on the strategies
BETA STOCKS
Recognised market indicators to identify opportunities for investment in high risk stocks
Suggested changes based on the returns obtained from historical market data

Purple squirrel eduventures pvt. ltd.

Operations Analyst

Dec 2014 – Jan 2015 · 1 mo · Mumbai Area, India

Managed a budget of INR 3,00,000 and negotiated with 15 hotels for lodging of 800 students
Organized and managed the complete itinerary of more than 10 industrial visits