NITESH KUKREJA — Operations Associate

Assistant Manager – Stress Testing at Standard Chartered GBS, with hands-on experience in regulatory risk analytics, quantitative modeling, and automation for wholesale credit portfolios.Currently working on 5+ end-to-end regulatory stress testing exercises (ICAAP, SDST, GTW, GTGT), delivering ECL and RWA forecasts across multiple macroeconomic scenarios in line with Basel III and internal risk governance standards. Designs and automates credit risk reporting workflows using Python and advanced Excel, reducing regulatory and board-report preparation time by ~40% while improving accuracy and auditability.Holds an Integrated M.Sc. in Applied Mathematics from IIT Roorkee, with strong foundations in statistics, stochastic processes, optimization, numerical methods, and algorithms, enabling effective translation of complex quantitative concepts into practical risk insights.Previously worked as a Quantitative Researcher at iRage, building predictive features on time-series data and backtesting strategies across 150+ stocks, and as a Quantitative Research Consultant at WorldQuant Brain, developing 100+ mid-frequency long/short alphas, achieving Sharpe >5.5 and ~13% portfolio returns.Consistently performed strongly in competitive quantitative environments, securing top global ranks in multiple alpha-building competitions (WorldQuant, AlphaGrep) and demonstrating strong problem-solving capabilities through Codeforces and LeetCode.Core interests:Risk Analytics | Stress Testing | Credit Risk | Quantitative Research Actively seeking growth in risk analytics, credit risk, or quantitative roles where rigorous modeling, regulatory impact, and data-driven decision-making intersect.

Stackforce AI infers this person is a Fintech professional specializing in quantitative risk analytics and modeling.

Location: Bengaluru, Karnataka, India

Experience: 5 yrs 5 mos