S

Sejal Sharma

Operations Associate

Mumbai, Maharashtra, India6 yrs 7 mos experience
Most Likely To SwitchHighly Stable

Key Highlights

  • Expert in validating market risk models at Bank of America.
  • Strong background in macroeconomic analysis and forecasting.
  • Proficient in quantitative finance and analytical skills.
Stackforce AI infers this person is a Financial Risk Management expert with strong analytical capabilities.

Contact

Skills

Core Skills

Model ValidationRisk ManagementQuantitative FinanceFinancial EconomicsAnalytical Skills

Other Skills

VaRSVaRRNiVSQLPython (Programming Language)EconometricsStatistical Data AnalysisSAS (Software)RMachine LearningData AnalysisActuarial ScienceCMicrosoft ExcelLeadership

About

Currently working in Model Risk Management team of Bank of America- validating market risk models (VaR, SVar, RniV) and regulatory models covering FRTB SA and PRA guidelines Previously worked in the Macro team of RIL Treasury- involved in India Inflation and GDP forecasting, analyzing, scenario generation and reporting various macro events in the economy like RBI policy, Budget etc. Covering important developments in global oil markets and writing reports directed towards CFOs and senior management.

Experience

Bank of america

3 roles

Associate

Dec 2024Present · 1 yr 3 mos

  • Model Validation for VaR/SVaR/RNiV models
Model ValidationVaRSVaRRNiVRisk Management

Senior Analyst

Promoted

Jun 2022Present · 3 yrs 9 mos

Quantitative FinanceFinancial Economics

Analyst

Sep 2020Jun 2022 · 1 yr 9 mos

  • Model Risk Management at BoFA
Quantitative FinanceFinancial Economics

Reliance industries limited

2 roles

Economist and Strategist

Jul 2019Aug 2020 · 1 yr 1 mo

  • Working in Macro team of RIL Treasury, involved in India Inflation and GDP forecasting, analyzing and reporting various macro events in the economy like RBI policy, Budget etc.
  • Covering important developments in global oil markets and writing reports directed towards CFOs and senior management.
Analytical Skills

Intern

May 2018Jul 2018 · 2 mos · Mumbai Area, India

  • Interned at Reliance Treasury - Macro Team, analyzing productivity and labor share of income in India using the KLEMS dataset.

Lic

Summer Research Intern

May 2016Jun 2016 · 1 mo · Kolkata, West Bengal, India

Shootorder - digital marketing agency

Creative Writing Intern

May 2015Jul 2015 · 2 mos · Work from home

Education

Indian Statistical Institute, Kolkata

Master's degree — Econometrics and Quantitative Economics

Jan 2017Jan 2019

Presidency University, Kolkata

Bachelor of Science - BS — Economics

Jan 2014Jan 2017

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