Samar Holkar

Product Engineer

United Kingdom4 yrs 5 mos experience

Key Highlights

Expert in quantitative finance and risk management.
Proven track record in developing financial models.
Strong analytical skills with experience in trading strategies.

Stackforce AI infers this person is a Fintech professional with expertise in quantitative analysis and financial modeling.

Contact

Skills

Core Skills

Quantitative Analysis (finance)Risk ManagementQuantitative FinanceFinancial ModelingQuantitative ResearchData AnalysisQuantitative ModelsModel DevelopmentFinancial AnalysisFinancial Reporting

Other Skills

Qualitative & Quantitative Research MethodologiesInvestment StrategiesQuantitative InvestingDerivativesHedgingTrading StrategiesEquity DerivativesAnalytical SkillsOptionsInvestingIndex OptionsPythonQuantitative AnalyticsEquitiesAlpha Generation

About

Pursuing an MS in Mathematics in Finance at NYU Courant. I am incredibly enthusiastic about finance and intend to pursue a career in Quantitative Trading or Research.

Experience

Rbc capital markets

QIS Structuring

Jun 2024 – Apr 2025 · 10 mos · New York City Metropolitan Area · On-site

Qualitative & Quantitative Research MethodologiesInvestment StrategiesRisk ManagementQuantitative InvestingDerivativesHedging+11

U.s. bank

2 roles

Quantitative Analyst

Feb 2024 – Jun 2024 · 4 mos · New York City Metropolitan Area · On-site

Quantitative FinanceFinancial ModelingPythonQuantitative Analytics

Quantitative Modeling Intern

Jun 2023 – Aug 2023 · 2 mos · New York City Metropolitan Area · On-site

Quantitative ModelsPython (Programming Language)

Wolfe research, llc

Quantitative Researcher Intern

Aug 2023 – Nov 2023 · 3 mos · New York City Metropolitan Area

Qualitative & Quantitative Research MethodologiesData AnalysisAlpha GenerationPython (Programming Language)BacktestingQuantitative Research+1

Toastmasters district 92

3 roles

President

Promoted

Jan 2021 – Jul 2021 · 6 mos · Bengaluru, Karnataka, India

Served as the President of Goldman Sachs Corporate Toastmasters club, Walk the Talk.

Vice President Membership

Jul 2020 – Dec 2020 · 5 mos · Bengaluru, Karnataka, India

Treasurer

Jan 2020 – Jun 2020 · 5 mos · Bengaluru, Karnataka, India

Goldman sachs

2 roles

Associate - Equities Structured Product Strats

Dec 2020 – Jul 2022 · 1 yr 7 mos

Modeled Initial Margin for U.S. Equity Derivative desk’s Flow portfolio, resulting in reduction of margin postings by 14%
Calibrated GAP risk calculation for Eq Derivative hedges to offer optimal margin on client portfolio.
Modeled credit risk benchmarks for clients trading single stock portfolios using various strategies.
Structured Corporate Trade models to value collateral and optimize margin constraints for financing clients.
Worked with trading desk to reduce funding costs and risk for high notional trades.

Value-at-Risk (VAR) CalculationsDerivativesQuantitative ModelsQuantitative FinanceFinancial ServicesPrime Brokerage+11

Analyst - Global Markets Divisional Risk

Apr 2019 – Dec 2020 · 1 yr 8 mos

Worked on Capital Market's capital allocation and performance attribution.
Optimized CVA Capital risk for fixed income book
Analysis of high credit exposure clients under regulatory stress scenarios and working with trading desk to optimize them.
Formulated adjustments in the PnL attribution for Relationship Loan calculation
Built a PnL attribution framework that aggregated PnL using algorithms for Institutional Client Services, Intermediation, and Financing businesses.

SQLFinancial AnalysisFinancial Reporting