Saurabh Singh

CEO

Gurgaon, Haryana, India19 yrs 3 mos experience
Most Likely To SwitchHighly Stable

Key Highlights

  • Expert in credit modeling for diverse financial markets.
  • Led teams in developing advanced analytics solutions.
  • Strong focus on client relationships and risk management.
Stackforce AI infers this person is a Fintech expert specializing in credit modeling and risk analytics.

Contact

Skills

Core Skills

Credit ModelingRisk ManagementFinancial ModelingCredit RiskStructured FinanceEconometric ModelingCredit Analysis

Other Skills

AnalyticsLeadershipRisk AnalyticsValuationFixed IncomeStatistical Data AnalysisBig DataResidential MortgagesData MiningStatisticsDerivativesQuantitative ResearchStructured ProductsUser Interface DesignR

About

Leading the development and deployment of Credit models for both Public and Private Markets within Aladdin Financial Engineering is a key aspect of my role. As part of my leadership responsibilities, I also serve as Head of Aladdin Financial Engineering (AFE) in APAC, where I drive innovation and shape the strategic direction for AFE within the region. A diverse team of Modelers, Technologists, and Analytics Specialists is overseen, through whom the development and delivery of advanced analytics, including credit risk, liquidity, trading, and climate risk models, are executed. These solutions are seamlessly integrated within the Aladdin platform, empowering our clients with actionable insights for informed investment decisions, effective risk management, and confident navigation of dynamic market conditions. Strong client relationships are prioritized, with active engagement undertaken to understand their evolving needs and challenges. My experience spans a broad range of financial markets, encompassing deep expertise in quantitative finance, statistical analysis, and econometric modeling. A strong focus on credit risk across public and private markets, including corporate bonds, sovereign, and municipal securities, is maintained. My experience extends to other asset classes as well, having actively modeled risk associated with CMBS and RMBS. Statistical and machine learning techniques are leveraged in our work to drive model development and deliver innovative solutions that address the evolving needs of the financial industry.

Experience

Blackrock

9 roles

Managing Director, Global Head, Credit Modeling | APAC Head, Aladdin Financial Engineering

Feb 2024Present · 2 yrs 1 mo

AnalyticsLeadershipRisk AnalyticsFinancial ModelingValuationFixed Income+28

Managing Director, APAC Head for Financial Engineering Group

Oct 2023Present · 2 yrs 5 mos

Managing Director, India Head for Financial Engineering Group

Promoted

Jan 2023Present · 3 yrs 2 mos

Director, India Head for Analytics & Modeling Group

Jan 2022Dec 2022 · 11 mos

  • India Head for Analytics and Modeling consisting of Financial Modeling Group (FMG) and Portfolio Analytics Group(PAG) and responsible for financial models development and analytics to analyze securities and portfolios
  • Team focuses on Portfolio Risk, Single Security and Liquidity modeling and analytics besides overall Model infrastructure and technology

Director, India Head for Financial Modeling Group

Promoted

Feb 2019Dec 2021 · 2 yrs 10 mos

  • India Head for Financial Modeling Group (FMG) and responsible for building financial models to analyze securities and portfolios
  • Team focus on Portfolio Risk, Single Security and Liquidity modeling besides overall FMG infrastructure and technology
  • Focused on Credit models across Corporate and Munis and Climate Risk model for Corporates utilizing Regression based approach

Director, Financial Modeling Group

Jan 2018Jan 2019 · 1 yr

  • Leading FMG Structured Finance Research and Modeling team in India
  • Team responsible for Development of Single Security Models across Mortgage Backed Securities for Agency and Non Agency RMBS, CMBS, ABS and Economy Models
  • Focused on Econometric modeling for Prepayment and Credit Risk for Agency and Non Agency RMBS using Generalized Additive and Non Linear regression methods

Vice President, Financial Modeling Group

Jan 2015Dec 2017 · 2 yrs 11 mos

  • Leading FMG Structured Finance Research and Modeling team in India
  • Team responsible for Development of Single Security Models across Mortgage Backed Securities for Agency and Non Agency RMBS, CMBS, ABS and Economy Models
  • Individual contribution on econometric Model development for Mortgage Products (CMBS and RMBS) utilizing Big Data tools and technologies

Vice President, Financial Modeling Group

Promoted

Jan 2013Dec 2014 · 1 yr 11 mos

  • Financial Modeling for investment portfolios, including Commercial and Residential mortgages besides other securitized products
  • Focused on Research and Model development for Residential Agency Models (Agency Credit) using Non Linear regression models
  • Skill set in Financial Modelling Platform such as Trepp and Intex and their application to curve construction, valuation and related Analytics.

Associate, Financial Modeling Group

Jul 2010Dec 2012 · 2 yrs 5 mos

  • Financial Modelling and Credit Analysis for investment portfolios for Commercial Mortgages and CMBS
  • Skill set in Financial Modelling Platform such as Trepp and Intex and their application to curve construction, valuation and related analytics.
  • Managing team of developers and financial modellers as Business Lead to enhance proprietary credit model, reporting and analysis
  • Responsibilities include transforming product requirements to Business Functional Specifications for system implementation and setup
  • Managing/developing the models’ feeds, analyzing the data output and implementation of risk management and audit controls
  • Tracking and managing multiple projects with respect to timelines, resource estimation and quality control.

Deutsche bank

Senior Financial Analyst

Feb 2007Jun 2010 · 3 yrs 4 mos

  • Cash flow modeling for Mortgages deal structures (Over-Collateralized, WAC, Senior Sub, Negative Amortization, PO and Hybrid Structures) relating to Structured Finance Products (Global ABS/ MBS) and contributing to bond Analytics
  • Interpret Governing legal documents including Prospectuses, Bond Indentures and Pooling & Servicing Agreements and analyse and model Payment waterfall
  • Deal Coversion to IMAKE and Reviewing Over Collateralization, Triggers, Compensating Interest, Servicing Fees, Reserves, and PPIS in models
  • Interaction with the Client Service group of Deutsche Bank and other external party’s viz. servicers, swap counter parties, underwriters and investors
  • Guiding team members to understand Deal Structure and waterfall

Integreon

Research Analyst

Apr 2006Jan 2007 · 9 mos · Mumbai Metropolitan Region

  • Industry Research and Recommendations for Client on:
  • 1. Indian Mobile Hydraulic Industry: The Report’s highlight was Indian Mobile Hydraulic Industry. Covered aspects were distribution channel, growth drivers, future market projections and trends in the end user industries.
  • 2. Indian Pneumatic Industry : Objective of report was to find the market trends, market size, import export criteria, competitive landscape, distribution channel and product demand for the potential products in the Industry.
  • 3. Market research on Sensors & Analytical Instruments: Report’s objective was to validate the claims of the target company, in a bidding process, about its position in North American & Western European Markets. Reports included trends in the market, purchasing criteria, Distribution channel etc.
  • Familiarity with market data, data sources (Bloomberg, Thompson, Factiva, etc.), conventions and their applications

Education

Institute of Management Technology (IMT)

Master of Business Administration - MBA — Finance and Financial Management Services

Jan 2004Jan 2006

Dr. A.P.J. Abdul Kalam Technical University

Bachelor of Technology - BTech — Computer Science & Engg

Jan 2000Jan 2004

City Montessori School

Jan 1994Jan 2000

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