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Aditi Narware

Associate Consultant

New York City, New York, United States6 yrs 1 mo experience
Most Likely To SwitchHighly Stable

Key Highlights

  • Expert in structured credit and quantitative finance.
  • Proficient in Python and machine learning applications.
  • Strong analytical skills with a focus on risk pricing.
Stackforce AI infers this person is a Fintech professional specializing in quantitative analysis and structured credit.

Contact

Skills

Core Skills

Fixed Income TradingPython (programming Language)Market MicrostructureFixed IncomeEtfsStatistical ModelingMachine LearningRisk Models

Other Skills

Mortgage-Backed Securities (MBS)Large Language Models (LLM)KDB+QCommercial Mortgage-Backed Security (CMBS)Asset-Backed Securities (ABS)ReactSQLHigh-Frequency TradingResidential Real EstateRegression ModelsLinear RegressionLogistic RegressionBig DataHadoop

About

Credit markets are complex, layered, and constantly shifting — that’s exactly what draws me to them. I work in structured credit, focused on CMBS, at Morgan Stanley SPG trading desk. My days sit close to the pulse of the market: pricing risk, building analytical frameworks, and translating noisy data into clarity. I was trained as a mathematician and financial engineer — B.Tech in Mathematics & Computing from IIT Delhi, MFE from UC Berkeley (Haas). I’ve built statistical and machine learning models in the field of finance, and I work fluently in Python, SQL, and kdb/q. More recently, I’ve been integrating LLMs into structured credit workflows to rethink how research and analysis get done. I’m energized by environments where rigor meets speed, where ideas are challenged, and where building better systems creates real edge. My interests span credit and fixed income broadly — from established investment platforms to fintech and technology-driven firms reshaping how these markets operate. If you’re building in this space, let's connect: aditi_narware@berkeley.edu.

Experience

6 yrs 1 mo
Total Experience
2 yrs 2 mos
Average Tenure
3 yrs 1 mo
Current Experience

University of california, berkeley, haas school of business

Graduate Student Instructor

Aug 2023Present · 2 yrs 9 mos

  • 230X High Frequency Finance for MFE
Market MicrostructureHigh-Frequency Trading

Morgan stanley

2 roles

Quantitative Strategist – Securitized Products Group

Promoted

Apr 2023Present · 3 yrs 1 mo · New York City Metropolitan Area · On-site

  • ABS (Asset Backed Securities)
  • CMBS (Commercial Mortgage Backed Securities)
Mortgage-Backed Securities (MBS)Fixed Income TradingPython (Programming Language)Large Language Models (LLM)KDB+Q+4

Fixed Income Fall Associate

Oct 2022Jan 2023 · 3 mos · New York City Metropolitan Area

  • [Securitized Product Group]
  • Modeled cashflows for Mortgage Insurance-Linked Notes using Markov chain multinomial logistic regression framework with Monte Carlo simulations for mortgage prepayment, delinquency, and defaults. Analyzed the spreads and durations across different tranches of notes using BWIC (Bid Wanted In Competition) data. Performed sensitivity analysis under different macroeconomic environments.
Residential Real EstateKDB+Python (Programming Language)Mortgage-Backed Securities (MBS)QFixed Income

Bondbloxx

Industry Project - ETF

May 2022Aug 2022 · 3 mos · United States

  • Building ETF Trading Tools
  • ETF Issuers: Understanding the Impact of Fund-Level Operations on Markets
Python (Programming Language)ETFs

Goldman sachs

2 roles

ALM Strategist, Corporate Treasury

Oct 2020Feb 2022 · 1 yr 4 mos

  • Primary owner for the term structure and pricing models of Deposit Sweeps and retail online savings (Marcus). Built statistical models including multivariate weighted least squares regression, error correction, etc in Python for projection of deposit balances. The models are used in the computation of term structure for fund transfer pricing and risk models for CCAR and IRRBB scenarios.
  • Built Kubernetes deployed dashboards to facilitate interactive analytics and track the DV01, EVE, and NII sensitivities.
Python (Programming Language)Statistical ModelingSQLRegression ModelsLinear RegressionLogistic Regression+1

Data Scientist, Corporate Treasury

May 2019Oct 2020 · 1 yr 5 mos

  • Developed a likelihood estimation model for real-time trade failure prediction across 143 clearing agents. Generated actionable insights for the Ops team by inspecting Shapely values leading to a reduction in unencumbered securities.
  • The project design is used as a boilerplate example for ML projects across Finance engineering division.
HadoopPython (Programming Language)Machine LearningPySparkXGBoost

Finmechanics

Summer Associate - Capital Valuation Adjustment

May 2018Jul 2018 · 2 mos · Mumbai Metropolitan Region

  • Developed the first implementation of Capital Valuation Adjustment (KVA) in the firm. Comprehended and incorporated the BASEL III regulations as adopted by RBI to compute the Counterparty Credit Risk (SA-CCR) and Market Risk Capital Charge (MRCC) using Monte Carlo simulation across various asset classes.
Risk ModelsMarket RiskCapital RiskCounterparty RiskMonte Carlo Simulation

Education

University of California, Berkeley, Haas School of Business

Master's degree — Financial Engineering

Mar 2022Mar 2023

Indian Institute of Technology, Delhi

Bachelor of Technology (BTech) — Mathematics and Computing

Jan 2015Jan 2019

Training and Competitions by Correlation One

Fellowship program — Data Science

Jun 2022Aug 2022

Macro Vision Academy, Burhanpur

High School

Apr 2013May 2015

University of California, Berkeley

Master's degree — Financial Engineering

Mar 2022Mar 2023

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