At AMERIPRISE FINANCIALS, I perform quantitative market risk analysis, monitor risk limits, and investigate unusual exposures. I also analyze daily P&L movements and use sensitivity and scenario analysis to assess market shocks.
At TIBREWAL SECURITIES PVT. LTD., I developed and analyzed Historical Simulation and Monte Carlo VaR models for derivative portfolios. I performed backtesting, stress testing, and Greeks-based P&L attribution, and developed Python, SQL, and VBA workflows to automate risk calculations and data processing.
