At Goldman Sachs, I stress-test interest-rate and balance-sheet scenarios to assess market-risk exposures and support mitigation decisions. I also develop base and downside cash-flow forecasts, highlighting material variances for Treasury, Risk, and Finance stakeholders.
I reconcile position, cash-flow, and interest-rate datasets using SQL and Excel, and automate recurring risk reports with Excel, SQL, and Power BI. My work includes monitoring structural interest-rate and liquidity exposures across currencies and time buckets.
At Rethinksoft, I cleaned financial datasets and built revenue, cost, and cash-flow models to evaluate pricing, hiring, expansion, and funding trade-offs. I also maintained dashboards tracking financial, performance, and risk metrics.
