Rohan Chaphekar
Quantitative Risk Analyst (Credit) at Citi
Based in New York, United States
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Seniority
Other
Department
Other
Location
New York
Industry
Financial Services
Company size
190K
Contact information
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r•••••••@citigroup.com
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Background
About Rohan Chaphekar
2 x Winner, Currency Derivatives 60 day Trading Challenge by Zerodha Broking (Feb 22, Jul 22) Developing Quant libraries and tools within Citi focused towards building risk models, platforms and products. Exposure across multiple business stripes in Quantitative Risk, Sales and Trading and Quantitative Development within Citigroup. Previosuly worked as an equity research analyst intern at KRG Strategy Consultants assisting in equity research and reports. Proficient in Python, SQL and Excel and have relevant skills in Options pricing and strategies, Portfolio construction, Portfolio optimization. FRM both levels cleared with highest quantiles in 7/10 subjects. Currently accruing work experience to receive my FRM designation.Master's Degree in Financial Engineering from NYU Tandon, Bachelor's Degree in Mechanical Engineering from Maharashtra Institute of Technology (MIT-WPU). Keen and eager to explore opportunities in Quantitative Trading, Quantitative Developer, Quantitative Risk Management.
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