Expert in market risk, credit risk, data science, and financial risk management.
Pragnya’s areas of interest include the application of A.I, machine learning and new–age techniques to solve problems in risk management and ETRMs; ESG practices in Risk
Pragnya has over 9 years of experience in the banking and financial services industry, with expertise in: Data Analytics, Market Risk, Credit Risk, Risk and Regulatory Modeling, Model Validation, Valuation and Pricing of Exotic Securities, Stress testing and MiFID Implementation. Worked extensively with ETRMs like Allegro, RightAngle and other CTRM platforms to create custom risk solutions driven by client requirements.
Big 4 Consulting Firm
Financial Risk Management
Credit Risk and Market Risk
Clearing House
Market Risk Model Validation – Clearing House
Consulting wing of a Rating Agency
Risk Analytics, Investment Banking
Global Investment Bank
Market Risk
- Market Risk Modeling
- Credit Risk Modeling
- Valuations, Hedging
- Stress Testing
- Regulatory Governance
- Derivatives
- Interest Rate Modeling
- MS in Financial Engineering – New York University
- MBA in Finance (India)
- B Tech in Chemical Engineering (India)
