Rushabha Raool
Market Risk | Model Validation | Credit Risk | VaR & FRTB | Python
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About
Looking for a full-time role in market risk, credit risk, or model validation.
Recent projects: Credit risk scorecard - WOE/IV logistic model + IFRS 9 ECL on 1M+ real loans Market risk engine - Parametric/Historical/Monte Carlo VaR + Expected Shortfall on a live portfolio, Basel III/FRTB backtesting Derivatives pricing - Black-Scholes, binomial tree, Monte Carlo cross-validated against each other, plus a live implied vol surface Fixed income - bootstrapped Treasury curve, Vasicek/CIR short-rate calibration Background: 8 years engineering (Eaton aerospace + Karnari) - built statistical/regression models delivering $100K+ in savings.
Experience
Design and Data Analysis Engineer at Karnari Enterprises (2024-08 – Present)
- Owned concurrent tooling design and data analysis projects generating $30K in annual savings
Product Engineer – Aerospace at Eaton (2021-08 – 2024-08)
- Built predictive model for sealing component dimensions. Applied regression analysis, normality testing, and paired t-test to confirm zero-bias at 95% confidence interval, eliminating manual iterations and delivering $100K in savings
Associate Product Engineer – Aerospace at Eaton (2018-08 – 2021-08)
Education
Post Graduate Diploma in Finance in Finance – Birla Institute of Technology and Science (BITS) Pilani (2022-07 – 2023-05)
Bachelor of Technology in Mechanical Engineering – College of Engineering Pune (2014-07 – 2018-05)
