Gautam Prasad

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Projects Experience Achievements

Credit Risk & Quantitative Finance Specialist with MSc Quantitative Finance (4.94/5.0 GPA). 6+ months building financial models, developing predictive analytics, and assessing portfolio risk. Expert in Python, SQL, R. Specialized in credit risk modeling, default probability estimation, and statistical analysis.

Thesis: Hybrid GARCH–LSTM Volatility Forecasting (USA, Germany, India, Poland)
Upcoming
Taking CFA Level I exam -- February 2027
MSc Quantitative Finance · Poznań University of Economics & Business · Poland
GPA: 4.94/5.0 · Rector's Scholarship
B.Eng. Computer Science · Chandigarh University · India
GPA: 8.51/10.0, 50% Merit Scholarship
Published Research: Stock Market Prediction using Machine Learning

Core Competencies

Python (NumPy, Pandas, Scikit-learn) SQL & Data Engineering R (ggplot2, quantmod) Predictive Modeling & Machine Learning Credit Risk Modeling (PD/LGD/EAD) Financial Analysis & Valuation Excel/VBA & Financial Modeling Time Series & Statistical Analysis Monte Carlo Simulation & Risk Assessment
Projects
Counterparty Credit Risk (CVA/DVA)
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  • Bilateral credit risk valuation: CDS bootstrapping, Monte Carlo simulation, FX/IRS derivatives
  • Hull-White interest rate modeling for fixed income; exposure quantification & risk metrics
Equity Research: Lockheed Martin
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  • 9-sheet financial model with 20+ ratios, DuPont decomposition, peer benchmarking
  • CFA framework analysis across 4 defense contractors
DCF Valuation: ORLEN
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  • End-to-end DCF with 5-year FCF forecast, WACC 8.8% via CAPM
  • Sensitivity analysis & regulatory framework considerations
Portfolio Volatility Risk & Spillover Analysis
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  • Diebold-Yilmaz directional spillover analysis: NIFTY 50, S&P 500, VIX, WTI (12-year daily data)
  • Volatility transmission modeling for portfolio risk assessment & correlation analysis
Time Series Volatility Forecasting (ARMA-GARCH)
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  • Comparative volatility modeling: GARCH(1,1), EGARCH, GJR-GARCH with performance analysis
  • Forecasting accuracy assessment on Reliance Industries & NIFTY 50 index data
Experience
Finance Analyst
Sep 2025 – Feb 2026
AllForExpo Sp. z o.o., Poznań
  • Financial risk management: reconciliation & exposure tracking across 40+ contracts (PLN 8M portfolio)
  • Process optimization: reduced month-end close from 5 days to 2 days via Excel/VBA automation
  • Forecasting & variance analysis: improved monthly budget accuracy by 30% with automated models
  • Stakeholder reporting: prepared analytical dashboards & financial metrics for executive team
Changemaker (International Exchange)
Feb – Mar 2026
NAWA PROM | PUEB × Oulu UAS
  • Cross-cultural collaboration: 4 countries, 30 students
  • Clear communication & problem-solving under tight deadlines
Achievements
Rector's Scholarship Award (MSc Quantitative Finance, Poland)
4.94/5.0 GPA | Ranked top in quantitative & risk modeling courses
Published research on portfolio volatility spillover analysis
Expert in predictive modeling, risk valuation, derivatives pricing & credit analysis
© 2026 Gautam Prasad | GitHub · LinkedIn