I am currently pursuing Masters in Financial Engineering at UC Berkeley. My previous experience was at Credit Suisse, where I extensively used econometric methods and machine learning while developing models for counterparty credit risk measurement. In addition, I have taken specialised courses in quantitative investments, where I developed introductory skills in factor modelling (risk and alpha factors), using ML methods for generating/combining alpha factors, and portfolio optimisation. I am excited to further my understanding in this area during my study at Berkeley.My interests lie in application of econometrics, machine learning, and product/markets knowledge in formulating investment/trading strategies. I am actively seeking opportunities in quantitative research. I can be reached out at ishan_pathak@berkeley.edu
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Quantitative AnalystCredit Suisse Jul 2019 - Feb 2024Mumbai, Maharashtra, IndiaQuant Strats (Counterparty Portfolio Modelling)• Implemented a multi-factor regression based VaR model for firm's equity SFT portfolio, resulting in improved risk coverage• Developed a Python prototype to backtest the multi-factor regression model for equities–calibrated model coefficients, extreme moves using historical data, generated exception profile for performance assessment of material stocks•Saved ~$5 million in risk-capital by efficiently updating firm's internal pricing model for bonds to accommodate transition to Alternate Reference Rates in pricing–leveraged existing C++ infrastructure, performed extensive code-reviews, implementation tests, model backtesting and documentation -
Quantitative AnalystRoyal Bank Of Scotland Business Nov 2017 - Jun 2019Mumbai, India; London, United KingdomStress Testing for OTC Portfolio; Treasury portfolio optimisation•Conceptualized and coded a Python prototype during the ideation phase of a portfolio optimization project– employed Cholesky factors of historical Covariance Matrix to simulate returns for bank’s treasury portfolio•Analyzed regulatory stress testing results for firm’s derivatives portfolio; automated evaluation of exposure fluctuations, led stakeholder discussions to identify risk factors, documented analysis reports -
Management Trainee (Technical)Tata Steel Jul 2016 - Nov 2017JamshedpurManaged maintenance and operations at Wire-plant shop floor, performed root-cause analysis of systems breakdown; planned preventive maintenance to reduce down-time
Ishan Pathak Education Details
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Master Of Science - Ms, Financial Engineering
Frequently Asked Questions about Ishan Pathak
What is Ishan Pathak's role at the current company?
Ishan Pathak's current role is UC Berkeley MFE'25 | ex-Quant at Credit Suisse | IIT Kharagpur.
What schools did Ishan Pathak attend?
Ishan Pathak attended University Of California, Berkeley, Haas School Of Business, Indian Institute Of Technology, Kharagpur.
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Ishan Pathak
Cybersecurity Research Assistant| Computer Science| Texas Anm University, KingsvilleUnited States -
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ISHAN PATHAK
Charlotte, Nc
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