Kripa Sara Abraham Email & Phone Number

As an MS in Finance student at UIUC, I am enrolled in coursework with significant exposure to equity and interest rate derivatives pricing models. I have experience modeling the behavior of equity derivative products using stochastic calculus, numerical methods, and Partial Differential Equations (PDEs). I have also worked on projects to develop detailed valuation reports and models for real-life equity derivatives with up to five underlying assets using the Black-Scholes-Merton model, Binomial tree approach, Finite Difference methods and Monte Carlo techniques in Python. I am currently working on developing my skills in building, creating and numerically implementing interest rate models to value real-world complex securities whose payoffs depend on SOFR or associated swap rates.Worked on multiple projects applying various machine learning techniques, including supervised and unsupervised learning algorithms and neural networks.As a CFA Level III candidate, I have gained extensive knowledge in quantitative methods and its applications in finance including probability theory, statistical analysis, regression analysis and time series analysis. My coursework has included topics such as probability distributions, hypothesis testing, and confidence intervals which are essential for understanding and modeling financial risk.Gained expertise in in-depth financial statement analysis of Hedge Fund clients to ensure reporting compliance during my 3-year tenure with the Big 4 audit firm EY.Perceptive communicator with the capacity to engage confidently with colleagues and professionals around the globe.Committed to developing programming skills and further strengthen quantitative skills to complement my strong finance background and experience within the financial services sector to succeed in a field requiring quantitative analysis and research.Relevant coursework: Valuation of Complex Derivatives, Data Science & Python for Finance, Financial Derivatives, Big Data Analytics for Finance, Machine Learning for Finance, Managing Market Risk for Financial InstitutionsProgramming skills and tools: Python, R, SAS, SQL, Tableau, Robot FrameworkPlatforms: SAS Studio, Amazon Web Services (AWS) - EC2 Instance, BloombergCertifications: Advanced Microsoft Excel