Shubhanshu Gupta is a Associate, Bain & Company (BCN) at Bain & Company. They is proficient in English. Colleagues describe them as "Shubhanshu was our intern in the Market Risk Analysis & Control (MRAC) team for the Rates asset class trading at Deutsche Bank AG Mumbai from August 2nd 2021 to December 15th 2021. The team is organized globally with franchises in London, New York, Berlin and Mumbai, which all constitute direct colleagues to the intern. Within the Rates asset class, MRAC is serving in a fast paced environment to deliver daily reporting, analysis and controlling of various market risk related calculations that impact the bank’s capital requirements and support the Market Risk Management in London and New York who directly risk-manage the front office trading activities on site. The intern was completing his tenure in a generally difficult environment, in the light of a temporarily tightly resource constrained team and homeoffice requirements from the ongoing sanitary crisis of SARS-CoV-2 disease. Despite aforementioned difficulties, his integration into the Mumbai branch went generally positive and he began to settle into his tasks after the introductory period. His starting tasks were ranging from vital delivery of daily and weekly production of data sensitive reporting, which included to run and debug MS Excel tools and collating data from various internal sources while monitoring for correctness. He was responding well to the associated time pressure and completion chasing from stakeholders with varying levels of seniority. He showed dedication and decisiveness in delivery and the ability to work long hours when required as well as an extraordinary display in availability of general support for all global team members, throughout which he was always keeping a positive composure. Further into the internship Shubhanshu was advancing existing reports and developed more competences in taking over involving tasks for Value at Risk (VaR) analysis. He began grasping the underlying concepts of VaR, including the usage of related metrics like MVaR, IVaR and sensitivities. His voluntary contribution in taking over some reporting of VaR was deeply appreciated and included a daily presentation of analysis to a challenging audience that included New York based risk managers. Given his display of dedication and his ability of taking over increasingly diff icult tasks and not shying away from challenges, I can distinctly and happily recommend him for further occupation in relating fields for his future career."