Soham Mehta

Soham Mehta Email and Phone Number

Quantitative Analyst, MRM @ UBS
New York, NY, US
Soham Mehta's Location
New York, New York, United States, United States
About Soham Mehta

Model Risk Management Consultant at Deloitte with 3 years of professional experience assisting financial institutions in complying with regulatory and internal Model Risk Management policies; performing model validation, quantitative research and analysis, and predictive risk modeling utilizing Python, Excel, R, and SQL.Developing a solid foundation in financial mathematics, statistics, and programming along with cybersecurity, blockchain, and cloud computing through completing a master's in Financial Engineering and Risk Management from The University of Texas at Dallas and Electronic Engineering from the University of Mumbai.I am passionate about applying my analytical and problem-solving skills to complex and challenging projects in the financial industry and positively impacting the future of Quantitative Finance.

Soham Mehta's Current Company Details
UBS

Ubs

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Quantitative Analyst, MRM
New York, NY, US
Website:
nyftyfitness.com
Employees:
28
Soham Mehta Work Experience Details
  • Ubs
    Quantitative Analyst, Mrm
    Ubs
    New York, Ny, Us
  • Ubs
    Quantitative Analyst, Model Risk Management And Controls
    Ubs Jan 2024 - Present
    Zurich, Ch
  • Deloitte
    Model Validation Consultant, Model Risk Management
    Deloitte Sep 2021 - Sep 2023
    Worldwide, Oo
    ● Performed Model Validation of 20 Excel, R, and Python-based quantitative and qualitative capital, pricing, and investment proprietary and vendor models in compliance with SR11-7 guidance and client MRM frameworks● Implemented backtesting, benchmarking, sensitivity, and stress testing under CCAR, CECL, and other regulatory scenarios to identify limitations and recommend mitigation controls for 20 banking and hedge fund client models● Identified issues in over 50 client workflows to develop analytics, and KPIs for risk monitoring in Python and Excel and recommended optimization and automation solutions● Assessed model eligibility, and conducted Risk Tiering of over 50 banking client models to assess conceptual soundness, suitability, governance, performance, and compliance● Drafted and delivered 20 validation reports with audit outcomes including recommended ongoing monitoring strategies and revised annual model review policies and reporting templates● Led weekly meetings with model developers, owners, internal auditors, key stakeholders, and executive management to perceive expectations, resolve implementation queries, and discuss critical findings● Reviewed over 100 model development and related documents to ensure models capture key business elements and risks, and interpreted regulatory rules and guidance related to the models under development and validation● Coordinated validation progress with leadership and led teams of 2-3 to achieve aggressive turnarounds
  • The University Of Texas At Dallas
    Front Desk Agent
    The University Of Texas At Dallas Nov 2020 - Jun 2021
    Richardson, Texas, Us
    ● Monitored and reported safety and security-related emergencies at the facility● Provided information and assistance for housing-related and general inquiries● Managed student packages and deliveries● Performed apartment safety inspections
  • Utdsom Investment Corp.
    Quantitative Analyst
    Utdsom Investment Corp. Aug 2020 - May 2021
    ● Researched factors affecting stock price and trading strategies, and consolidated related data for 100+ companies● Executed Time Series and Cross-Sectional analysis of over 100K data points to observe historical price trends and assess the impact of financial attributes and macroeconomic factors on company stock prices● Implemented Linear Regression, Support Vector Machine, XGBoost, and Neural Network machine learning models with identified features to forecast stock prices over a 1-month horizon and generate portfolios in Python● Developed quantitative metrics to monitor, verify, and compare the weekly performance of all models, devised adjustments to the model algorithm, and chose the best-fitting model● Conducted monthly model validation for process improvement and redevelopment to incorporate the latest data● Presented model-generated portfolios to business leads and retrieved feedback through monthly collaborations● Drafted and maintained a model development document with monthly performance and audit assessment results

Soham Mehta Education Details

  • The University Of Texas At Dallas
    The University Of Texas At Dallas
    Financial Engineering And Risk Management
  • University Of Mumbai
    University Of Mumbai
    Electronic Engineering
  • Jai Hind College, Mumbai
    Jai Hind College, Mumbai
    Science

Frequently Asked Questions about Soham Mehta

What company does Soham Mehta work for?

Soham Mehta works for Ubs

What is Soham Mehta's role at the current company?

Soham Mehta's current role is Quantitative Analyst, MRM.

What schools did Soham Mehta attend?

Soham Mehta attended The University Of Texas At Dallas, University Of Mumbai, Jai Hind College, Mumbai.

Who are Soham Mehta's colleagues?

Soham Mehta's colleagues are Flloyd Rewa, Ethan Harro.

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