Sonali Parab Email & Phone Number

I am a Quantitative Analyst at Fifth Third Bank with a background in Applied Mathematics. My job involves maintaining, supporting, and updating mathematical models for interest-rate risk assessment and Economic Capital estimation.My expertise includes performing Value-at-Risk (VaR) analysis, forecasting, stress testing, portfolio analysis, and evaluating the impact of interest-rate fluctuations on Economic Capital. I am proficient in R, SAS, and SQL, and have hands-on experience generating scenarios, conducting portfolio evaluations, and executing VaR analysis using QRM.As a working professional, I am dedicated to ongoing learning, collaboration, making decisions based on data, and personal growth.