Vanshika S. Email & Phone Number

• Developed a historical simulation based VaR model, assessing risk for 10 investment options with 98% accuracy using derivative pricing (binomial asset pricing, Black-Scholes, and option greeks)
• Analysed Marginal VaR for 10+ assets, through back-testing and stress-testing of VaR models in Excel, improving risk prediction accuracy by 15%

Mumbai, Maharashtra, India

• Integrated 4+ quantum data encryption platforms using R to analyse trends, increasing revenue.
• Delivered 10+ presentations on the value proposition to 10+ clients, increasing retention by 15%

London, England, United Kingdom

• Designed an equity risk report for investments, ensuring 100% reporting accuracy
• Extracted data 15+ financial reports for upper management, enhanced decision-making.

• Project: Analysis of FANG Stocks
• Led a team of 5 students to conduct a time series analysis on stock prices using R, gaining 3 key insights
• Developed 8 ARIMA models based on 1000+ data points, predicting stock prices with 98% accuracy

• Collected and analysed large data sets with Python, reducing emergency vehicle response times by 15%
• Delivered 10+ data-backed presentations to team leads, highlighting key insights, improving decision-making by 28%

Master'S Degree, Business Analytics, 2:1

Modules: Project Management (87%), Financial Data Analytics (82%), Group Project (69%) Dissertation: Media Bats: Sentiment &.

Bsc Mathematics And Statistics, Statistics, Modelling

Modules: Advanced Calculus & Linear Algebra (100%), Probability Modelling (78%), Number Theory (70%) Project: Post-Brexit GDP Variations.

Studied Mathematics And Economics As The Core Subjects, Humanities