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  • Ernst & Young
  • Charlotte

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dhruvchakervarti/README.md

Hi there 👋

Master of Financial Engineering from UCLA Anderson School of Management - 2020, MBA and B.Eng from NMIMS University. Has 1 year of work experience with Financial services. Works as a Staff/Assistant | TCF-Valuation, Modeling & Economics - Complex Securities at Ernst & Young. Has worked as an Investment Associate at CalPERS, Financial Analyst - Credit Risk and Ratings research for Crisil and Moody's. Proficient in Python, R and SQL programming languages.

  • Currently learning about Credit Risk Modelling
  • Interested in Data Science, Fixed Income, Derivatives, Portfolio/Investment/Risk Analytics, Quant Analytics
  • 📫 How to reach me: [email protected]

Popular repositories Loading

  1. Quantitative-Asset-Management Quantitative-Asset-Management Public

    Performed comparative analysis of Naïve, MVE optimized, Value weighted and Risk parity allocation strategies to test whether Naïve portfolio diversification is a competitive strategy

    Jupyter Notebook 1 1

  2. Fixed_Income Fixed_Income Public

    Few Fixed Income Projects and Models

    Jupyter Notebook 1

  3. TradingSignals TradingSignals Public

    General Technical Indicators which are easy to code and interpret

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  4. Optimal-Portfolio Optimal-Portfolio Public

    Portfolio allocation based on the highest Sharpe ratio point on the Efficient Frontier using a python package

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  5. Yield-Curve-Forecasting-AFP Yield-Curve-Forecasting-AFP Public

    This model explains and forecasts yield curve changes of the UST sovereign yield curve across maturities, using economic and financial data. Forecasts are made for 1, 3, 6 and 12 months.

    Python

  6. Portfolio-Construction-Risk-Parity-R-Python Portfolio-Construction-Risk-Parity-R-Python Public

    Constructing Levered and Unlevered Risk Parity Portfolio using CRSP data and comparative analysis with other portfolio strategies on both R and Python

    Jupyter Notebook