Sanjay Chawla Email & Phone Number
Director, Team Lead, Quantitative Analytics @ Freddie Mac
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Sanjay Chawla Location
- Washington, DC, US
Sanjay Chawla Work
- 2017 -now Director, Team Lead, Quantitative Analytics @
- 2016 -2016 Risk Consulting @ Intuit Analytics
- 2014 -2016 Director, PWC Advisory Services, Financial Services @
- 2012 -2014 Senior Economist, Stress Testing, Banking Supervision and Regulation @
- 2011 -2012 Senior Director, Team Lead, Credit Hybrids, Quantitative Analytics @
- 2005 -2011 Director, Quantitative Strategies, Fka Gmag @
- 2000 -2005 Vice President, Global Modeling and Analytics Group @
- 1998 -2000 Senior Financial Engineer @
- 1996 -1998 Research Scientist @ Univ of Pennsylvania and Univ of Utah
Sanjay Chawla Education
- University of Pennsylvania
Ph.D. ( Physics)
1991-1995 - Princeton University
M.A. ( Physical Chemistry)
1989-1991 - Indian Institute of Technology, Bombay
B. Tech. ( Engineering Physics/Applied Physics)
1985-1989
Sanjay Chawla Skills
- Derivatives
- Quantitative Analytics
- Credit Derivatives
- Fixed Income
- Market Risk
- Valuation
- Emerging Markets
- Commodity
- Quantitative Finance
- Financial Modeling
- Financial Markets
- Financial Risk
- Risk Management
- Hedging
- Counterparty Risk
- Numerical Analysis
- FX Options
- Monte Carlo Simulation
- Energy Derivatives
- Volatility
- Options
- Physics
- Stochastic Calculus
- Interest Rate Derivatives
- CVA
- Stress Testing
- Optimization
- Risk Measurement
- FX Derivatives
- Hybrids
- Securities Lending
- Basel III
- Financial Services
- Credit Risk
- Variable Annuities
- Foreign Exchange (FX) Options
- Statistical Modeling
- Risk Analytics
- Modeling
- C++
- Foreign Exchange Fx Options
- Foreign Exchange Options
- Data Analytics
- Statistical Data Analysis
Sanjay Chawla Summary
- Sanjay Chawla, based in Washington, DC, US, is currently a Director, Team Lead, Quantitative Analytics at Freddie Mac. Sanjay Chawla brings experience from previous roles at Intuit Analytics, PWC, Federal Reserve Board and Royal Bank of Scotland. Sanjay Chawla holds a 1991 - 1995 Ph.D. in Physics @ University of Pennsylvania. With a robust skill set that includes Derivatives, Quantitative Analytics, Credit Derivatives, Fixed Income, Market Risk and more. Sanjay Chawla has 2 emails and 2 mobile phone numbers on RocketReach.
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