Vice President, Global Modeling and Analytics Group @ (June 2000 - February 2005)
Senior Financial Engineer @ (April 1998 - May 2000)
Research Scientist @ Univ of Pennsylvania and Univ of Utah (February 1996 - March 1998)
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
Applied Probability
Artificial Intelligence (AI)
Banking
C++
CVA
Causal Inference
Counterparty Risk
Credit Derivatives
Credit Scoring
Data Analysis
Data Science
Deep Learning
Derivatives
Dynamic Programming
Emerging Markets
Energy Derivatives
Financial Markets
Financial Modeling
Fixed Income
Functional Programming
High Performance Computing (HPC)
High Performance Teams
Interest Rate Derivatives
Interpersonal Skills
Leadership
Local LLMs
Machine Learning
Market Risk
Model Risk
Modeling
Monte Carlo Simulation
Mortgage-Backed Security (MBS)
Multivariate Statistics
Natural Language Generation
Natural Language Processing (NLP)
Natural Language Understanding
Numerical Analysis
Object-Oriented Programming (OOP)
Optimization
Partial Differential Equations
Physics
Programming
PyTorch
Python (Programming Language)
Quantitative Analytics
Quantitative Finance
Reinforcement Learning
Risk Management
SQL
Scikit-Learn
Statistical Modeling
Stochastic Calculus
Stress Testing
Team Leadership
TensorFlow
Valuation
Commodity
Financial Risk
Hedging
FX Options
Volatility
Options
Risk Measurement
FX Derivatives
Hybrids
Securities Lending
Basel III
Financial Services
Credit Risk
Variable Annuities
Foreign Exchange (FX) Options
Risk Analytics
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 Applied Probability, Artificial Intelligence (AI), Banking, C++, CVA and more. Sanjay Chawla has 2 emails and 2 mobile phone numbers on RocketReach.
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