Amit Kumar Jha
XVA Quant | Counterparty Credit Risk at UBS
UBS quant driving counterparty credit risk modeling, published researcher in market microstructure, and builder of an AI assistant used by 100+ colleagues.
- 1B+rows engineered on Databricks
- 100+users of AI coding assistant
- 75%manual KPI reporting cut
- 3 TB+tick data analyzed at RBI
Experience
Quantitative Analyst (Authorized Officer) at UBS
2023 – Now
Built AI coding assistant deployed to 100+ users, reducing manual coding by 50%
Research Analyst at Reserve Bank of India
2023 – 2023
Enhanced macroeconomic forecasting accuracy by 45% using 3 TB+ tick-level data
Data Scientist at Elint Data Private Limited
2022 – 2022
Delivered 93% forecast accuracy with ARIMA, SARIMAX and GARCH models
Education
- Indian Institute of Technology JodhpurM.Sc. in Digital Humanities (Computational Economics & Quant Finance), 2022
- Jamia Millia IslamiaB.Sc. (Hons.) in Physics, 2019
Skills
- XVA (CVA/DVA/FVA)
- Counterparty Credit Risk
- PFE/EPE Exposure Modeling
- Monte Carlo Simulation
- Derivatives Pricing
- Model Validation
- Python
- SQL
- C++
- QuantLib
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