Harshita Thakur,***** Graduate Lane, Apartment G, Charlotte, North Carolina 28262
) 704-***-**** 8 ac682m@r.postjobfree.com
ý www.linkedin.com/in/harshitathakur
Forecast Analyst Risk Analyst Quantitative Analyst Financial Analyst Quantitative Researcher
Qualifications Profile
Innovative, results-driven, and performance-focused professional, with hands-on background in quantitative, forecast, credit and market risk, statistical, and financial analysis. Display excellent critical thinking and problem-solving skills in keenly identifying challenges and resolutions toward achievement of set-forth goals. Possess strong knowledge of statistical forecasting methods such as autoregression (AR), autoregressive integrated moving average (ARIMA), vector autoregression (VAR), autoregressive conditional heteroskedasticity (ARCH), and generalized autoregressive conditional heteroskedasticity (GARCH). Exhibit articulate interpersonal and communication aptitudes, along with bilingual fluency in English and Hindi.
Areas of Expertise
Regression and Time Series Analysis Random Forest Research and Model Development Data Assessment Strategic Planning and Execution Reporting Requirements Management
Education
Master of Science in Mathematical Finance, with Concentration in Financial Data Analytics
Master of Science in Economics, with Concentration in Quantitative Financial Economics
In Progress (Expected Graduation Date: Dec 2018)
University of North Carolina at Charlotte (UNCC), Charlotte, NC, USA
Dual Masters Coursework: Advanced Macroeconomic Theory Advanced Microeconomic Theory
Graduate Econometrics Advanced Business and Economic Forecasting Research Methods for Economics
Financial Economic Theory Financial Econometrics Financial Elements of Derivatives
Stochastic Calculus for Finance Fixed Income Securities and Credit Risk Risk Management and Financial Institutions Business Intelligence and Analytics Advanced Business Analytics Database Systems
Coursework toward Master of Arts in Economics, 2016 GPA: 4.0
Barkatullah University, Bhopal, MP, India
Bachelor of Arts in Economics (Honors), with Concentration in Management, 2015 GPA: 4.0
Institute for Excellence in Higher Education, Bhopal, MP, India
Shree Ratan Khare Memorial Award
Treasurer, 2013–2014/Executive Member, 2012–2013, Economic Forum Class Representative, 2012–2015
Work Experience
Citco Group of Companies, Charlotte, NC, USA
Risk Analyst Intern Sep 2018–Present
Provide support with the preparation of risk and transparency reporting requirements for various clients ranging from small to multibillion-dollar hedge funds and institutional investors
Deal with the risk and transparency reporting function which encompassed the details of hedge fund's holdings, risk exposures, profit and loss (P&L) attribution, counterparty exposures, hypothetical shocks/stress tests, sensitivity modeling against various risk factors, and Value at Risk (VaR)
Render assistance in organizing risk-adjusted exposures, stress testing, and other sensitivity analysis to meet the client’s regulatory reporting requirements including form provident fund (PF), alternative investment fund managers directive (AIFMD)/Annex IV, and Basel III
American Family Insurance, Madison, WI, USA
Market Research Intern, Consumer Insights and Analytics (CIA) May 2018–Aug 2018
Obtained knowledge on how to use data with machine learning techniques to identify consumer trends by helping the senior research analyst, along with data science discussion assistance
Harshita Thakur,11012 Graduate Lane, Apartment G, Charlotte, North Carolina 28262
) 704-***-**** 8 ac682m@r.postjobfree.com
ý www.linkedin.com/in/harshitathakur
Tested and used ordinary least squares regression model, which was selected among the others including time series and cross-sectional, and linear-mixed model, to create a state-level and a national-level model that evaluated the relationship between premium rate change and customer satisfaction
Utilized models such as autoregressive integrated moving average (ARIMA) and Bayesian Forecasting, as well as Facebook’s open source forecasting tool to forecast customer satisfaction for the next 12 quarters
University of North Carolina at Charlotte (UNCC), Charlotte, NC, USA
Graduate Assistant, University Center for Academic Excellence (UCAE) Aug 2017–Aug 2018
Facilitated the evaluation of center usage by generating reports on visits during evenings and weekends and daily visits at sub-centers
Conducted workshops on academic skills such as note taking and test preparation; life skills such as time and stress management and goal setting; and computer skills including Microsoft PowerPoint
Earned recognition as the only person to develop and implement Microsoft Excel basic and intermediate workshops
Affiliations
Graduate Business Association (GBA), UNC Charlotte, 2016–Present
Graduate and Professional Student Government, 2016–Present
Technical Skills
Microsoft Office Suite STATA SAS MATLAB Tableau R SQL (Beginner)
Academic Projects
Power Laws: Forecasting Energy Consumption 2018
Objective/Overview: Creation of a forecasting model for energy consumption to address one of the three challenges in the “Power Laws” series conducted by Schneider Electric
Created a forecasting model for energy consumption using ARIMAX model
Research Paper on Interaction Between Crude Oil Prices and GBP-USD Exchange Rate 2017
Objective/Overview: This paper explores the relation between West Texas Intermediate crude oil and British Pound – US Dollar exchange rate
Utilized Engle-Granger cointegration and Granger-Causality tests to explore the relation between West Texas Intermediate crude oil and British Pound-US dollar exchange rate
Separately conducted econometric analysis for nominal and real data, and oil exporting and importing phase of the United Kingdom
Integrated interest rate in the model to verify any changes on the results
Does Consumer Sentiment Help to Predict Stock Returns? 2017
Objective/Overview: Identified whether consumer sentiments could predict stock returns
Made used of the Engle-Granger cointegration and Granger causality tests to check whether consumer sentiment helped to predict stock returns
Relationship Between Crude Oil Prices, Stock Prices, and Interest Rates 2016
Objective/Overview: Explored the relationship between Crude Oil Prices, Stock Prices, and Interest Rates
Identified relation between crude oil prices, stock prices, and interest rates for the United States by employing Granger-Causality test
Produced 24-month out-of-sample forecast and compared different forecasting models based on the forecast error