I am a finance professional with 2+ years of experience in financial modeling, risk analysis, investment research, and client-facing financial reporting. My work combines quantitative methods, statistical modeling, and applied macroeconomic research across financial risk, credit analysis, and wealth management.

Worked as a Graduate Research Assistant at Texas State University, where I build econometric and scenario models, conduct industry analysis using Bloomberg, FRED, and FactSet, and support faculty research and publications. Previously an Analyst – Credit & Financial Analysis at Citizens Bank International Limited, where I performed financial statement spreading and covenant compliance monitoring across 30+ corporate accounts, maintaining 100% data accuracy through SQL-based reporting pipelines.

I hold an MS in Quantitative Finance and Economics from Texas State University (May 2026). I also hold CFA Level I Candidate status with SIE passed, and am completing the FMVA certification (CFI). I was awarded 1st Place & People's Choice at the Ignite 3.0 Pitch Competition (2025).

• Machine Learning for Risk Prediction — Composite Fragility Score from network biomarkers across 10 S&P 500 sectors, lifting crash-prediction AUC from 0.645 to 0.726 using XGBoost.

• Financial Modeling & Valuation — DCF and 3-statement modeling with scenario analysis across corporate finance and credit projects.

• Quantitative Risk Simulation — GARCH(1,1) Monte Carlo VaR/ES estimation implemented in both R and C++ from first principles.

• Time-Series & Panel Econometrics — ARFIMA-GARCH/APARCH volatility modeling, panel fixed-effects regression, and VAR/DCC-GARCH analysis across equity, energy, and cryptocurrency markets.

• Sovereign & Credit Data Construction — Extracted and structured 20+ years of daily CDS spreads across 19 sovereign nations (Bloomberg) and macro indicator series (FRED) for credit risk research.

Network-based crash prediction (XGBoost), bank failure contagion event study (Fama-French), panel econometrics & volatility modeling (U.S. energy sector), VAR/DCC-GARCH crypto market analysis, and a GARCH Monte Carlo risk simulation built from scratch in C++.

Independent credit analyses using SEC filings, Bloomberg, and DFAST-style stress testing — including a full credit memo and stress test on Southwest Airlines.

DCF valuation and 3-statement financial planning models built from SEC filings, including a Johnson & Johnson valuation finding 63% undervaluation under base-case assumptions.

• MS in Quantitative Finance & Economics — Texas State University (GPA: 3.91/4.00) — May 2026
• BBA, Finance — Tribhuvan University, Nepal (GPA: 3.95/4.00)
• CFA® Level I Candidate
• SIE® Passed
• FMVA® — Corporate Finance Institute (in progress)
• Bloomberg Market Concepts

• 1st Place & People's Choice — Ignite 3.0 Pitch Competition 2025 (30+ teams)

• Open to Financial Analyst, Risk Analyst, Credit Analyst, and Quant Analyst roles
• Based in Dallas, TX — open to remote and relocation