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Varun Gupta

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Varun earned his Bachelor of Engineering degree in Mechanical Engineering, with a minor in Business, at Singapore’s Nanyang Technological University (NTU). Building on a sound quantitative platform, he developed an interest in statistical analysis, forecasting and optimization techniques when he took a number of Systems Engineering and Business courses such as Operations Research, Supply Chain and Logistics Management, and Management Decision Tools. During his time at NTU he also helped design fund-allocation databases for the Credit Research department as a summer intern at Standard Chartered Bank.

After graduating from NTU, Varun began working for EY in their Advisory division. As an analyst in the Financial Services Risk Management (FSRM) team, he employed Monte Carlo simulations using different software packages to price complex derivative products and to compute market-risk metrics based on combinations of historical or forecasted variables. While at EY, Varun led a team of analysts while independently handling large scale valuation requests, including end-to-end client interactions throughout the engagements. He also built a tool using VBA for Excel and Access that automated the standard process for valuation of vanilla products, while acting as a single-stop repository for various types of market data. Varun’s work onsite in FX-risk for a major investment bank, using their proprietary scripting language to model the optimization of capital requirements, was well received and quickly implemented within the bank’s regular models.

Having witnessed the power and growing ubiquity of data analytics and statistical procedures within the world of quantitative finance, Varun is keen to take his skillset forward in the MSiA program so he can develop his understanding of data science and analytics, and explore the multitude of real-world applications across industries through a combination of challenging coursework and industry projects. He is especially excited about the opportunity to collaborate with fellow students on big data analytics projects using cutting-edge tools, and he is looking forward to eventually applying his expertise to produce quality data-driven business or policy decisions for his employer.