Assistant Vice President @ Global Portfolio Risk Analysis and Reporting. -Support CCAR stress testing for AFS/HTM securities -Analyze cash flows for Structured Products under stress scenarios, understand the macro-economic -drivers of OTTI and OCI to explain results to different business units -Partner with technology and risk analytics to automate production and reporting of stress results From January 2015 to Present (10 months) Greater New York City AreaTeaching Assistant @ From August 2014 to December 2014 (5 months) Cornell Financial Engineering ManhattanCredit Risk Intern @ Helped with updating of quantitative models in SAS to calculate exposure at default, credit conversion. Assisted in executing linear and logistic regressions of CCF against different factors. Scrutinized research papers to better understand drivers of CCF and alternative measures of EAD From June 2014 to August 2014 (3 months) Greater New York City AreaResearch Assistant @ Helped in the implementation of mathematical algorithms for projects in the field of Operations Research. Rewrote code from Matlab/R to C and improved efficiency of computations by more than 50 percent. From June 2013 to August 2013 (3 months) Ithaca, New York AreaAcademic Tutor @ Tutored student athletes in algebra, calculus, physics and computer science. Helped students with individual appointments and conducted exam review sessions for several students. From March 2010 to March 2013 (3 years 1 month) Tampa/St. Petersburg, Florida AreaResearch Internship @ Optimized/ edited code for USF Health website and participated in mathematical research involving regret theory approach to decision curve analysis, rough set theory based prognostication on life expectancy for terminally ill patients. From May 2012 to August 2012 (4 months) Tampa/St. Petersburg, Florida Area

Master's Degree, Financial Engineering @ Cornell University From 2013 to 2014 Master of Engineering (M.Eng.), Financial Engineering @ Cornell University From 2013 to 2014 Bachelor of Arts (B.A.), Mathematics @ University of South Florida From 2009 to 2013 Saurabh Arora is skilled in: Research, Statistics, Java, Programming, Mathematics, Finance, Microsoft Office, Microsoft Excel, Microsoft Word, PowerPoint, Teamwork, Social Media, Public Speaking, C++, C, SAS programming, AMPL, R, Matlab, Data Analysis, Financial Modeling, Python, SAS, SQL