Bhavya Joshi

My focus is on risk methodology, mainly market risk using FRTB-SA. I built a Python Delta capital charge calculator (HKMA, PRA rules) to validate the base currency approach. In SA-CVA, I supported model monitoring, analysed “other bucket” capital, and worked on marginal capital with Euler decomposition. I conducted VaR/SVaR backtesting with Kupiec & Christofferson tests, performing diagnostics and documentation for MRM. Key skills: SA-FRTB, SA-CVA, VaR/SVaR, Python, Excel, quantitative risk.

Task: Develop a 3D Computer-Aided-Design of Micro-Lens Array. The software tool that I have used: AutoCAD.

• I delved into the research on the theory of star and planet formation using a simulation framework named PLUTO. • I was involved in designing an implementation of a radiation transport module using Flux-limited- diffusion (FLD) a paradigm. I used the 2nd order accurate FD scheme to design my implementation. The evaluation of diffusive terms in my implementation with severely limited computational power showed me how sometimes realization is not only a matter of implementation, there are always trade-offs.

Modelling a backward time trajectory of polar Bromine in the ionosphere. Task: installation of particle dispersion code FLEXPART, installation of require libraries, performing a test-run of the standard test problem and preparation of the documentation accounting the steps. Languages used: FORTRAN, Bash, Python.

Interdisciplinary center for scientific computing, Heidelberg (Germany) Task: Data visualization using D3js of historical activity of art history. Languages used: Javascript, Python.

Theoretical Astrophysics, Environmental Physics, General Relativity, Computational Statistics and Data Analysis, Cosmology, Theoretical Biophysics, Theoretical Statistical Physics, Low temperature Physics, Condensed matter physics, Python programming language.

Classical physics, Classical Mechanics, Quantum Physics, Quantum mechanics, Electrodynamics, Mathematical Physics, Experimental Physics.