Arpit is responsible for Quant Modeling and AI business solution strategies for Climate Risk, ESG, Financial Risk, Model Risk, Trading, and Portfolio Management verticals at MathWorks. He has over 16 years of experience in Quant Finance and AI, leading large projects for top global banks, asset managers, hedge funds, and regulators across the AMER, EU/UK, and APAC regions.
Before joining MathWorks, Arpit was a Director in Quant practice at KPMG US, where he co-established the Traded Risk business and led large client projects on Model Risk, Derivatives Pricing, and Portfolio Analytics. He also established and led the Quant Modeling group at KPMG Global Services. Arpit also worked as a quant trading strategist for a credit/FX hedge fund desk in his previous roles.
Academically, Arpit holds an electronics engineering degree, along with CFA, FRM, and CQF designations.
