About

Manthan Sheth is an accomplished Associate at Goldman Sachs with nearly 5 years of experience in Market Risk Modelling and Operational Risk Modelling. He has a strong background in modelling commodities and mortgages asset classes. Manthan's expertise in quantitative analysis has been honed through his work as a Senior Quantitative Analyst - Risk Strats and Quantitative Analyst at Goldman Sachs. In these roles, he has developed a deep understanding of market risk and operational risk, providing him with the ability to identify and mitigate risks in complex financial products. Manthan is a graduate of the Indian Institute of Technology, Roorkee, where he earned Bachelor of Technology degrees in Computer Science and Electrical Engineering. He has also completed Level 2 of the Chartered Financial Analyst (CFA) program and is a member of the Global Association of Risk Professionals (GARP). Manthan's technical skills include proficiency in Java, Python, and C. He has demonstrated his ability to use these skills to develop models and algorithms that support risk management strategies at Goldman Sachs. His ability to work with complex data sets and identify key insights has been a valuable asset to the firm. Manthan is a highly motivated individual who is committed to delivering results. He has a strong work ethic and is always looking for ways to improve his skills and knowledge. His attention to detail and analytical skills make him an asset to any team.