Overview
Work History
Education
Skills
Projects
Timeline
Generic

Snigdha Vadlapatla

Charlotte

Overview

7
7
years of professional experience

Work History

Wholesale Loss Forecasting- Quantitative Analytics

Bank of America
Charlotte
12.2024 - Current
  • Conduct quantitative analysis and monitoring of wholesale loan portfolios to support enterprise-wide forecasting frameworks, including CCAR, CECL, and IFRS 9.
  • Perform model assessments and loss forecasting for international loan portfolios, providing analytical support to multiple legal entities, and responding to model-related inquiries, regulatory requests, and internal impact analyses.
  • Utilize Python and SQL to automate and perform periodic evaluations of model outputs, ensuring data integrity and consistency in projected credit losses across varying economic scenarios.
  • Support the implementation of model overlays, and contribute to model limitation analysis.
  • Perform an impact analysis of model outputs, identifying key drivers behind loss estimates, and presenting insights to risk stakeholders.

Investment Risk and Analytics

JP Morgan Chase
Columbus
06.2022 - 12.2024
  • Oversaw risk and performance monitoring for a wide range of investment strategies, including equity, multi-asset, ETFs, mutual funds, and fund of funds, ensuring alignment with platform risk appetite, and active positioning.
  • Partnered with due diligence teams and portfolio managers to communicate emerging risks, inform investment decisions, and escalate material concerns to senior risk stakeholders.
  • Delivered market and macroeconomic analysis, with a focus on identifying key systemic risks, investment trends, and potential vulnerabilities across portfolios.
  • Defined and implemented quantitative risk thresholds for portfolio surveillance, leveraging industry trends and product-specific characteristics to improve oversight effectiveness.
  • Led ESG risk monitoring, evaluating sustainability-focused investment strategies using ESG metrics, ratings, and regulatory frameworks to ensure compliance and consistency with internal methodology.
  • Review and provide risk oversight to the firm's internal, value-based investing capabilities.
  • Conducted quantitative risk assessments, including liquidity analysis, concentration risk, stress testing, and statistical outlier detection, to proactively identify areas of concern.
  • Built interactive Tableau dashboards and portfolio analytics tools to enhance risk transparency, streamline reporting, and support senior management decision-making.

Business Analytics

Valtitude/ Demand Planning LLC
India
05.2018 - 05.2020
  • Developed monthly sales forecasts using econometric models to capture dynamic demand patterns, promotional impacts, and seasonal or behavioral shifts across product lines.
  • Worked closely with clients' product & marketing teams to incorporate market intelligence, customer insights, and product trends into forecasting models, enhancing accuracy and business alignment.
  • Contributed to the continuous enhancement of forecasting models, leveraging statistical analysis and business inputs to reduce error margins, and improve reliability.
  • Identified and implemented process improvements that increased forecasting efficiency and streamlined diagnostic analytics, enabling faster turnaround and more insightful variance analysis.
  • Built and maintained Power BI dashboards to visualize demand forecasts, inventory positions, and performance metrics, enhancing client communication and decision-making.

Education

Master of Science - Mathematical Finance, Financial Data Analytics

The University of North Carolina At Charlotte
Charlotte, NC
05.2022

Bachelor of Science - Economics

Symbiosis International University
India
04.2018

Skills

  • Microsoft Office
  • PowerPoint
  • Excel
  • Python
  • VBA
  • SQL
  • Power BI
  • Tableau
  • Bloomberg
  • Morningstar Direct
  • MSCI One (Risk Metrics, ESG Manager)
  • BlackRock Aladdin
  • Forecast Pro

Projects

Research paper submission for IAQF- Quantitative model development to detect stock market regime shift

Using Hidden Markov Model and logistic regression developed a quantitative trading strategy. Back tested results show the strategy outperformed benchmark in both absolute and risk adjusted returns. 

Building an optimal portfolio - Modern Portfolio Theory

Constructed an optimal portfolio on Python with five assets that maximized returns derived from the efficient frontier., The model generated 10,000 portfolios with varying weights and captured portfolio volatility and returns. Used highest Sharpe ratio as measure to find the optimal portfolio weights.

Timeline

Wholesale Loss Forecasting- Quantitative Analytics

Bank of America
12.2024 - Current

Investment Risk and Analytics

JP Morgan Chase
06.2022 - 12.2024

Business Analytics

Valtitude/ Demand Planning LLC
05.2018 - 05.2020

Master of Science - Mathematical Finance, Financial Data Analytics

The University of North Carolina At Charlotte

Bachelor of Science - Economics

Symbiosis International University

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Snigdha Vadlapatla