Master of Finance Candidate — MIT Sloan School of Management

Shaurik Deshpande

Finance professional with a background in quantitative credit risk modeling, financial data engineering, and applied machine learning. CFA Level 3 candidate.

Education

MIT Sloan School of Management

Candidate for Master of Finance, February 2028

  • Intended concentration in Financial Engineering.
  • Coursework: Advanced Mathematical Methods for Financial Engineering, Modern Finance, Corporate Finance; planned: Advanced Analytics of Finance, Nonlinear Econometric Analysis.

University of North Carolina at Chapel Hill

B.S. Statistics & Analytics, B.S. Computer Science

  • GPA: 3.8/4.0; graduated with highest distinction, Phi Beta Kappa, Honors Carolina student, minor in Neuroscience.
  • Relevant coursework: Probability (STOR 535), Stochastic Modeling (STOR 445), Optimization (STOR 415), Machine Learning and ML Optimization (STOR 565, 590), Linear Algebra (MATH 347), Algorithms (COMP 550).
  • Undergraduate Teaching Assistant, COMP 110 Introduction to Programming.

Experience

Oliver Wyman

Senior Analyst

  • Developed the broker-dealer probability-of-default component of a counterparty credit model for the largest U.S. equity derivatives clearing organization, engineering candidate ratio variables from FINRA filings, applying spline and winsorization transforms to targeted inputs, and validating discriminatory power via Gini and AUC backtesting across 100+ clearing members.
  • Implemented a custom Tobit regression library to estimate censored loss-given-default within a commercial real estate credit risk rating model for a $200B+ AUM regional bank; led a three-analyst workstream and the model was adopted as the enterprise standard.
  • Prototyped a Python interchange pricing simulation engine for one of the four major U.S. card networks, migrating Excel lookup tables to Snowflake SQL and generating scenario logic programmatically, cutting a multi-day analyst rebuild to a 20x-faster automated run and enabling nontechnical users to test novel pricing strategies.

Analyst

  • Re-architected an NLP-based M&A culture prediction tool, migrating gigabyte-scale Glassdoor review scoring from local pandas dataframe merges into distributed SQL on AWS Athena; cut per-company runtime from hours to a 15-minute full-corpus materialization the team had assessed as infeasible.
  • Upgraded the culture-scoring pipeline from Google BERT to OpenAI embeddings and prototyped context-aware alternatives to keyword-proximity scoring, extending the model beyond fixed lexicon lookups.
  • Co-developed a restitution methodology for a $1B+ customer remediation effort, enabling accurate allocation across millions of accounts and writing detailed documentation for regulatory compliance.
  • Won the Oliver Wyman Retail Business Banking "Shark Tank" pitch competition with a tool for payment rail interchange benefit optimization, helping merchants minimize fees.

Biomason

Software Engineering Co-op, Part-Time · Biotech startup developing zero-carbon cement

  • Developed modularized automation scripts to process real-time experimental sensor data, increasing feed accuracy by 25% and reducing experiment specification time from hours to minutes.
  • Revamped the web dashboard to visualize material strength metrics, adding live alerts for control loop failures and improving scientist decision-making in real time, cutting latency by 30%.

Skills & Certifications

Technical

  • Python (NumPy, pandas, scikit-learn, statsmodels)
  • SQL
  • AWS (S3, Glue ETL, Athena)
  • Snowflake
  • R
  • Git
  • Excel

Certifications

  • Passed CFA Level 2 Exam
  • CFA Level 3 Candidate

Interests

  • Cognitive science
  • Quantum computing
  • A cappella music
  • Climate sustainability

Get in Touch

I'm always happy to connect about finance, risk modeling, or opportunities in the industry.