Maysam Khodayari Gharanchaei

Carnegie Mellon University Alumnus- Master of Science in Computational Finance
Quantitative Risk Associate
Citibank North America
E-mail: mkhodaya@alumni.cmu.edu


Recent Professional Experiences

  • Citigroup North America, June 2023 - Present

    Quantitative Researcher and Model Developer

    • Research: Conducted quantitative research to develop updated wholesale credit risk models, resulting in reduced portfolio risk
    • Programming: Developed risk models using Python for various Citi’s portfolios in US and around globe
    • Statistical Test: Implemented back-tests and stress tests on Citi’s wholesale credit risk models for performance monitoring

Research History and CV

Current Research Projects

  • Risk Model Efficiency in Quantitative Portfolio Management During Economic Downturns
  • Constructing Tax-Loss-Harvesting Alpha Portfolios through Non-Linear Optimization in the USA

External Links

Maysam Khodayari G.