MEng Concentration: Financial Engineering
Anticipated Graduation Date: December 2014
Saurabh Arora graduated with honors from the University of South Florida with a bachelor’s in mathematics and a minor in computer science. In his undergraduate degree, Saurabh took several advanced courses in statistics and programming.
Prior to beginning his master’s degree, Saurabh had worked extensively as a research assistant. He is adept at multiple programming languages including C, C++, and Matlab. During his time as an assistant in the Operations Research department, he was able to improve efficiency of algorithms by using techniques such as code profiling, and converting code from Matlab to C.
To further improve his quantitative skills and knowledge of finance, Saurabh is currently pursuing his master’s degree in Financial Engineering. During this summer, Saurabh decided to apply his newly acquired skills and interned at Citigroup in the Credit and Operational Risk Analytics division. Over there, he helped update mathematical models in SAS for calculating Basel related credit risk factors as Credit Conversion Factor and Exposure at Default. He also got to participate in research to better understand the drivers of CCF.
After graduation, Saurabh seeks to continue his career in the field of risk management or similar quantitative finance roles.