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keyurmarolia/README.md

Keyur Marolia

I build financial analytics projects in credit risk, market risk and investment research using Python, Excel and SQL. My work connects financial assumptions to calculations, reporting and explicit validation controls.

Selected projects

Project Business question Evidence to explore
IFRS 9 Mortgage ECL How do credit deterioration, recoveries and scenarios affect expected losses? PD/LGD/EAD modelling, staging, worked loan traces and an Excel report
Basel Credit Capital How do SA and IRB translate a loan portfolio into RWA and capital requirements? 30,000 synthetic exposures, loan-level calculations and stress analysis
FRTB Market Risk How do trading-book risks and desk eligibility feed market-risk capital? Shared synthetic book, SA/IMA calculations and fallback treatment
Momentum in Indian Equities How sensitive are momentum results to portfolio construction, costs and tax assumptions? 180 configurations, saved comparisons and a local research dashboard
InterGlobe Aviation How do airline operating drivers, fleet investment and leases affect valuation? Excel operating forecast, DCF, sensitivities and reverse DCF
Pricol Equity Research What growth, reinvestment and profitability assumptions support equity value? Integrated Excel three-statement model, DCF, reverse DCF and source reconciliations

Each project opens with results and a chart preview. Saved notebooks and reports can be reviewed before installing dependencies. Data sources, synthetic assumptions and material limitations are stated within each repository.

Technical focus

Python for data preparation, modelling and validation; SQL for calculation detail and traceability; Excel for financial modelling and reporting.

LinkedIn

Pinned Loading

  1. ifrs9-mortgage-ecl ifrs9-mortgage-ecl Public

    Mortgage expected credit loss in Python and SQL: PD, LGD, EAD, IFRS 9 staging, macro scenarios, worked loan traces and Excel reporting.

    Jupyter Notebook

  2. basel-credit-capital-engine basel-credit-capital-engine Public

    Basel credit RWA and capital analysis in Python: Standardised and IRB approaches, synthetic loan-level calculations, output floor and stress testing.

    Jupyter Notebook

  3. frtb-market-risk-engine frtb-market-risk-engine Public

    Basel FRTB market-risk capital in Python: Standardised and Internal Models approaches, desk eligibility, SA fallback and Market RWA on a synthetic trading book.

    Jupyter Notebook

  4. momentum-in-indian-equities-research momentum-in-indian-equities-research Public

    Indian equity momentum research across 180 configurations, with trading costs, tax overlays, risk comparisons, executed notebooks and a local dashboard.

    Jupyter Notebook

  5. interglobe-aviation-equity-research-model interglobe-aviation-equity-research-model Public

    Excel equity research on InterGlobe Aviation: airline operating drivers, forecasts, lease-adjusted cash flow, DCF valuation, sensitivities and reverse DCF.

  6. pricol-equity-research pricol-equity-research Public

    Pricol equity research: integrated Excel three-statement forecast, DCF, reverse DCF and source reconciliations.