Mr. Rahul Kumar Thakur

I am a PhD Scholar with over 12 years of experience in the quantitative finance industry, where I have consistently integrated deep academic inquiry with real-world application in financial markets. My doctoral research centers on global macroeconomics and international finance, with a particular focus on understanding the complex dynamics of international capital flows and exchange rate movements within an increasingly fragmented geopolitical and economic landscape. I examine how monetary policy, interest rate volatility, and rising debt burdens interact to influence global financial stability and the allocation of cross-border capital. Central to this inquiry is the evolving role of safe haven assets, sovereign debt, and global bond markets in shaping the international monetary system. Additionally, I analyze the use and effectiveness of capital flow management policies during times of economic stress, exploring their interaction with broader macroeconomic and regulatory frameworks.

In my current role at UBS, I work as a Quantitative Analyst specializing in credit risk modeling. My responsibilities include developing and validating sovereign credit risk models that estimate Probability of Default (PD) and Loss Given Default (LGD), as well as Lombard haircut models that determine the lending value of multi-asset security classes. These models are essential for accurate risk measurement, capital allocation, and lending valuation across diverse portfolios.

Previously, I worked as a buy-side quantitative model developer and researcher, where my primary responsibilities involved building models and conducting macroeconomics-driven multi-asset investment research to support both strategic and tactical asset allocation decisions. These models synthesize macro-financial indicators to support systematic asset allocation and global macro risk assessment.

My professional expertise spans financial econometrics, algorithmic trading, risk management, and the design of large-scale, data-driven investment systems. I am passionate about bridging academic research with policy and practice, and I actively seek opportunities to collaborate with universities, research institutions, think tanks, and policy-making bodies worldwide. My goal is to contribute to the advancement of knowledge and practice at the intersection of international finance, macroeconomic policy, and quantitative modeling.