Summary
Swarup Sahu is a Lead Quantitative Analyst with nine years of experience building and productionizing credit risk and economic analytics for the Federal Reserve, Freddie Mac, and financial services firms. He combines deep econometric and stress-testing expertise with practical software skills in Python, R, SQL, Matlab and Java to deliver high-performance ETL pipelines, dashboards, and model implementations used by senior policymakers and risk teams. At the Fed he served as technical lead for the FOMC’s Summary of Economic Projections and developed tools for policy document management and transcript tagging, demonstrating an uncommon blend of macroeconomic policymaking exposure and hands-on engineering. More recently he has driven end-to-end credit model deployment, vendor integrations, and monitoring frameworks in consumer finance, while also contributing to independent research on housing finance and secondary-market risk. He holds a BA in Financial Economics from UC Berkeley and is pursuing further applied math and computational studies, signaling a continued pivot toward mathematically rigorous machine learning and scalable quantitative systems.
9 years of coding experience
6 years of employment as a software developer
Bachelor's degree Financial Economics, Bachelor's degree Financial Economics at University of California, Berkeley