Abhijay Shukla

Abhijay Shukla is currently employed as a Wholesale Credit Risk Developer at Citi since September 2023. Prior to this role, Abhijay worked at PwC from May 2022 to July 2023 as a Senior Quant Associate, focusing on risk and regulatory advisory, including CCAR/CECL models and credit risk rating methodologies. Abhijay has also served as a Research Project Assistant at North Carolina State University, where work included options and derivatives pricing, and completed a summer internship at SAS, designing pricing models for fixed income products. Earlier roles at PwC as a Quant Associate involved developing various risk models and performing data analytics. Education includes a Master’s degree in Financial Mathematics from North Carolina State University and a Bachelor of Technology in Electrical, Electronics, and Communications Engineering from Vellore Institute of Technology.