Building Quantitative Risk Infrastructure

Rishal builds the quantitative tools and models that sit underneath a risk team's daily decisions. His work at Futures First moved the central risk function from manual Excel workflows to an automated Python-based dashboard covering reconciliation, open interest, VAR, and margin analytics. He has done this across two distinct workstreams: operational tooling that freed the team from data mechanics, and a Monte Carlo VAR model he scoped and built independently to replace a historical approach he judged insufficient. His method is to start with the research question, identify what the existing infrastructure cannot answer, and build the tool that closes the gap. The energy market case study he used to validate his VAR model shows how he grounds quantitative work in real market dynamics rather than abstract modeling. For a team that needs both the analytical output and the infrastructure to produce it reliably, he covers both ends.