About Me
Hi, I'm Josh Zeiontz — a Model Risk Analyst at MUFG with a strong foundation in quantitative finance, data science, and market modeling. I specialize in validating fixed income models, including interest rate swaps and Value at Risk, using Python, R, and Bloomberg. I’m also pursuing a master’s in Industrial Engineering at ASU, where I’m deepening my skills in analytics and optimization. Explore my portfolio to see projects in financial modeling, machine learning, and risk analysis.
Experience
Model Risk Analyst — MUFG (Jan 2025 - Present)
- Validate market risk models (VaR, interest rate swaps, credit sensitivities, market data aggregation).
- Automate data extraction and workflows using Bloomberg BQL, R, and Python.
- Write model documentation for regulatory and internal review.
Model Risk Summer Analyst — MUFG (June 2024 - Aug 2024)
- Validated models for name screening and securities lending.
- Developed challenger models in R and conducted sensitivity analysis.
- Led 25 performance monitoring reports.
Academic Support Tutor — ASU (Jan 2024 - Dec 2024)
- Helped students understand material in over 30 courses.
- Adjusted communication styles to support diverse learners.
ERM Intern — Enterprise Bank & Trust (Aug 2023 - Dec 2023)
- Assessed risk likelihood and impact across 7 departments.
- Built risk reports using decision trees and risk matrices.
Retail Banking Intern — Enterprise Bank & Trust (May 2023 - Aug 2023)
- Processed 1000+ transactions with 99.9% accuracy using Bankway and Salesforce.
Projects
Portfolio Optimizer
Built in R Shiny to analyze asset allocations, optimize risk-return tradeoffs, and simulate efficient frontiers.
Bond Sensitivity Calculator
Interactive tool to assess DV01, IR01, and CS01 for fixed income instruments using user-defined bond parameters.
Resume
Contact
Email: jez0504@gmail.com
LinkedIn: linkedin.com/in/josh-zeiontz