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Arushi Varma is a skilled quantitative analyst with extensive experience in model development and risk assessment within the financial sector. Currently serving as a QA BI Quantitative Modeler at Barclays since December 2021, Arushi specializes in Python-based analytics for the US consumer cards portfolio, focusing on compliance with IFRS9 and CECL requirements and adapting loss forecasting models following the GAP acquisition. Prior roles include Treasury Quantitative Analyst II at Truist, where Arushi contributed to CCAR submissions and developed predictive models for auto and mortgage portfolios, as well as experience as a Modeling Analyst Intern at Huntington National Bank and a Graduate Teaching Assistant at the University of Cincinnati. Arushi's educational background encompasses a Master's degree in Applied Economics and an M.A. in Development Studies, complemented by a Bachelor's degree in Economics.