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Vivek Singh is an experienced finance professional with a strong background in quantitative analysis and model validation across prominent institutions. Currently serving as Assistant Vice President at Wells Fargo, Vivek independently assesses model development aspects and validates derivative pricing models, contributing to critical stress testing and allowance calculations. Previous roles include Quantitative Analyst at CRISIL Global Research & Risk Solutions, where model risks were communicated effectively, and Team Leader at Standard Chartered Bank, focusing on credit limit monitoring and Monte Carlo simulations for Value at Risk estimation. Vivek began career advancements as Deputy Manager at Kotak Mahindra Bank, driving significant portfolio growth through strategic insights. Educational qualifications include a Master of Science in Data Science from The State University of New York and an MBA in Financial Engineering from IFMR Graduate School of Business, along with a PGDM in Quantitative Finance from the Indian Institute of Management Tiruchirappalli.