Shreya Rawal

Financial Planning & Analysis

Shreya Rawal

FP&A · Financial Risk · Modelling

Three-plus years across FP&A, three-statement modelling, and capital markets research — closing books faster, surfacing cost savings, and building decision-ready financial models for executive teams.

  • 3 days faster close
  • $340K savings uncovered
  • 98% reporting accuracy
  • 1,000+ debt issuances analysed
  • 13.5M+ readers reached
01

Professional Summary

With three-plus years across FP&A, three-statement modelling, variance analysis, and business partnering — spanning professional services, housing finance, and capital markets research — I build decision-ready financial models, automate reporting workflows, and surface insights that directly influence executive planning.

MS in Financial Risk Management, Pace University. Bloomberg Terminal Certified.

02

Experience

  1. Jan 2025 – Jan 2026 Herndon, VA

    FP&A / Finance Associate at Chugh LLP

    A $20M+ full-service professional services firm serving 10,000+ clients across the US.

    • Reduced monthly financial close cycle by 3 days by redesigning the close checklist and automating reconciliation steps in Excel — improving reporting accuracy by 98% and enabling leadership to make resource allocation decisions one week earlier each period.
    • Built a three-statement financial model (P&L, balance sheet, cash flow) consolidating five business units, enabling same-day variance analysis against budget and prior-year actuals — uncovering $340K in vendor cost savings through bottom-up rolling forecast reforecasting.
    • Drove business partnering with senior management through monthly variance analysis reports on revenue and operating expenses, surfacing insights that directly informed hiring and investment decisions across the firm.
  2. Oct 2024 – Jan 2025 Houston, TX

    FP&A Intern at Cohap Outreach Corporation

    A non-profit housing organisation managing federally funded programs across Texas.

    • Engineered a $600K zero-based budget for a federally funded housing program by building bottom-up scenario models across three funding tranches, giving senior leadership a single decision-ready view of program spend vs. allocation targets.
    • Built a rolling 6-month cash flow forecast that surfaced funding gaps 30 days in advance, enabling proactive grant reallocation and preventing two program shortfalls — improving budgeting accuracy by 15% by replacing manual Excel processes with automated Power BI variance tracking.
  3. Sep 2023 – Dec 2023 New York, NY

    Financial Research Assistant at Pace University

    • Uncovered a statistically significant correlation between high ESG scores and a 12–18bps reduction in credit spreads — analysed 1,000+ Fortune 1000 debt issuances annually (2010–2022) using COMPUSTAT and Bloomberg Terminal, providing quantitative foundations for the research team's published findings on sustainable debt markets.
    • Improved research reporting efficiency by 30% by migrating analysis from raw SAS output to automated Power BI dashboards, enabling faster peer review and sharper visualisation of variance trends across debt cohorts.
  4. Feb 2019 – Mar 2020 Mumbai, India

    Financial Analyst at Aadhunik Developers

    • Evaluated 20+ real estate acquisitions totalling $15M using DCF valuation and three-statement modelling, achieving an average portfolio ROI of 18% through variance analysis between intrinsic value and market price.
03

Technical Research & Modelling

Jan – Mar 2024

Volatility Forecasting & Risk Modelling

Implemented GARCH, EWMA, and MLE models to forecast asset volatility as input for VaR and Expected Shortfall frameworks — back-tested against 3 years of market data achieving forecast error under 5%. Methodology consistent with industry-standard approaches used on sell-side risk desks.

  • R
  • GARCH
  • VaR
  • EWMA
  • MLE

Oct – Dec 2023

Options Pricing & Arbitrage Strategy

Constructed a front spread strategy using Bloomberg volatility surface data, identifying pricing discrepancies between model-implied and market option prices. The arbitrage signal framework mirrors approaches used in derivatives trading and institutional risk management.

  • Bloomberg
  • Vol Surface
  • Options
04

Education & Certifications

M.S. in Financial Risk Management

Pace University, New York City, NY

Sep 2022 – May 2024

Relevant coursework: Financial Modelling, Risk Management, Financial Econometrics, Portfolio Management, Fixed Income, Capital Markets, Options & Futures.

Bachelor of Business Administration

Mumbai University, India

Jul 2018 – May 2021

  • Bloomberg Terminal Certified
  • Introduction to Corporate Finance — Wharton Business School
  • FINRA SIE — Expected Aug 2026
05

Community & Publications

  • Published articles in the Times of India on air pollution health hazards, reaching a readership of 13.5M+ — demonstrating executive communication and public-facing analytical writing.
  • Volunteered with an environmental conservation organisation achieving a 90% reduction in waste fire incidents over 4 years.
  • Taught English to Afghan girls and supported their university admissions process through a community outreach programme.
06

Get in touch

Open to FP&A, risk, and modelling roles. Currently based in NYC, open to relocation to Mumbai or Bengaluru.

shreya19rawal@outlook.com

or call +1 551-344-7622 · linkedin