勛圖厙

Shafquat Rabbee, MA

Shafquat Rabbee

Adjunct Instructor of Business Analytics, Gupta College of Business

Email: srabbee@udallas.edu

Office Hours: By Appointment

Shafquat Rabbee has been in the field of quantitative finance over a decade working for some of the most prestigious names in global finance. 

Shafquat started his career as a management consultant working for the First Manhattan Consulting Group, NY. He then joined the credit rating agency Moody's Investors Service, NY as an analyst covering the Mortgage and Bond Insurance industry, as well as Credit Card based Asset-Backed Securities industry. Prior to moving to Dallas, Shafquat was a Senior Vice President in the Institutional Clients Group of Citigroup, NY with the responsibility of providing independent valuation opinions on a diverse set of complex debt instruments.  

Shafquat currently heads the analytics team under the Treasury division of a large financial institution in Dallas, TX.

With his diverse work experience in quantitative finance, Shafquat has built from scratch numerous quantitative models, including Monte Carlo Simulators, valuation models for Asset-Backed Securities and derivative instruments like credit default swaps, interest rate swaps, total return swaps; portfolio loss estimation models for mortgage insurance, bond insurance; and credit risk models for consumer and corporate debt, the Property and Casualty (P&C) industry etc.

Shafquat has a Masters degree in Economics from Cornell University, NY and a bachelors degree in Systems Analysis from University of Miami, FL.