Nitin Sharma Experienced Math & Statistics Tutor | Learn Algebr
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Hello! I’m Nitin, a passionate educator with global experience mentoring students and professionals in mathematics, statistics, and problem-solving. With a strong background in quantitative research and advanced analytics, I enjoy simplifying complex topics like calculus, algebra, trigonometry, and statistics into clear, easy-to-understand lessons. My goal is to make learning math engaging, practical, and confidence-building. Outside teaching, I love exploring financial markets, traveling, and staying active outdoors.

I have been tutoring mathematics and statistics since my postgraduate studies, providing both group sessions and one-on-one private tutoring in subjects such as algebra, calculus, trigonometry, probability, and applied statistics. While pursuing my MBA in Finance at CW Post LIU and my Master of Science in Global & Quantitative Finance at Fordham University, I supported fellow students and undergraduates by simplifying complex mathematical concepts and building strong problem-solving foundations. In addition to academic tutoring, I have mentored junior analysts professionally in applying advanced quantitative techniques, econometrics, and data-driven methods to real-world financial and risk management problems.

Are you ready to build confidence in math and finally make those tricky concepts click? Book your first lesson with me, and together we’ll simplify subjects like algebra, calculus, trigonometry, and statistics step by step. With my global teaching and mentoring experience, I know how to break down complex problems into clear, easy-to-follow explanations while keeping lessons engaging and practical. Learning with me means gaining not just the ability to solve equations, but also the confidence to apply math in real-world scenarios. Let’s start your journey toward stronger skills and better results today!

Subjects

  • GRE

  • Statistical Analysis Grade 9-Masters/Postgraduate

  • Math & Reasoning for Competitive Exams Grade 9-Masters/Postgraduate

Experience

  • Risk Manager (Sep, 2022–Sep, 2025) at Ernst & Young
    • Directed cross-border teams in the development and validation of PD, EAD, and LGD models under Basel III, IFRS 9, and PRA standards for top-tier global banks.
    • Built portfolio stress testing frameworks, incorporating macro-financial linkages and scenario analysis.
    • Automated model validation using Python, improving efficiency in backtesting, benchmarking, and sensitivity analysis.
    • Partnered with compliance and MRM teams to support regulatory submissions, audits, and control testing.
    • Translated complex model outcomes into strategic insights for senior stakeholders across Risk, Treasury, and Finance.
  • Statistical Modeler (Aug, 2019–Jul, 2021) at BARCLAYS BANK
    • Developed and calibrated IFRS 9 wholesale credit risk models aligned to Basel standards.
    • Enhanced ECL models with macroeconomic scenarios and post-model adjustments.
    • Applied PD/CCF shift modelling to strengthen predictive power of risk estimates.
    • Automated validation using Python, reducing manual review time significantly.
  • Quantitative Research Lead Analyst/ Manager (Sep, 2018–Apr, 2019) at CRISIL Ltd
    • Developed GDP Nowcast models for global economies using econometrics and ML.
    • Applied Nelson-Siegel-Svensson yield curve modelling for interest rate estimation.
    • Replicated academic research papers to validate investment strategies using in-sample and out-of-sample analysis.
  • Consultant (Apr, 2018–Jun, 2018) at First Abu Dhabi Bank
    • Finalized non-retail modelling landscape post-merger (FAB).
    • Conducted factor analysis and dimensionality reduction (PCA, partial correlation) to identify key KRIs.
  • Analyst (Aug, 2016–Dec, 2016) at Mizuho Securities USA Inc. New York, USA
    • Built credit risk models (logistic regression) and validated using ROC, RMSE.
    • Supported stress scenario design and data warehouse enhancements for regulatory reporting.
  • Analyst (Mar, 2012–Nov, 2012) at State Street Corp. Boston,USA
    • Developed Basel 11 credit risk attributes PD by logistic regression and performed quantitative and qualitative review of models to calculate risk-weighted assets including minimum capital requirements.
    • Validated and assessed stress-testing, economic capital models, relevance of macro-economic risk factors and structural stability of regression models
    • Maintained developed & detailed summary reports including line and pie charts, trend analysis reports and sub-reports per business requirements, and so on.

Education

  • MS in Global & Quantitative Finance (Sep, 2015–Jun, 2017) from Fordham University, New York, U.S.A–scored 3.78/4
  • MBA (Jan, 2010–Dec, 2011) from Long Island University, New York, Usa–scored 3.81/4

Fee details

    ₹1,000–2,500/hour (US$10.53–26.31/hour)

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