John Molson School of Business — Class of 2026

Pleasure
Singh
Ghotra

Finance student specializing in portfolio consulting,
risk modelling & derivatives markets.

Get in touch
4th
Year — BCom Finance
Concordia University, JMSB
RBC
Banking Advisor
Personal & small business clients
Risk &
Consult
Core Focus Areas
Derivatives, portfolio strategy, quantitative modelling

About

Finance meets
analytical rigor

I am a fourth-year Bachelor of Commerce student at Concordia University's John Molson School of Business, majoring in Finance with a concentration in portfolio consulting. My academic foundation is paired with real-world financial services experience as a Banking Advisor at RBC.

My work sits at the intersection of quantitative analysis and client-facing consulting — I am particularly drawn to problems where rigorous modelling informs strategic decisions under uncertainty. I thrive in environments that demand logical precision and creative problem-solving.

Previously, I worked as a Software Developer, giving me a technical edge in financial modelling, data analysis, and building systematic approaches to complex problems.

01
Portfolio Consulting
Asset allocation strategy, risk-adjusted return optimization, and client portfolio construction across equity, fixed income, and alternative instruments.
02
Risk Modelling
Quantitative risk assessment using VaR, CVaR, Monte Carlo simulation, and stress-testing frameworks for financial institutions and portfolios.
03
Derivatives & Markets
Pricing and valuation of options, futures, and structured products. Particular interest in volatility surface modelling and hedging strategy design.
04
Financial Consulting
Translating quantitative analysis into actionable client recommendations — bridging technical modelling with clear, decision-ready communication.

Expertise

Where I focus
my energy

∂
Derivatives & Structured Products
Options pricing via Black-Scholes and binomial tree models, volatility surface calibration, Greeks analysis, and constructing hedging strategies using equity and index derivatives. Interest in exotic derivatives and structured note design.
Options Futures Black-Scholes Volatility Greeks
σ
Quantitative Risk Modelling
Market risk quantification using Value-at-Risk (VaR), Expected Shortfall, and Monte Carlo simulation. Scenario analysis, backtesting, and building risk frameworks that inform portfolio construction and regulatory compliance.
VaR CVaR Monte Carlo Stress Testing
∑
Portfolio Strategy & Consulting
Multi-asset portfolio construction, mean-variance optimization, factor-based investing, and client advisory. Translating quantitative outputs into strategic investment recommendations that align with client risk profiles and return objectives.
Asset Allocation MPT Factor Models Client Advisory

Experience

Where I've
worked

Dec 2025 – Aug 2026
Montreal, QC
RBC Royal Bank
Banking Advisor
  • Provided tailored financial advice and banking solutions to personal and small business clients, managing multi-product relationships across lending, investments, and everyday banking.
  • Identified cross-sell and upsell opportunities by analyzing client financial profiles, aligning product recommendations with individual goals and risk tolerance.
  • Collaborated with mortgage, investment, and insurance specialists to deliver comprehensive, needs-based financial plans.
Jan 2023 – Jun 2023
Montreal, QC
Meade Willis Inc.
Software Developer
  • Analyzed system faults and managed version control through direct briefings with the CEO and senior development team.
  • Recommended and implemented debugging strategies, applying programming standards and design patterns across the codebase.
Jun 2022 – Present
Montreal, QC
Didar Restaurant
Assistant Manager
  • Oversaw inventory management, supply chain logistics, and team leadership for a high-volume restaurant operation.
  • Managed and mentored team members, providing performance feedback and training to improve service and operational standards.

Interests

What I think about

Derivatives & Volatility Markets
The mechanics of how markets price uncertainty — implied volatility surfaces, term structure of volatility, and how derivatives can be used both as speculative instruments and precision hedging tools. Particularly interested in variance swaps and volatility arbitrage strategies.
Risk-Adjusted Portfolio Construction
How institutional and retail portfolios are built to survive adverse market regimes — tail risk hedging, dynamic asset allocation, and the use of factor models to decompose and manage sources of risk and return across business cycles.
Quantitative Consulting
Bridging the gap between rigorous quantitative models and real-world client decision making. How to communicate model outputs clearly, what assumptions matter most, and how consultants add value by translating complexity into strategy.
Outside Finance
Tennis, skiing, bouldering, and golf — sports that reward strategic thinking, patience, and continuous refinement. The same mindset I bring to markets and client work.

Contact

Let's
connect

Whether you are looking for a finance candidate, want to discuss derivatives markets, or have a consulting opportunity — I would be glad to connect.

Email pleasuregt01@gmail.com
LinkedIn pleasure-ghotra