鈥enior Quantitative Risk Analyst with experience more than 12 years, working on highly complex financial technology projects gained mainly in the Front Office (front-to-back) and Risk Management space.
鈥xpertise in Credit Derivatives: CDO, Basket Swaps, CSO, CDS, TRS, Asset Swaps, MBS-ABS, Correlation Modelling
鈥xpertise in XVA Modelling CVA鈥擠VA鈥擣VA鈥擬VA--KVA Calculations.
鈥xpertise in PFE鈥擡E鈥擡PE鈥擡EPE鈥擶WR / RWR Calculations. Exposure and Collateral Management
鈥xpertise in CCAR, Initial Margin, SIMM, Dynamic IM, Stressed Leverage Ratio, Country Risk Framework, Stesstesting
鈥xpertise in FRTB: VaR/ SVaR, ES, RNIV, IRC-DRC, Monte Carlo Simulation, Historical Simulation, P&L Decomposition...
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