AVP, Quant with 10+ years of experience in Investment Banking domain across the globe, with special focus on Counterparty Credit Risk and Market Risk.
Specialisations::
1. Counterparty Credit Risk Modelling
2. Regulatory Reporting: Basel2, Basel3
3. Pricing of Financial Instruments
4. Market Risk (VaR tools, Expected Shortfall, Sensitivities, etc)
5. Back Testing
6. Scenario Analysis and Stress Testing
7. Excel VBA, SAS, MATLAB, SQL
8. Project Management and Business Analysis