VAIBHAV GARG

Angestellt, Senior Analyst Model Risk Management, Bank of America

Delhi, Indien

Fähigkeiten und Kenntnisse

VBA
Excel
Stochastic Analysis
Python-Programmierung
Financial Modeling
Interest rate derivative
Credit Derivatives
FX Derivatives
Fixed Income Derivatives
Valuation of financial instruments
Stochastic calculus
R programming language
Microsoft Word

Werdegang

Berufserfahrung von VAIBHAV GARG

  • Bis heute 3 Jahre und 8 Monate, seit Nov. 2020

    Senior Analyst Model Risk Management

    Bank of America

  • 1 Jahr und 2 Monate, Okt. 2019 - Nov. 2020

    Quantitative Portfolio Analyst | Associate Consultant | iRADAR

    KPMG

    My key responsibilities: • Worked extensively on independent engagements involving end-to-end valuation of fixed income products and OTC derivatives both complex and vanilla type. • Contributed in the development of in house tools for the valuation of FX Options, FX Forwards, Credit Default Swaps (CDS), ZC Inflation Swaps etc. • Built interest rate curves and other curves important to the valuation of derivatives.

  • 1 Jahr und 1 Monat, Sep. 2018 - Sep. 2019

    Quantitative Portfolio Analyst | Business Associate | iRADAR

    KPMG

  • 1 Jahr und 1 Monat, Sep. 2017 - Sep. 2018

    Quantitative Portfolio Analyst

    KPMG

Ausbildung von VAIBHAV GARG

  • Bis heute 9 Jahre und 8 Monate, seit Nov. 2014

    Financial Risk Management

    Global Association of Risk Professionals

  • 3 Jahre und 1 Monat, Juli 2010 - Juli 2013

    Business Economics

    University of Delhi

Interessen

Cycling
Programmierung
Cooking
flexible in travelling

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