Rishabh Nikam

Associate Consultant

Mumbai, Maharashtra, India3 yrs 7 mos experience

Key Highlights

Expert in market risk model validation and statistical testing.
Strong foundation in quantitative finance and behavioral modelling.
Proficient in Python and data analytics for financial applications.

Stackforce AI infers this person is a quantitative finance expert with strong skills in market risk and statistical analysis.

Contact

rishabh.nikam@morganstanley.com LinkedIn

Skills

Core Skills

Market Risk ModelsModel ValidationBehavioral Modelling

Other Skills

CalculusData AnalyticsMicrosoft ExcelMicrosoft PowerPointModel DevelopmentMultivariate Linear RegressionNumerical methodsProbabilityPython (Programming Language)Quantitative FinanceStatistical TestingStatisticsStochastic CalculusSurvey of GuidelinesTime Series Analysis

About

I like the intersection of statistics, probability, finance and coding. My career aspirations lie in the field of quantitative finance.

Experience

Morgan stanley

Associate - Market Risk Quant

Aug 2025 – Present · 7 mos · Mumbai, Maharashtra, India · Hybrid

Kpmg india

Market Risk Quant

Mar 2024 – Jul 2025 · 1 yr 4 mos · Mumbai, Maharashtra, India · Hybrid

Client : Leading Investment Bank
Performed validation of the models by verifying conceptual soundness, mathematical foundation, methodology, implementation and identified limitations, assumptions, uncertainties followed by documenting the validation reports
Performed model review and validation of new and existing market risk models like VaR, SVaR, ES, Scenario analysis
Valuation of financial instruments : Interest Rate Swaps, Options and Corporate Bonds
Model validation of FRTB-IMA and providing effective challenges on the conceptual and technical soundness of the model design, theory and framework through multiple statistical testing methods

Model ValidationMarket Risk ModelsValuation of Financial InstrumentsStatistical Testing

Union bank of india

Market Risk Intern

Apr 2023 – Jun 2023 · 2 mos · Mumbai, Maharashtra, India · On-site

Behavioral modelling on interest rate risk in banking book (IRRBB).
Modelling of prepayment behavior of loans using multivariate linear regression.
Survey of RBI and BASEL committee guidelines and the impact of macro-economic variables on prepayment of loans.

Behavioral ModellingMultivariate Linear RegressionSurvey of Guidelines