G

Ginil Gharat, CSM®, PMP®

CEO

Mumbai, Maharashtra, India26 yrs experience
Most Likely To SwitchHighly Stable

Key Highlights

  • Expert in pricing and risk management of financial instruments.
  • Proficient in quantitative finance model development.
  • Extensive experience in cross-platform financial software development.
Stackforce AI infers this person is a Fintech expert specializing in quantitative finance and risk management.

Contact

Skills

Core Skills

Mortgage Backed SecuritiesPricingRisk ManagementFixed Income Products

Other Skills

AWSAnalyticsApache SparkBig Data AnalyticsC++Capital MarketsCash Flow AnalyticsCore JavaDerivativesEquity DerivativesEquity ProductsFX OptionsFinancial RiskFixed IncomeGAIA

About

Software Engineer with major experience in Pricing of Financial Instruments of various asset classes. Risk Mangement of mutliple asset portfolios, Value at Risk, Greeks calculations. Experience in cross platform development of Financial Software Specialties: Design, development and implementation of quantitative finance models. Cross platform, server side development.(C++, Perl, Python, Unix (Solaris, AIX), Linux, Windows) Fixed Income, MBS/CMBS Risk, Rate Products Risk, MBS/CMBS cashflow analytics, CMBS Models Whole Loan Risk, Whole loan cashflow analytics

Experience

Jpmorgan chase & co.

VP

Sep 2015Present · 10 yrs 6 mos

  • Business Technologist

Barclays capital

Asst. Vice President

Mar 2012Sep 2015 · 3 yrs 6 mos · Pune

  • Mortgage Backed Securities: Residential MBS, CMBS, Passthru, CMO, CDS (& Hedges - US Treasuries, Japanese Treasuries ...) Pricing, Cash Flow Analytics and greeks (POPs, KRDs, OAS, OAS etc)
Mortgage Backed SecuritiesPricingCash Flow AnalyticsGreeks

J. p. morgan services india

AVP

Feb 2011Mar 2012 · 1 yr 1 mo

Sungard financial systems - now part of fis

Principal Software Engineer

Oct 2005Feb 2011 · 5 yrs 4 mos

  • Treasury Trader Product (FX, FXOptions, Money Markets)
  • Independent Valuations/ Pricing of derivatives products ranging from plain vanilla products to highly structured products of various asset classes. Risk management & VAR calculations.
ValuationsPricingRisk ManagementVAR Calculations

Tata consultancy services

IT Analyst

Apr 2001Oct 2005 · 4 yrs 6 mos

  • Pricing of Fixed Income Products, Equity products.
  • Sell, Repurchase of Mutual Funds products with NAV calculations.
  • Technologies:- C++, Unix, Linux, Windows, Java, Perl, Oracle, Sybase
PricingFixed Income ProductsEquity ProductsNAV Calculations

Godrej & boyce manufacturing co. ltd.

Operations Executive

Jan 1998Jan 1999 · 1 yr

Education

Indian Institute of Technology, Madras

M Tech

Jan 1999Jan 2001

VJTI, University of Mumbai

BE

Jan 1994Jan 1998

SMU University

MBA — Finance

St Mary's Convent School, URAN, New MUMBAI

SSC

T H Wajekar Jr College

HSC

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