Vivek Varun

Product Manager

London, England, United Kingdom9 yrs 6 mos experience

Most Likely To SwitchHighly Stable

Key Highlights

Expert in quantitative analysis and stochastic modeling.
Proven track record in economic scenario generation.
Strong background in multi-asset class modeling.

Stackforce AI infers this person is a Quantitative Analyst specializing in Fintech with expertise in risk modeling and economic analysis.

Contact

Skills

Core Skills

Quantitative AnalysisStochastic Modeling

Other Skills

Asset AllocationBondsCredit RiskDerivativesEconomic Scenario GenerationEquitiesHedge FundsHybrid modelsInvestment ManagementLocal and stochastic volatility modelsMulti-asset class modellingPortfolio OptimizationRisk-neutral and real-world modelling

About

Pricing validation quant, rates, FX and hybrid products

Experience

Mufg

Quant

Jul 2023 – Present · 2 yrs 8 mos · London, England, United Kingdom

Deutsche bank

Quant

Feb 2022 – Jul 2023 · 1 yr 5 mos · Berlin, Germany

Trekkaro

Director

Jan 2019 – Sep 2023 · 4 yrs 8 mos

Fairmat

Quantitative Analyst

Dec 2018 – Dec 2021 · 3 yrs · Verona Area, Italy

Economic Scenario Generation: Risk-neutral and real-world
Multi-asset class modelling: Interest rate, FX, credit, equity, commodity and inflation. Local and stochastic volatility models.
hybrid models for combinations of risk factors.

Economic Scenario GenerationRisk-neutral and real-world modellingMulti-asset class modellingLocal and stochastic volatility modelsHybrid modelsQuantitative Analysis+1