Tanmay Srivastava

Business Analyst

Mumbai, Maharashtra, India7 yrs 9 mos experience
Highly Stable

Key Highlights

  • Expert in Quantitative Finance and Model Validation
  • Proven track record in developing risk models
  • Strong background in Robotic Process Automation
Stackforce AI infers this person is a Quantitative Finance expert with a focus on risk modeling and automation in the financial sector.

Contact

Skills

Core Skills

Quantitative FinanceModel ValidationDevelopment

Other Skills

Counterparty RiskCountry Risk modelsFRTB SA-CVA greeks methodologyIMM backtesting frameworkInitial MarginLinear AlgebraPythonRobotic Process AutomationStochastic Calculus

Experience

Bnp paribas

Quant

Nov 2025Present · 4 mos · Mumbai

  • Development of Market Risk and CCR models
Model ValidationCounterparty RiskQuantitative Finance

Nomura

Quant

Sep 2022Nov 2025 · 3 yrs 2 mos · Mumbai

  • Validation of CCR models, IMM backtesting framework and FRTB SA-CVA greeks methodology
Model ValidationFRTB SA-CVA greeks methodologyIMM backtesting frameworkQuantitative Finance

Jpmorgan chase & co.

2 roles

Quant

Apr 2019Sep 2022 · 3 yrs 5 mos · Mumbai

  • Validation of CCR, Initial Margin and Country Risk models
Model ValidationInitial MarginCountry Risk modelsQuantitative Finance

Trading Intern

Apr 2018May 2018 · 1 mo · Hong Kong

  • Asia ex-Japan Flow Credit Trading desk

Citi

Developer

Jul 2016May 2017 · 10 mos · Pune

  • Robotic Process Automation for Securities Services
Robotic Process AutomationDevelopment

Loughborough university

Research Intern

May 2015Jul 2015 · 2 mos · Loughborough

  • Department of Mathematical Sciences

Education

Indian Institute of Management, Calcutta

MBA

Jan 2017Jan 2019

Indian Institute of Technology, Bombay

B.Tech.

Jan 2012Jan 2016

City Montessori School, Gomti Nagar, Lucknow

Jan 2010Jan 2012

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