Deepankar Parashar, FRM — Product Manager

Strats with experience in Market Risk and Counterparty Credit Risk. Designing and deployed robust and scalable Risk Management software for firm-wide risk assessments. Spearheaded VaR Re-engineering project with robust and scalable API designs. Build macro economics and stress scenarios for rates, Equities which can be scaled for multiple metrics. Comprehensive knowledge of stochastic calculus, Pricing models, valuation methodology across asset classes, focusing on rates and Equities models. Well-versed in calibration techniques for Hull White, Libor Market model, Black Scholes, Dupure Local Vol and Stochastic Vol Model like Heston and SABR model etc. Enthusiastic, quick learner and humble quant, eager to excel in the quant domain.

Stackforce AI infers this person is a Fintech Quantitative Risk Specialist with strong programming and analytical skills.

Location: Bengaluru, Karnataka, India

Experience: 8 yrs 6 mos