KSHITIJ ANAND

Associate Consultant

Gurgaon, Haryana, India4 yrs 10 mos experience

AI EnabledAI ML Practitioner

Key Highlights

Expert in quantitative finance and derivatives pricing.
Strong mentoring experience in academic settings.
Proven track record in risk management and portfolio optimization.

Stackforce AI infers this person is a Fintech professional with expertise in quantitative risk analysis and derivatives pricing.

Contact

Skills

Core Skills

Quantitative FinanceDerivatives PricingTeam ManagementStrategic Planning

Other Skills

AdministrationAnalytical SkillsArtificial Intelligence (AI)Battery Electric Vehicle (BEV)Binary optionsBusinessBusiness AnalysisBusiness DevelopmentBusiness StrategyCATIACVA calculationCommunicationCompetitive AnalysisData ScienceData Visualization

About

I am a Quant Risk Analyst at Evalueserve, specializing in mathematical finance, derivatives pricing, volatility models, interest rate models, portfolio optimization and risk management. I am very much into new researches in Quantitative Finance and I follow them regularly.

Experience

4 yrs 10 mos

Total Experience

1 yr 3 mos

Average Tenure

1 yr 6 mos

Current Experience

Evalueserve

Quant Risk Analyst

Oct 2024 – Present · 1 yr 6 mos · Gurgaon · On-site

I work as Quant Risk Analyst at Evalueserve. Till now, I have worked on:-
1. Single factor and two factor interest rate models for pricing Interest Rate Derivatives
2. Used Local Volatility Model to Price Exotic Derivatives
3. Worked on a project related to finding CVA of a portfolio of Interest Rate derivatives, used Longstaff and Schwartz appropriately for American and Bermudian Swaptions and G2++ model for interest rate modelling
4. Priced Binary Option using payoff replication

Quantitative FinanceQuant riskDerivatives pricingQuantitative Analysis (Finance)

Futures first

Market Analyst

Jul 2024 – Sep 2024 · 2 mos · Kolkata · On-site

Implementing trading strategies on crude oil futures structures like spreads, butterflies, double flies, boxes, condors, etc.,
using mean reversion, seasonality, statistical arbitrage, WTI-Brent spread, etc.
Developing algorithms to automate and optimize trading strategies, including backtesting and performance analysis to
ensure robust and profitable trading models.

Quant, iit bhubaneswar

Mentor

Aug 2023 – May 2024 · 9 mos

Mentoring the members of Quant Club, IIT Bhubaneswar. Monitoring their learning, guiding them in the projects.

VanillaMathematics

Wissenaire, iit bhubaneswar

Core Head

May 2022 – Apr 2023 · 11 mos

AdministrationCommunicationEnglish

Counselling service team, iit bhubaneswar

Assistant Coordinator

Apr 2022 – May 2023 · 1 yr 1 mo

The Counselling Service Team, at IIT Bhubaneswar, is a student body consisting of students driven with a passion to help others, guided by their mentors from the teaching staff. Established to serve and cater to the problems of the freshmen of IIT Bhubaneswar, the CST has always been helping and offering a comfort zone to express oneself freely. Counselling for us, is a process that develops a bond among the freshers and their seniors, creating a mentor-student relationship. We intend to cultivate in a student, an insight and develop him into a confident individual who may get through the inner turmoil and outer perils whenever the time calls upon.

Team ManagementIndividual CounsellingAdministrationCommunicationMental Health CounselingEnglish

Febs, iit bhubaneswar

Administrative Secretary

Apr 2022 – Apr 2023 · 1 yr

FEBS is the Society of Finance, Economics and Business of IIT Bhubaneswar.
Being the secretary of the society, I have conducted 20+ events and competitions including talks from Mr. Karthik Rangapoa, Mr. Anil Bhasin. The society has got a great reach in social media platforms like LinkedIn and Instagram.
My works as the secretary includes leading the team, strategic planning and looking into the execution of plans.

Team ManagementStrategic PlanningAdministrationCommunicationPublic RelationsOrganization Skills+2