Girisa Medh, CQF, FRM

Product Manager

Mumbai, Maharashtra, India5 yrs 5 mos experience

Most Likely To SwitchHighly Stable

Key Highlights

Expert in Algorithmic Trading and Machine Learning.
Proven track record in Quantitative Risk Analysis.
Strong background in Foreign Exchange and Derivatives.

Stackforce AI infers this person is a Fintech professional with expertise in trading and risk management.

Contact

Skills

Core Skills

Trading StrategiesForeign ExchangeAlgorithmic TradingMachine LearningExotic DerivativesStatistical ModelingQuantitative Risk AnalysisRisk ManagementCurrent Expected Credit Loss (cecl)

Other Skills

Acturial ScienceAutomated TradingBusiness StrategyCommunicationDataData AnalysisEconomicsFinanceFinancial AnalysisFinancial Risk ManagementFinancial ServicesForeign Exchange (FX) OptionsLeadershipMachine Learning AlgorithmsManagement

Experience

Kotak mahindra bank

3 roles

Senior Manager - Foreign Exchange Trader

Apr 2023 – Present · 2 yrs 11 mos

Trading StrategiesROCPnLForeign Exchange

Manager - Foreign Exchange Trader

Promoted

Jul 2022 – Mar 2023 · 8 mos

Pricing Exotic Derivatives
Designed pricing models with help of various mathematical tools for Barrier options, Cross currency options, Swaptions, and Interest rate derivatives
Algorithmic Trading
Used Machine Learning algorithms to develop profitable trading strategies for intraday trading of USDINR Spot, EURUSD Spot, and other currency pairs
Currently working on developing profitable options strategies for USDINR options
Model Development
Developed and implemented models to predict the frequency of delta hedging for options books
Currently working on modeling buy/sell signals for the Fx flows book

Algorithmic TradingMachine Learning AlgorithmsPython (Programming Language)Foreign Exchange (FX) OptionsExotic DerivativesAutomated Trading+1

Assistant Manager - Credit Risk Analyst

Sep 2020 – Jul 2022 · 1 yr 10 mos

Expected Credit Loss Computation
Quarterly computation, and presentation of ECL numbers to the CRO and Whole-time directors of the bank highlighting risky portfolios and surplus provision requirements
Involvement in developing PD and LGD models and responsible for back testing and validation Currently shifting the ECL computation from MS Access to SAS to be able to run multiple What If scenarios with ease
Internal Rating Scorecard and Analysis
Prepared quarterly rating transitions to derive insights about the average rating grade of bank exposures and highlight key shifts in rating grades of large exposure borrowers
Involved in the Validation of Risk Assessment Models used by the bank for internal rating of a borrower
Regulatory Reporting
Timely and accurate reporting of Risk Based Supervision data points related to internal and external rated exposures of the bank, highlighting below investment grade exposures of the bank
Computation of Unhedged Foreign Currency Exposure Provision using scorecard model, provided daily analysis to the business teams highlighting the target customers to reduce the provisioning which helped the business reduce provision by 15cr

Quantitative Risk AnalysisCurrent Expected Credit Loss (CECL)Statistical ModelingPython (Programming Language)Predictive ModelingRisk Management

Rotaract

Director Of Professional Development

Jul 2020 – Jun 2021 · 11 mos · Deonar, Mumbai

Money management india

Research Intern

Jun 2020 – Jul 2020 · 1 mo

Kpmg

Data Analytics Consulting Virtual Internship

Nov 2019 – Dec 2019 · 1 mo · Mumbai, Maharashtra, India

The virtual internship was divided into 3 modules:
1. Data Quality Assessment
2. Data Insights and Model Development
3. Data Interpretation.
The ultimate goal was to provide a growth and marketing strategy for a Bicycle company using the given dataset of old customers and a list of new potential customers.

Kotak mahindra bank

Risk Analysis Intern

Jun 2019 – Aug 2019 · 2 mos · Mumbai, Maharashtra, India

Worked in Counter-party Market Risk team of the bank responsible for setting the Counter Party credit Limits.
Reviewed and analysed various reports( Financial, Annual, Basel III reports)
and investor presentations of 210 Foreign Banks, 40 Domestic Banks and some Co-operative Banks.
Identified various identical stress points from the above-mentioned reports which have contributed as variable to the Bank’s internal scorecard model.
I also used other techniques like SWOT analysis, Credit Rating Analysis to access the Bank’s Default Risk.

Standard chartered bank

Project Intern

Dec 2017 – Feb 2018 · 2 mos · Mumbai Area, India

Worked for SCB for the Digitalisation of KYC.
Was responsible for creating a KYC Central Data Repository for the bank’s India region customers.
Was managing a team of 10 who were responsible for updating of KYC database.
Was responsible for Daily Management reporting for the same.
Was successful in digitalizing 80% of the process.