Astha Prasad

CEO

Mumbai, Maharashtra, India17 yrs 7 mos experience
Highly Stable

Key Highlights

  • Expert in Market Risk and Risk Management.
  • Proven track record in developing financial risk models.
  • Strong leadership in managing analytics teams.
Stackforce AI infers this person is a Fintech expert with strong capabilities in risk management and analytics.

Contact

Skills

Core Skills

Market RiskRisk Management

Other Skills

C#DerivativesEquitiesEquity DerivativesFX DerivativesFX OptionsFinancial InstrumentsFinancial MarketsFinancial RiskFixed IncomeInterest Rate DerivativesInvestment BankingPeople ManagementPortfolio ManagementProprietary Trading

Experience

Citi

Senior Vice President

Jun 2024Nov 2025 · 1 yr 5 mos · Mumbai, Maharashtra, India · Hybrid

  • FRTB CVA Capital Calculation

Morgan stanley

Vice President

Mar 2022May 2024 · 2 yrs 2 mos · Mumbai, Maharashtra, India

  • Market Risk Analytics
Market RiskRisk ManagementDerivativesEquity DerivativesInterest Rate DerivativesFinancial Instruments+5

Barclays

Vice President

May 2017Feb 2022 · 4 yrs 9 mos · Mumbai Area, India

  • Market Risk Management - Macro

Credit suisse

Assistant Vice President

Jun 2015May 2017 · 1 yr 11 mos · Mumbai, Maharashtra, India

  • Equity Derivatives scenarios team

Kotak mahindra bank

Chief Manager, Treasury Market Risk

Jun 2013May 2015 · 1 yr 11 mos · Mumbai, India

  • Focussed on market risk for FX derivatives and interest rate derivatives. I was also involved in monitoring and suggesting additional ALCO limits to improve risk management.

Bnp paribas

Front Office Developer for FX Options Trading Desk

Oct 2010Mar 2012 · 1 yr 5 mos · London, United Kingdom

  • Developed and supported the pricing and risk calculation platform used by the FX Options traders.

Merrill lynch

2 roles

Associate for Global Proprietary Trading Group

Promoted

Mar 2009Sep 2010 · 1 yr 6 mos · London, United Kingdom

  • Developer for proprietary group which dealt in Fixed Income, Structured Products

Analyst for Quantative Statistical Arbitrage Group

Aug 2006Feb 2009 · 2 yrs 6 mos · London, United Kingdom

  • Developer for proprietary group which dealt in algorithmic trading in equity & equity derivatives

Education

Indian School of Business

Post Graduate Diploma in Management — Finance

Jan 2012Jan 2013

Indian Institute of Technology, Delhi

Master's degree — Mathematics and Computing

Jan 2001Jan 2006

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