Karthikeyan Devaraj

Associate Consultant

Bengaluru, Karnataka, India0 mo experience

Key Highlights

Expert in quantitative risk analysis and modeling.
Proficient in pricing and valuation of complex derivatives.
Experienced in managing financial products and risk metrics.

Stackforce AI infers this person is a Fintech professional specializing in quantitative risk analysis and financial product development.

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Skills

Core Skills

Quantitative Risk AnalysisRisk ModelingRisk Metrics AssessmentFinancial Product Development

Other Skills

C#C++DerivativesExposure analysisFX DerivativesForeign Exchange (FX) OptionsForward curve constructionHedge FundsInterest Rate DerivativesInterest Rate SwapsInternational Swaps and Derivatives Association (ISDA)JavaLIBORMark to market calculationOption pricing

Experience

0 mo

Total Experience

Average Tenure

Current Experience

Cme group

Quantitative Risk Analyst(quants)

Jan 2016 – Present · 10 yrs 4 mos · bangalore

Interest rate swap (IRS),OTC FX,Swaptions,commodities futures and options on futures-risk models development ,testing and validation using c++, and Java ,junit test ect.
Pricing and valuation of OTC IRS ,fx forwards,fx options,bonds,commodity futures and options on futures.
knowledge on Libor ,bootstraping,swaptions,fx options,pca analysis,cholesky decomposition,Monte-carlo simulation,stochastic processes,time series analysis,volatility models-AR,ARMA,GARCH etc.

C++JavaRisk ModelingQuantitative Risk AnalysisInterest Rate DerivativesFX Derivatives+2

Bny mellon

Market Risk Analyst

Jan 2016 – Present · 10 yrs 4 mos

VaR calculation ,Risk metrics assessment,scenario and sensitivity analysis of Hedge funds.

VaR calculationRisk metrics assessmentScenario analysisSensitivity analysisRisk Metrics Assessment

Louis dreyfus commodities

Sr.Executive Certified Inventory

Jan 2014 – Present · 12 yrs 4 mos · Bangalore

1) Complete Management of ICE(Intercontinental Exchange) Certified Arabica Coffee Stocks through Ecops System.
2) Clearance and maintenance of Long and Short of Certified Arabica from Intercontinental Exchange, calculation involved and final settlement reconciliation with clearing members.
3) Pledging Coffee to banks through structured trade Finance and calculations involved in it.
4)Forward curve construction, Option pricing,var calculation,greeks calculation.
5)Implied volatility calculation,mean and standard deviation calculation.
5) Exposure analysis ,Mark to market and PnL calculation of certified stocks.
6) Month end Stock Reconciliation of coffee stored in 3rd party warehouses, and stock discrepancies rectification.

Forward curve constructionOption pricingVaR calculationExposure analysisMark to market calculationFinancial Product Development