Roshan Nair

Associate Consultant

Mumbai, Maharashtra, India3 yrs 9 mos experience
Most Likely To Switch

Key Highlights

  • Expert in quantitative analysis and risk modeling.
  • Proficient in developing pricing models for derivatives.
  • Strong background in financial markets and data science.
Stackforce AI infers this person is a Quantitative Analyst in the Fintech industry, specializing in risk management and derivatives pricing.

Contact

Skills

Core Skills

Quantitative ResearchRisk ManagementData Science

Other Skills

Analytical SkillsC (Programming Language)C++Capital MarketsCredit DerivativesData AnalyticsDerivativesEconometricsEquity DerivativesEquity ResearchExotic DerivativesFX DerivativesFinanceFinancial AnalysisFinancial Instruments

About

A finance and data enthusiast, currently working as a quantitative analyst within the Fixed Income Division at Morgan Stanley. Interested in Quantitative Research/Quantitative Trading roles.

Experience

Morgan stanley

2 roles

Senior Associate

Promoted

Jan 2024Present · 2 yrs 2 mos

  • Fixed Income Division.
  • Derivatives and Pricing Models across rates and credit.
  • Modelling and structuring of derivatives : options,barriers,swaps,swaptions,repacks,CLNs,CDS etc.
  • XVA and risk modelling
  • Systematic trading and hedging strategies.
DerivativesPricing ModelsXVARisk ModellingSystematic TradingHedging Strategies+2

Associate

Feb 2023Jan 2024 · 11 mos

Credit suisse

2 roles

Quantitative Analyst

Jun 2022Feb 2023 · 8 mos · Mumbai, Maharashtra, India

Quantitative Analyst

Jul 2021Jun 2022 · 11 mos · Mumbai, Maharashtra, India

  • -Worked on developing ,enhancing and implementing methodologies in python to quantify the risk associated with various financial instruments.
PythonRisk QuantificationFinancial InstrumentsQuantitative ResearchData Science

Education

Birla Institute of Technology and Science, Pilani - Goa Campus

Bachelor of Technology - BTech — Electrical and Electronics Engineering

Jan 2017Jan 2022

Birla Institute of Technology and Science, Pilani - Goa Campus

Master of Science - MS — Economics

Aug 2017Jun 2022

Apeejay School, Nerul

Sep 2005Sep 2017

Stackforce found 100+ more professionals with Quantitative Research & Risk Management

Explore similar profiles based on matching skills and experience