Abhishek Maheshwari, FRM

CEO

Pune, Maharashtra, India11 yrs 5 mos experience

Highly Stable

Key Highlights

Over 11 years of expertise in financial risk management.
Proven track record in delivering complex market data solutions.
Adept at leading cross-functional initiatives under tight deadlines.

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

Contact

Skills

Core Skills

Risk ManagementQuantitative FinanceSoftware Development

Other Skills

CVA calculationCredit Risk ManagementCredit curve generationDerivativesEquity ValuationFixed IncomeHistorical volatility calculationIndex Benchmark logicInterest rate forward paths simulationJavaMarket DataMarket RiskMarket data sourcingMatlabModel validation

About

Strategic and results-driven professional with over 11 years of expertise in quantitative model development, validation, and risk management within the financial services industry. Proven track record of delivering complex market data solutions for risk teams, ensuring regulatory compliance and operational excellence. Adept at leading cross-functional initiatives, fostering collaboration across global teams, and driving projects to successful completion under tight deadlines. Skilled in Python, MATLAB, SQL, and advanced financial risk methodologies including Credit Valuation Adjustment (CVA), Value at Risk (VaR), PnL attribution, and backtesting.

Experience

Bny mellon

Vice President

Jun 2023 – Present · 2 yrs 9 mos · Pune, Maharashtra, India · On-site

Deutsche bank

3 roles

Assistant Vice President

Promoted

Apr 2021 – May 2023 · 2 yrs 1 mo

Implementation of Interest rate forward paths simulation, Credit curve generation for Exposure and CVA calculation.

Interest rate forward paths simulationCredit curve generationCVA calculationRisk ManagementQuantitative Finance

Associate

Promoted

Jul 2018 – Mar 2021 · 2 yrs 8 mos

Analysing pricing dictionary inputs for VaR and Stressed VaR calculation. Implementation of tool to source market data time series and generation of End of Day objects for multiple asset classes. Calculation of historical shocks for model validation.

VaR calculationMarket data sourcingModel validationRisk ManagementQuantitative Finance

Senior Analyst

Jul 2017 – Jun 2018 · 11 mos

Implementation of Index Benchmark logic, calculation of historical volatility and correlation coefficients using benchmark timeseries

Index Benchmark logicHistorical volatility calculationRisk Management

Samsung research institute

2 roles

Senior Software Engineer

Promoted

Mar 2016 – Jul 2017 · 1 yr 4 mos

Responsible for REST api design and implementation of My Galaxy web solution.
Integration of Notification Scheduler to send promotion deals via push.
Development of Customer Management System for default and segmented deal creation.

REST API designWeb solution implementationSoftware Development

Software Engineer

Jul 2014 – Feb 2016 · 1 yr 7 mos

Implementation of server side REST api's for Web Push Notification system.
Designed and Implemented Web Push Anrdoid client to be able to receive push notification via browser client.
Usage of Hadoop and HBase to provide statistics of push messages.

REST APIsWeb Push Notification systemSoftware Development

Samsung india software operations

Summer Intern

May 2013 – Jul 2013 · 2 mos · Greater Bengaluru Area

Responsible for implementation of buffer management and enhancement of Rapter FEC code to be used in file delivery over unidirectional transport protocol.