A

Anubhav Aggarwal CFA

CEO

India19 yrs 3 mos experience
Most Likely To SwitchHighly Stable

Key Highlights

  • Expert in trading systems and financial markets.
  • Proven track record in credit analysis and portfolio optimization.
  • Strong background in structured products valuation.
Stackforce AI infers this person is a Fintech professional with expertise in trading systems and credit portfolio management.

Contact

anubhavagg@gmail.comLinkedIn

Skills

Core Skills

Trading SystemsFinancial MarketsCredit AnalysisPortfolio OptimizationValuationOptimization Of Credit Portfolio

Other Skills

CVar calculationHedge FundsPricing of structured productsRelative value trade ideasTradingValuation of distressed structured credit portfolios

Experience

Deutsche bank

EM Trading

Jun 2010 – Present · 15 yrs 9 mos · London Area, United Kingdom

Trading SystemsFinancial MarketsHedge FundsValuationTrading

Bank of america

Credit Strategy

Jul 2007 – Jun 2010 · 2 yrs 11 mos

  • Credit analysis, relative value trade ideas and portfolio optimization.
  • Pricing of structured products such as CDOs, leveraged CLN, bespoke CDS indices, FTDs.
  • Valuation of distressed structured credit portfolios.
Credit analysisRelative value trade ideasPortfolio optimizationPricing of structured productsValuation of distressed structured credit portfolios

Eth zürich, swiss federal institute of technology, switzerland

Research Analyst, Mathematics Department

May 2006 – Aug 2006 · 3 mos

  • Optimization of credit portfolio using CVar. Developed and implemented the semi-closed solution for calculation of CVar with high confidence.
Optimization of credit portfolioCVar calculation

Max planck institute for mathematics in science, germany

Summer Research Analyst

May 2005 – Aug 2005 · 3 mos

Education

Indian Institute of Technology, Delhi

Integrated Masters and Bachelors — Mathematics and Computer Science

Jan 2002 – Jan 2007

Schiller Institute

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