Priyank Saxena, FRM

CEO

New York, New York, United States20 yrs 3 mos experience

Most Likely To SwitchHighly Stable

Key Highlights

Expert in market risk technology for derivatives.
Led teams in developing real-time risk systems.
Strong background in financial risk management.

Stackforce AI infers this person is a Fintech expert specializing in market risk technology and trading systems.

Contact

Skills

Core Skills

Financial Risk ManagementProject ManagementProgrammingTrading Systems

Other Skills

Apache KafkaBFSIQuantitative FinanceAnalytical SkillsKDBAgile MethodologiesTradingC++C#PythonKafkaRMS VC++Visual C++C/C++ STL

About

NAM head of Real time risk for IR and FX derivatives. Leading team of talented developers at New York. Have gained knowledge of Interest Rate derivatives, FX Derivatives, Equity Derivatives and Cash equity, Program Trading, Execution and Order Management System. Expertise in: Project Management, Stakeholder Management, Resources Management, Market Risk, Regulatory reporting, Leading tech teams etc. Technology : C++, C#, Python, KDB, Kafka, R, Etc.

Experience

Citi

2 roles

Senior Vice President

Promoted

Apr 2024 – Present · 1 yr 11 mos

NAM head of Intraday market risk platform for Rates desk.

Vice President

Sep 2019 – Apr 2024 · 4 yrs 7 mos

India head for Real time risk technologies covering Rates business.

Apache KafkaTrading SystemsBFSIProgrammingFinancial Risk ManagementQuantitative Finance+5

Credit suisse

Vice President

Apr 2016 – Sep 2019 · 3 yrs 5 mos · Mumbai, india

Market and Liquidity Risk Management (MLRM) - Equity Derivatives.

Trading SystemsBFSIProgrammingFinancial Risk ManagementQuantitative FinanceAnalytical Skills+2

Citi

Asst. Vice President

Sep 2012 – Mar 2016 · 3 yrs 6 mos · Greater Chennai Area

This assignment is based on developing and maintaining the Local Market Rates (Interest Rate Derivatives) risk system. Being a part of FX-LM risk IT, gives me exposure to different FX and IR products and an insight about the types of risks and calculating risk numbers using DP(Quants analytic library). Some of the tasks includes
Using different curves and calculating resulting P&L effect on a trader’s positions.
Price and analyze the greeks for different interest-rate products.

Trading SystemsBFSIProgrammingFinancial Risk ManagementQuantitative FinanceAnalytical Skills+2

Nomura

Senior Software Developer

Apr 2008 – Aug 2012 · 4 yrs 4 mos

Program Trading : EAPT serves as the premier electronic trading platform, offering destination-neutral access to all major pools of liquidity for equities. It also functions as the main proprietary trading desk within the Equities business, taking on risk on behalf of the firm by investing in publicly and privately traded equities and equity-related securities across the globe.

Trading SystemsBFSIProgrammingAnalytical SkillsTrading