Amit Bisai

Operations Associate

Dublin, County Dublin, Ireland14 yrs 5 mos experience

Most Likely To SwitchHighly Stable

Key Highlights

Over 7 years of experience in Banking and Finance.
Expertise in Valuation and Quantitative Finance.
Strong background in Market Risk and Model Validation.

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

Contact

Skills

Core Skills

ValuationQuantitative FinanceMarket RiskQuantitative AnalyticsModel Validation

Other Skills

PresentationsModelingAsset ManagementCommunicationDerivativesCredit AnalysisFinancial MarketsPython (Programming Language)R (Programming Language)Asset and Liability Management (ALM)Liquidity Risk ManagementEconomicsStatisticsQuantitative ResearchMonte Carlo Simulation

About

Experienced in Statistics and Finance, I have over 7 years of experience in the Banking and Finance Industry. I currently work as a Valuation Specialist in the D-Quants Complex Valuation team in Deloitte, Ireland. I hold certification in Quantitative Finance (CQF) and Financial Risk Management (FRM). Skilled in major Statistical and Programming languages, I have a perpetual interest in photography and creative designing.

Experience

14 yrs 5 mos

Total Experience

2 yrs 5 mos

Average Tenure

3 yrs 6 mos

Current Experience

Deloitte

Manager, Valuation Specialist

Nov 2022 – Present · 3 yrs 6 mos · Dublin, County Dublin, Ireland · On-site

I am working as a valuation specialist, in the D-Quants Complex Valuation team. Our team predominantly offers valuation assistance for the firm's audit engagements, along with handling independent valuation tasks. Some of the responsibilities encompassed in this role include:
Conducting independent valuation of both vanilla and complex derivatives, credit derivatives, and credit-linked notes.
Performing ECL assessments on a range of lending products, both performing and non-performing loans.
Undertaking valuation exercises for equity and debt investments, in addition to company valuations.

PresentationsModelingAsset ManagementCommunicationDerivativesCredit Analysis+3

Yes bank

3 roles

Assistant Vice President, Market Risk - Model Validation

Jul 2021 – Sep 2022 · 1 yr 2 mos

Financial MarketsPython (Programming Language)ModelingR (Programming Language)Asset and Liability Management (ALM)Quantitative Analytics+1

Senior Manager, Market Risk - Model Validation

Apr 2019 – Jun 2021 · 2 yrs 2 mos

Market Risk and Trading Risk
LIBOR Transition group, assessing the PnL & PV01 impact on Bank's Portfolio in G4 currencies
Implemented INR FX Curve (Modified/Adjusted MIFOR) in Murex, assessed trading book VaR impact
Developed Potential Future Exposure models for derivatives using Monte Carlo Simulation methodology
Product design of Derivative Calculator for pricing FX Option and Option Strategies, valued using Black Scholes model; implemented creation of Volatility Smile Surface across tenor and strikes
ALM and Liquidity Risk
Developed Term Deposit & Term Loan Behavior model to predict premature withdrawal and prepayment
Evaluated withdrawal/deposit behavior of non-maturing deposits like CA, SA, Overdraft, etc.

ModelingValuationLiquidity Risk ManagementEconomicsR (Programming Language)Derivatives+4

Manager Market Risk

May 2017 – Apr 2019 · 1 yr 11 mos

Created the Model Validation team from scratch, to oversee Financial Models used by the different units of Market Risk.
Validated models in Liquidity Risk, Trading Book and Counterparty Credit Risk:
VaR, Stressed VaR, Risk Not in VaR of the trading, investment and loan portfolio
Behavioral analysis for major Asset/Liability products, viz. Term Deposit Accounts, Non-maturing deposit accounts, and Term Loans
Counter-party Credit Risk models, viz. Potential Future Exposure, XVA for counterparts, and Valuation adjustment for derivatives

StatisticsQuantitative ResearchMonte Carlo SimulationModelingMicrosoft Excel MacrosMarket Risk+1

Edelweiss financial services

MBA Summer Intern

May 2016 – Jun 2016 · 1 mo · Mumbai Area, India

MAP Internship, Investment department of Edelweiss Capital
Created hybrid predictive financial model, using trend and divergence technical price indicators
Evaluated reliability of value based strategies over price indicators for asset allocation

Indian institute of management, calcutta

Post Graduate Diploma in Management

Jun 2015 – Mar 2017 · 1 yr 9 mos · Kolkata Area, India

Economics

Global analytics

Analyst R&D

Sep 2013 – Jun 2015 · 1 yr 9 mos · Chennai Area, India

Worked as a R&D Analyst in a leading alternative fintech company.
Created Bug prediction model, identified as the Best Developed model in the team
Conceptualized and implemented Ensemble Model, to efficiently predict prospective customers for Pay Day loan
Developed segments of the Loan Procurement module, for their latest product Lending Stream, which extends credit line to clients in UK.

Universität tübingen

Internship

Jun 2012 – Aug 2012 · 2 mos · Tübingen Area, Germany

Worked under the Science Council, Germany at the Mathematics department.
Developed mathematical model, which renders of complex geometrical surfaces on desktop/browser using OpenGL/Javascript in CUDA platform.
Showcased in the technical symposium of DFG, Germany

Wittymart

Director

Mar 2012 – Jun 2013 · 1 yr 3 mos · New Delhi Area, India

Co-founded technology startup, provides business solution to e-commerce ventures
Strategized business-plan for phase-0 publicity; accepted by Yebhi, HealthKart in API integration
Administered business discussion with Khosla Ventures, VP/CEO of MakeMyTrip & Snapdeal