Akash Gandhi

Associate Partner

Mumbai, Maharashtra, India14 yrs 9 mos experience
Most Likely To SwitchHighly Stable

Key Highlights

  • Expert in market risk management and pricing strategies.
  • Proficient in Monte Carlo simulations for options pricing.
  • Strong background in counterparty credit risk assessment.
Stackforce AI infers this person is a Financial Services expert with a focus on risk management and trading strategies.

Contact

LinkedIn

Skills

Core Skills

Market Risk ManagementPricing Of OptionsCounterparty Credit RiskStress Testing

Other Skills

Monte Carlo simulationRisk managementVariance swapsVaR computationResearching IV surface modelsScenarios and stress testingExpected Loss figuresPricing of Equity and FX productsTrading STIR marketsTechnical indicators

Experience

14 yrs 9 mos
Total Experience
4 yrs 11 mos
Average Tenure
9 yrs 11 mos
Current Experience

Edelweiss financial services

Senior Manager

Jul 2016 – Present · 9 yrs 11 mos · Mumbai Area, India

  • Working with Global Markets Group, a proprietary trading desk for Edelweiss.
  • Pricing of vanilla and exotic options on listed/unlisted index as well as stock underlings
  • Monte Carlo simulation for pricing and hedging analysis of path dependent options in R and Python
  • Worked extensively on variance swaps - also used in pricing and hedging of long term options
  • VaR of non-linear/path dependent portfolios. Inclusion of intra day hedging in VaR computation
  • Market risk management of Structured Product book
  • Researching IV surface models - Stochastic as well as historical distribution based
Pricing of optionsMonte Carlo simulationRisk managementVariance swapsVaR computationMarket risk management+1

Credit suisse

ENO

Jun 2014 – Jun 2016 · 2 yrs · Mumbai Area, India

  • Scenarios and stress testing, Counterparty credit risk
  • Responsible for Expected Loss figures for Regulatory requirement
  • Worked with onshore Credit officers for scenario limit monitoring
  • Pricing of Equity and FX products under different economic scenarios
Scenarios and stress testingCounterparty credit riskExpected Loss figuresPricing of Equity and FX productsStress testing

Futures first info. services pvt. ltd.

Financial Analyst

Jul 2011 – May 2014 · 2 yrs 10 mos · Kolkata Area, India

  • Trading STIR( Eurodollar) markets and US treasuries
  • Signals based on technical indicators majorly
Trading STIR marketsTechnical indicators

Education

Indian Institute of Technology, Bombay

Jan 2007 – Jan 2011

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