Abhijeet R.
Certified FRM || UBS || Credit Suisse || Completed CFA Level 1
- Role
- Financial Modelling and Methodologies Specialist at UBS
- Location
- Mumbai, MH, IN
- LinkedIn followers
- 500 followers
About Abhijeet R.
Derivatives pricing. Certified FRM. Completed CFA level 1 in 2019. Part of Model Risk Management team at Credit Suisse. OTC Derivatives Pricing(PV, Delta, Vega, Gamma), CCAR(linear and logistic regressions) & ERC model(VaR, Stressed VaR) validation. At SBI worked on Credit Risk Model building, implementation and Validation. Post graduate diploma in management focused in Finance from Indian Institute of Management Kashipur.
Experience
Financial Modelling and Methodologies Specialist
May 2023 — Present
Model development focusing on PPNR.
Education
Indian Institute of Management Kashipur
Post graduate diploma in management, Business/Commerce, General
2015 — 2017
GB Pant University of Agriculture and Technology
Bachelor of Technology (B.Tech.), Electrical, Electronics and Communications Engineering
2011 — 2015
Sainik School Ghorakhal
12
2004 — 2011
Skills
- Business Strategy
- Sports
- Spss
- Customer Service
- Business Development
- Microsoft Powerpoint
- Business Analysis
- Strategic Planning
- Management
- Finance
- Matlab
- Powerpoint
- Public Speaking
- Market Research
- Teamwork
- Event Planning
- Financial Accounting
- Electronics
- C
- Microsoft Office
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