Akashdeep Mishra

About Akashdeep Mishra

Risk Quant with 7 years of experience in model validation, specialising in Counterparty Credit Risk, Derivative Pricing models, Algorithmic Trading and ML models. Strong domain knowledge of option pricing, hedging and volatility models, optimization, stochastic calculus, algorithmic trading, derivatives and econometrics. Strong programming skills in C++, Python.Validation comprises applying statistical, mathematical, financial, and econometric techniques to identify and mitigate model risk. As part of the job, I perform quantitative assessments of key risk areas, such as model design, calibration, and performance, and hence provide effective challenge to Counterparty Risk, Equity Pricing and Algo models in line with the bank’s guidelines. I hold a Master’s degree in Quantitative Economics and a Bachelor’s degree in Mathematics.

Experience

1. AVP - Traded Pricing Model Validation (Fx, Securitized Products)

   Barclays

   Jun 2025 — Present · Mumbai, IN

   Happy and grateful to kindly announce that I have joined the Traded Pricing Model Validation Team @ Barclays, Mumbai, where I will be delving into FX and Securitised Products division. I look forward to working with the amazing team and contributing effectively in a new domain, which gives yet another opportunity for pushing the learning curve in the ever-dynamic field of Quantitative Finance.

Education

• Indira Gandhi Institute of Development Research

  M.Sc. Economics

  2016 — 2018

• St. Patrick's H.S. School, Asansol

  10+2

  2000 — 2013

• St. Xavier's College (Autonomous), Kolkata

  B.Sc. Mathematics(Honours)

  2013 — 2016