Amaan Sadri
Capital Markets Quant @ Northern Trust | FRM (Charter Pending) | BITS Goa \'24 | CFA L1
- Role
- Quantitative Analyst at Northern Trust
- Location
- Mumbai, MH, IN
- LinkedIn followers
- 500 followers
About Amaan Sadri
I\'m a BITS Goa undergrad and charter pending FRM, keenly interested in Finance and…
Experience
Quantitative Analyst
Jul 2024 — Present · Bengaluru, IN
Model Owner for risk models - VaR, FRTB, Securities Lending• Coded automated pricing modules in Python for trading book containing GFX and IRD products• Developed FRTB sensitivity replication and risk charge aggregation modules for the GFX book• Worked on pricing and simulated VaR replications for Securities Lending and Sponsored Repo portfolios; automated the output data aggregation and backtesting processes
Education
Birla Institute of Technology and Science, Pilani - Goa Campus
Bachelor's degree, Electronics and Instrumentation Engineering
2020 — 2024
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