Avinash D.
Valuations Methodology @Deutsche Bank
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WORK HISTORY
Valuations Methodology @Deutsche Bank
London, GB
EDUCATION
Purdue University
Econometrics
Visvesvaraya National Institute of Technology
B.E., Metallurgy
Nanyang Technological University Singapore
Masters, Financial Engineering, Certificate in Computational Finance at Carnegie Mellon
ABOUT AVINASH D.
Valuation of Rates derivatives (IR derivatives, Inflation derivatives, FX, credit & equity IR hybrids)• Assessing conceptual soundness & appropriateness of different models and valuation adjustments, analyzing & documenting validation• liquidity reserves & model reserves• IR Curve construction & Curve IPV• Exposure to various rates models (HJM framework, SABR, etc) and calibration • Prudent valuations, Model risk AVAs, Stress testing and other ad-hoc regulatory exercises• Python, R, Matlab, Stata; familiar with SQL
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