Bhupesh Durve

Bhupesh Durve

Master of Quantitative Finance | Derivative Pricing | Risk Management | Portfolio Management| Machine Learning

Role
Derivatives Analyst at Goldman Sachs
Location
New York, NY, US
LinkedIn followers
500 followers

About Bhupesh Durve

Quantitative Finance Graduate and Quant Researcher specializing in derivative pricing…

Experience

  1. Derivatives Analyst

    Goldman Sachs

    Sep 2024 — Present · Salt Lake City, UT, US

    Experienced Derivatives Analyst with expertise in valuing interest rate swaps and managing risk. Proficient in calculating present values of fixed legs using zero-coupon yield curves and evaluating floating legs with forward SOFR rates. Skilled in synthesizing pricing models for precise net cash flow analysis, supporting strategic portfolio management. Proven track record in utilizing swap pricing for effective hedging strategies to mitigate interest rate risk, enhancing financial stability and portfolio performance.

Education

  • Savitribai Phule Pune University

    Bachelor of Engineering (BE)

    2012 — 2016

  • Rutgers Business School

    Master of Quantitative Finance

    2022 — 2023

  • Institute of Rural Management Anand (IRMA)

    PGDRM

    2017 — 2019

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