Dilip Kumar Pedada
Derivatives Pricing | Market Risk, Credit Risk & Counterparty Credit Risk Modeling | Ex-Goldman Sachs & J.P. Morgan
- Role
- Quantitative Developer - Manager Risk Consulting at EY
- Location
- Bengaluru, KA, IN
- LinkedIn followers
- 500 followers
About Dilip Kumar Pedada
Quantitative Finance professional with over 8.5 years of experiencedeveloping production-grade pricing and risk models, with a strongfocus on interest rate and credit derivatives. Strong experience inderivatives pricing, VaR, stress testing and XVA frameworks deliveringrobust solutions in market-facing environments. Proficient inPython-based quantitative development, building scalable andproduction-ready analytics platforms.Experience applying machinelearning techniques including neural networks and NLP to financialmodeling.MBA – IIM Calcutta | B.Tech – IIT Kharagpur | CFA Level Candidate | FRMLevel II Candidate
Experience
Quantitative Developer - Manager Risk Consulting
Apr 2024 — Present · Bengaluru, IN
Quantitative Developer primarily working on development & validation of Derivatives Pricing and XVA modls.
Education
Global Association of Risk Professionals
Financial Risk Manager (FRM) - Level II Candidate, Finance, General
Indian Institute of Management, Calcutta
Master of Business Administration (MBA), Finance, General
2015 — 2017
Indian Institute of Technology, Kharagpur
Bachelor of Technology (B.Tech.), electrical engineering
2011 — 2015
CFA Institute
Level III Candidate, Finance
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