Dinesh Jhajhria
Senior Consultant @Deloitte
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WORK HISTORY
Senior Consultant @Deloitte
Delhi, IN
Advised clients on valuation and risk management of swaps, forwards, basis swaps, European and Asian options, load-shape contracts, revenue put options, tolling agreements, transportation contracts, heat rate options, and load-following contracts. These derivatives are based on underlying commodities such as agriculture, power, fuel, carbon, natural gas, crude oil and its byproducts, metals, solar, capacity, wind, solar and renewable across global markets.Developed a Python tool to price FX forwards in over 75 currencies. The tool, built on a cloud server, has eliminated manual effort to price fx forwards.
EDUCATION
Jawahar Navodaya Vidyalaya - JNV
Grade 9- Grade 12
IISER Mohali
Master of Science - MS, Mathematics
IISER Mohali
Bachelor of Science - BS, Mathematics
ABOUT DINESH JHAJHRIA
OTC Derivative Valuation Specialist @Deloitte. Dinesh has rigorous knowledge and practical skills in pricing and risk management of a broad range of financial, energy and commodity derivatives. His expertise lies in financial modelling using advanced mathematics, probability theory, stochastic calculus, market research, and programming tools. His greatest power is to find computationally efficient, least manual and highly accurate solutions of any given problem.
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