Jigar Shah
Senior Market Risk Specialist | FRTB SA Specialist
- Role
- Vice President at Citi
- Location
- Mumbai, MH, IN
- LinkedIn followers
- 500 followers
About Jigar Shah
Very passionate about Financial Markets with cumulative experience of 10+ years in Market Risk, Valuations and Trading- Hands on diverse experiences across Market Risk, Derivatives Valuations, IB Consulting and Trading- Highly experienced on VaR using Historical Simulation, Monte-Carlo methods, Capital charges under FRTB SA (SBM, DRC, RRAO), Derivatives pricing models for various asset classes – FX, Rates, Credit, Equity, Commodities, etc- Sound knowledge of statistical techniques like Regressions Analysis, etc. Intermediate Proficiency in Python, Excel- Well abreast of latest and historical macro economic events- Team handling experience.
Experience
Vice President
Oct 2025 — Present · Mumbai, IN
Global Market Risk Officer
Education
K.J. Somaiya Institute of Engineering and Information Technology
Bachelor of Engineer, Computers
2010
CFA institute, USA
Yet to appear L3; Cleared level 1 & 2 of CFA Program in first attempt, Finance
University of Mumbai
PGDM/MBA, Finance
Skills
- Bloomberg
- Industry Analysis
- Valuation
- Alternate Investment
- Investments
- Financial Markets
- Trading
- Investment Banking
- Corporate Finance
- Technical Analysis
- Capital Markets
- Derivatives
- Equities
- Credit Rating
- Mutual Funds
- Private Equity/ Venture Capital
- Equity Research
- Quantitative Finance
- Ethics & Code of Conduct
- Fixed Income
- Financial Statement & Analysis
- Equity Valuation
- Financial Modeling
- Portfolio Management
- Economics
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