Rohit Khurana
Model Risk
- Role
- Model Risk Manager at Morgan Stanley
- Location
- New York, NY, US
- LinkedIn followers
- 500 followers
About Rohit Khurana
Rohit is an experienced Risk Advisory (Analytics) Professional with 15+ years of experience in risk management and data analytics across equity derivatives, fixed income, portfolio optimization, decision support and loan modelling. Specialize in model development and validation of - Econometrics Models (Time series, Exogenous variables)- Regression ( Linear, Logistic)- AI/ML Models ( Beyond Linear: SVM, Decision Tree, XGBoost, Random Forest, Neural Network)- Event and Rule Based ModelFrom a domain perspective, experience span across- Credit Risk (PD, LGD, EAD)- Market Risk- Pricing & Valuation- Black Scholes Merton, Whalys, Bachelier Model- Vendor models (Global Risk, Core Logic, Polypath) and In-House ModelsHe has a proven record in life-cycle risk management including model development, validation, model risk, execution and regulatory compliance. Rohit holds a degree in Master\'s in Financial Mathematics(MFM) from NC State University and a FRM charter.
Experience
Model Risk Manager
Apr 2023 — Present · New York, NY, US
Covering Wealth Management (Pricing and Decision Support Management), Investment Management and Banks Models
Education
Devi Ahilya Vishwavidyalaya
Bachelor of Engineering - BE, Electronics & Telecommunication
2002 — 2006
International Certification from "Global Association of Risk Professionals (GARP)"
Financial Risk Manager (FRM), Operational Risk
2010 — 2011
Institute of Management, Nirma University Ahmedabad
MBA, Finance & Information Technology
2006 — 2008
North Carolina State University
Master's degree, Financial Mathematics
2018 — 2019
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