Kriti Mahnot

Deputy Manager @ICICI Bank

Mumbai, IN

Murex Consolidation of Default/Basis Logins for FX and Derivative products to streamline curves and standardize valuations globally- Implementation of the CDOR to CORRA transition in Murex, ensuring accurate risk models, valuations, and compliance with benchmark reform - Independent Price Verification (IPV) with Deloitte for FX derivatives (Forwards, Futures, Options, IRS) ensuring valuation accuracy, control testing, exception handling, and audit documentation- Curve Creation/Modification and Model Pricing in Murex and Bloomberg as per Front Office requirement- Standard Initial Margin Model (SIMM) implementation for backtesting and sensitivities and product testing for bond forward by setting up hedge curve in compliance with ISDA guidelines

Jindal Vidya Mandir

12th Grade

Christ University, Bangalore

Master's of Science

Ramnarain Ruia College - Mumbai

Bachelor of Arts - BA