Kshitij Khandelwal
Assistant Manager @Bank of America
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WORK HISTORY
Assistant Manager @Bank of America
Gurugram, IN
Strategically managed xVA credit/ market ( Rates, FX, Commodity and Equity )/ Funding risk for counterparty portfolios and hedges executed by xVA trading desk which includes first order risk and second order X/gamma ( cross gamma ) risk for bank vide CVA and FVAU2. Front office risk advisory - Analyse on a daily basis credit and funding risk to desk and provide meaningful insights on key risk drivers and market moves and act as a subject matter expert on XVA aggregation logic, curve constrution and xVA methodology3. Closely tracking market events- credit downgrades, central bank actions, currency depreciation etc. for performing xVA risk move and pnl attribution 4. Managed coordination with cross functional and technology and strategy teams to develop and enhance risk computation methods for complex derivative products and new risk parameters across Rates, Fx and Credit desk5. Closely collaborated with senior traders in New York, Paris, London and HongKong on daily basis# Gold Award - Nov 2022# Gold Award - May 2023# Silver Award - December 2023
EDUCATION
IFMR Graduate School of Business - Krea University
Master of Business Administration - MBA, Finance, General
Rukmani Birla Modern High School
SSC (Grade 12), Commerce
Commerce college jaipur
Bachelor of Commerce, Business/Commerce, General
Rukmani Birla Modern High School
HSC (Grade 10)
ABOUT KSHITIJ KHANDELWAL
Currently working with CVA desk (xVA Risk)for providing underlying and hedge risk to…
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