Malav Desai
Valuation, Hedge Accounting, Risk Management@ EY | MBA, OTC, Financial Instruments | Ex SS&C GlobeOp- Valuations
- Role
- Senior Consultant at EY
- Location
- Mumbai, MH, IN
- LinkedIn followers
- 500 followers
About Malav Desai
I am a senior consultant at EY, where I provide support to clients in valuation, hedge…
Experience
Senior Consultant
Feb 2023 — Present · Mumbai, IN
Led comprehensive valuation exercises and hedge effectiveness testing for a wide range of financial instruments, including derivatives and fixed-income products • Reviewed and validated hedge documentation to ensure compliance with IFRS 9 and Ind AS 109 accounting standards • Valued complex derivatives such as FX Forwards, Interest Rate Swaps (IRS), Forward Rate Agreements (FRA), options, and market-linked securities • Advised clients on hedge accounting frameworks, including defining risk management strategies, identifying hedged items, setting hedge ratios, and establishing testing methodologies • Applied advanced techniques in interest rate curve construction (bootstrapping), forward rate derivation, and conducted CVA/DVA and Expected Credit Loss (ECL) calculations • Analyzed financial data, yield curves, and macroeconomic indicators to detect valuation discrepancies and support accurate reporting • Supported business development initiatives by crafting tailored client presentations, assisting in proposal development, and contributing to project wins
Education
Gujarat Technological University (GTU)
Master of Business Administration - MBA
2010 — 2012
Ganpat University
Bachelor of Technology - BTech
2004 — 2008
Skills
- Microsoft Office
- Microsoft Excel
- Management
- Leadership
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