Milan Parakh
Head | Quant Strat Valuation Control | Market Risk (Full Reval VaR).
- Role
- VP at 德意志银行
- Location
- Mumbai, MH, IN
- LinkedIn followers
- 500 followers
About Milan Parakh
Working on strategic production platform following SDLC principles, extensively using Python, creating solutions for valuation control.Created & Managing team of 8+ Quant developersExtensively worked on Model development in Market Risk Strats team like HistSim Full reval VaR, Hybrid VaR, RNIVS, Model Parametric Calibration for Distressed Debt, credit spreads. Also have experience of working closely with regulators to setup & determine model performance
Experience
VP
Apr 2023 — Present · Mumbai, IN
Designing strategic architecture for Valuation Control with particular focus on end to end automation of IPV from sourcing risk and market data to calculation of IPV
Education
SVITS, indore
B.E, Electronics
1999 — 2003
Choithram School
12, Science
1997 — 1999
Mumbai Business School
MBA, Management & Finance
2009 — 2010
Skills
- Equity Research
- Statistical Modeling
- Business Analysis
- Portfolio Management
- Leadership
- Investments
- Capital Markets
- Finance
- Mis
- Derivatives
- Valuation
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