Neha Konar

Quantitative Analyst @Federal Home Loan Bank of Topeka

Kansas City, MO, US

Development and production of accurate and timely market risk metrics critical to the determination of FHLBank’s market risk profile in monitoring for compliance and managing the bank\'s market risk profile within established parameters\\\\n• Evaluating new model version testing by broad reviewing of the new model version release notes provided by the respective vendor and providing analytical support and review as the income simulations, financial instrument valuations, and market risk metrics are benchmarked\\\\n• Providing direct support to the operations group by providing technical, operational backup and research functions for each of the key processes managed and performed by MRA, including ASC815, market value and duration of equity, key rate duration, VaR, income simulation, market data population, calibration and prepayment model performance\\\\n• Assisting with all aspects of independent financial model validations and remediation of any identified technical observations\\\\n• Assisting with the implementation of new and existing data management arrangements in partnership with IT, as well as supporting the development of documentation and control structure functions\\\\n\\\\n

Christ University, Bangalore

Bachelor's degree, Strategic Finance Honours

Northeastern University

Master's degree, Quantitative Finance