Niraj Sangle

Role: Quantitative Risk Analyst at RMB - Rand Merchant Bank
Location: Mumbai, IN
LinkedIn followers: 500 followers

Finance & AccountingView LinkedIn profile

About Niraj Sangle

I am Niraj Sangle completed my Graduation in Mechanical Engineering from Pune University.…

Experience

Quantitative Risk Analyst
RMB - Rand Merchant Bank
Sep 2023 — Present
Quantitative Risk Management. Validation of Fixed Income product models like Fixed Rate Bond, Floating Rate Bond, CPI Linked Inflation Bond.Working on Validation of Accrual model for Bond valuation. Curve Bootstrapping, BRM Correlations, Equity Total return Swap.Used Tools like Bloomberg and MUREX as benchmark for Validations performed. Validation of Risk Sensitivities like PV01, DV01, IR Parallel, Theta & VaR. Validation of FRTB Sensitivities like GIRR Delta, CSR Delta, FX Delta, GIRR Curvature, CSR Curvature, EQD Curvature, FX Curvature, Default Risk Charge (DRC) Jump to Default (JTD)

Contact information

Verified work emails, personal emails, and direct dials — unlocked in one click.

Work email
•••••@rmb.co.za
Personal email
•••••@•••••.com
Direct dial
+•• ••• ••• ••••

Unlock verified contacts

Free to start · No credit card required

Current company

RMB - Rand Merchant Bank

Banking · 4.6K employees

We partner our clients to deliver advisory, lending, trading, securities, corporate banking, private equity and investment solutions. A presence in London, New York, Beijing and Mumbai provides our global clients with a network to access African markets. We have a deal footprint in 35 African countries and facilitate cross-border trade and investment on the continent. Our business has always attracted a diverse group of talented people with an inherent curiosity and natural ability to harness different perspectives. By tackling complex problems, we create solutions with lasting impact. As an employer of choice, our culture is one that embraces human connection, inspiration and excellence to solve challenges and unlock opportunities for our clients and society. RMB was founded in 1977 by three entrepreneurs who created a business with a uniquely empowering culture and rooted in a strong value system. It was this culture that enabled our success and led the founders in 1998 to conduct one of the largest transactions in the history of South Africa resulting in what we know today as the FirstRand Group. RMB is made of Africa - our commitment to our clients, our continent and our people is evident in our successful track record. We create new opportunities where others see challenges. Our industry accolades are a demonstration of our track record and underscore our commitment to making a meaningful difference to our clients, our continent and our people RMB represents the CIB activities of FirstRand Limited – one of the largest financial services groups in Africa.

rmb.co.za

Find verified contacts for anyone on LinkedIn

Unifers gives sales teams verified emails and direct dials, enriched profiles, and outreach that lands in the inbox.

Start for free See how it works

Free plan included · No credit card required

This profile is compiled from publicly available professional sources. Unifers is not affiliated with or endorsed by LinkedIn. Request removal of this profile.

About Niraj Sangle

Experience

Quantitative Risk Analyst

Find verified contacts for anyone on LinkedIn