Nishant Misra
Quant Model Validation Manager @KPMG Global Services | Market Risk | FX, Rates, Equities | VaR, PFE, SABR | Murex & Numerix | Python |
- Role
- Manager at KPMG India
- Location
- Mumbai, MH, IN
- LinkedIn followers
- 500 followers
General Business & ManagementView LinkedIn profile
About Nishant Misra
Quantitative Model Validation specialist with 10+ years of deep expertise in interest…
Experience
Manager
Oct 2024 — Present · Bengaluru, IN
Education
UP Technical University
Engineer's Degree
2009 — 2013
FRM Level 1
FRM Level 1 Candidate
Skills
- Expected Shortfall
- Python
- Microsoft Excel
- Market Risk
- Otc Derivatives Valuation
- Stochastic Modeling
- Risk Quantification - Interest Rates, Spot, Fx
- Monte Carlo Simulation
- Vba
- Fixed Income Valuation
- Var
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