Parag Kohli Market Risk Valuations
Senior Manager | MR Quant
- Role
- Associate Director at KPMG
- Location
- Gurugram, HR, IN
- LinkedIn followers
- 500 followers
About Parag Kohli Market Risk Valuations
Detail-orientated Professional adept at making critical decisions, managing deadlines and conducting model reviews. With expertise in analysis and quantitative problem-solving skills, dedicated to company growth and improvements.
Experience
Associate Director
Apr 2025 — Present · Gurugram, IN
Performing independent review of several pricing models with high materiality using both simulation (HJM, LSM etc.) and analytical approach (SABR family models). • Experienced with derivatives from IR, FX, Credit and Inflation markets. • Using various programming languages such as Scala, Python and R to manipulate data and build tools for efficiency. • Conducted advanced pricing model audits, liaising with internal and external auditors to ensure optimum results. • Communicating technical information clearly to non technical stakeholders for easy comprehension. • As a team lead mentoring and supporting junior team members to develop professional skills and improve overall team performance.
Education
IMI Delhi
PGDM, Finance & Quantitative Methods
2015 — 2017
Panjab University
Bachelor of Engineering (B.E.), Chemical Engineering
Vishvas Public School
12th CBSE Examination
Skills
- Financial Analysis
- Financial Risk
- Financial Modeling
- Financial Reporting
- Financial Accounting
- Corporate Finance
- Financial Markets
- Matlab
- Management
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.
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.