Parag Kulkarni
Market Risk @ BMO U.S. | Consulting in Market Risk FRTB
- Role
- Market Risk at BMO U.S.
- Location
- Edison, NJ, US
- LinkedIn followers
- 500 followers
About Parag Kulkarni
With over a decade of diverse financial experience, I currently contribute as a Market…
Experience
Market Risk
Oct 2024 — Present · New York, NY, US
Consulting in Market Risk- FRTB - FRTB implementation, including SA, stress test and SA-CCR- Implemented FRTB requirements for Crypto securities- Implemented composite decomposition for various asset classes, EQ, CO, BondETF, Preferred, Hybrids with constituent vol surface for granular tuning of capital calculation- Integrated FRTB calculations with Limits for broadcasting to trading desks- Found workarounds for market data discrepancies to maintain integrity of capital calculations- Analyzed T0-Closeout as an alternative to PFE calculation.
Education
University of Mumbai
Bachelor of Engineering - BE
New York University - Leonard N. Stern School of Business
Master of Business Administration (MBA)
Skills
- Investment Banking
- Mergers & Acquisitions
- Leadership
- Mergers
- Due Diligence
- Sdlc
- Corporate Finance
- Financial Analysis
- Information Technology
- Private Equity
- Executive Management
- Valuation
- Finance
- Business Analysis
- Governance
- Management
- Restructuring
- Financial Services
- IT Management
- Project Portfolio Management
- Financial Modeling
- Strategy
- Equities
- Consulting
- Cross-Functional Team Leadership
- IT Strategy
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