Prasad D.
Consultant @ EY | MQF | FRM
- Role
- Consultant - Financial Services Risk Management at EY
- Location
- Pune District, MH, IN
- LinkedIn followers
- 500 followers
About Prasad D.
Quantitative Finance | Risk Management | Market Risk | Business AnalysisAs a Risk Consultant working primarily in Market Risk, I leverage my quantitative finance background and analytical skills to deliver robust, data-driven risk management solutions. With hands-on experience in business analysis, I effectively bridge technical expertise with business requirements, ensuring impactful outcomes.Proficient in Python, SQL, Excel, AI/ML, and statistical methods. My focus areas include quantitative analysis, derivatives pricing, market risk modelling.Areas of Expertise and Interest- Quantitative Analysis & Modelling- Market Risk Management & Regulatory Projects (e.g, FRTB)- AI & Machine Learning Applications in Finance- Derivatives & Financial Products- Business Analysis & Stakeholder EngagementAlways open to collaboration, discussions, and exploring opportunities within the dynamic realms of Quantitative Finance and Risk Management. Let\'s connect!
Experience
Consultant - Financial Services Risk Management
Oct 2024 — Present · Pune, IN
Bootstrapping and independent validation of interest rate curves and discount factors (SOFR, EURIBOR, MIBOR etc.)- Independent pricing and valuation of FX deals, options, bonds, and interest rate swaps- Validation of market risk shocks, P&L impacts, and Value at Risk (VaR) for representative portfolios- Supporting FRTB-SA (Fundamental Review of the Trading Book) implementation; validating market risk sensitivities (Delta, Vega, Curvature)- Performing control checks and data reconciliation of market risk metrics (sensitivities, capital charges) between legacy and FRTB systems; documenting issues in Jira- Automating BAU control processes and risk-data validations using Python and VBA- Reporting market risk discrepancies and conducting detailed investigations with stakeholders at instrument and book levels- Engaging stakeholders to enhance market risk controls, regulatory compliance, and overall risk data governance.
Education
COEP Technological University
BTech. Instrumentation and Control
Singapore Management University
MSc. Quantitative Finance, Financial Risk Management
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