Praveen Manoharan

Quantitative Advisory - Model Validation and development (Manager at EY)

Role
Manager - Financial Risk Mangement at EY
Location
Bengaluru, KA, IN
LinkedIn followers
500 followers

About Praveen Manoharan

Risk Professional focusing on Model risk management. Model Risk, Model Development, Derivatives Pricing, Stochastic Calculus, Numerical Methods, Python, Artificial Intelligence, Machine learning, Deep learning

Experience

  1. Manager - Financial Risk Mangement

    EY

    Jul 2021 — Present · Bengaluru, IN

    Quantitative Trading Book - Supporting major US banks in Model Validation and development of market risk, FRTB, CCR and pricing models used by front office desks as per SR 11-7 guidelines.Performed validation of investment management models for an asset management firm. Performed validation of machine learning models used in fraud analytics, marketing campaign and Gen AI models (vendor based NLU, LLMs).

Education

  • Bharathidasan Institute of Management Tiruchirapalli

    Master of Business Administration (M.B.A.)

  • Mepco Schlenk Engineering College

    Bachelor of Engineering - BE

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Praveen Manoharan — Manager - Financial Risk Mangement at EY in Bengaluru, KA, IN | Unifers