Saket Gubba
MFE || FRM || CQF || CFA L3 Cleared
- Role
- Fixed Income Desk Strat (Senior Manager AVP) at Morgan Stanley
- Location
- Mumbai, MH, IN
- LinkedIn followers
- 500 followers
About Saket Gubba
I am currently working as a desk strat assisting the Asia Fixed income Trading/Sales team in their day to day activities. Skilled in Scala, Python, Advanced Excel, R, KDB(Q) and can easily access Bloomberg. I hold a Masters in Financial Engg and a Bachelors in Chemical Engg from IIT Kharagpur. I have completed both the levels of FRM, both the modules of CQF and all the levels of CFA in the first attempt.
Experience
Fixed Income Desk Strat (Senior Manager AVP)
Oct 2020 — Present · Mumbai, IN
As a Flow Rates Desk Strat, I was the first point of contact for the Asia fixed income flow trading desk. Most of the work involved catering to the trading desk on real time issues along with taking up strategically aligned projects. Some of my key responsibilities included:o Owning, creating and maintaining interest rate curves across all Asia EM and G10 currencies, marking and making sure all downstream systems/processes capture it correctly. Fixing the curves, data in real time.o Supporting traders on their real time issues such as (not limited to) new/existing trade pricing, risk and PnL investigation, assisting with their custom queries such as creating a custom curve, performing PV/Risk impacts against a particular scenario, helping book a custom trade for client, assisting in complicated unwinds, debugging non expected additional risk/pnl, o Developing tools for pricing, risk management and data-driven insights. Some examples include creating a python, kdb driven UI based tooling, automatedreports to trading/other stakeholders, Excel decommissioning through UI based pricing grids, creating infra to fetch data from various risk, pnl and trading systems.o Developing new pricing models, maintaining & improving existing models,analytics. Hands on experience with the modelling of FX, Interest rate derivatives such as Bonds, IRS, TRS, FX Swaps, IR Futures, Bond Futures etco Working with IT on delivery and testing of models and tools in trading desk applications. Including but not limited to signoffs on PV, Risk impacts.o Working with controllers, Audit and other model risk groups on model documentation, approval, limitations remediation and model improvements.
Education
CQF Institute
Certificate in Quantitative Finance
Indian Institute of Technology, Kharagpur
Master's Degree, Financial Engineering
2011 — 2016
Indian Institute of Technology, Kharagpur
Bachelor's Degree, Chemical Engineering
2011 — 2016
Board of Intermediate Education, Andhra Pradesh
12th Grade, Maths, Physics, Chemistry, English, Sanskrit
Global Association of Risk Professionals (GARP)
Financial Risk Manager, Risk Management
Skills
- Bloomberg Terminal
- R
- C
- Programming
- Html
- Eviews
- Microsoft Office
- C++
- Matlab
- Microsoft Word
- Stata
- Solidworks
- Photoshop
- Windows
- Spss
- Powerpoint
- Microsoft Excel
- Python
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