Shibin Varghese
HSBC
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WORK HISTORY
@HSBC
EDUCATION
Mumbai University Mumbai
Bachelor of Engineering - BE, Computer Science
Columbia University
Certificate Course, Financial Engineering and Risk Management
GARP
Financial Risk Manager (FRM), Risk Management
SKILLS
ABOUT SHIBIN VARGHESE
Seasoned front-office/risk quantitative developer with lots of experience in building pricing and risk analytics libraries for fixed income, credit, and commodities markets. Strong track record delivering reusable pricing frameworks, PnL attribution, calibration/risk factor analytics, and performance-optimized distributed compute for FO and FO-aligned risk platforms. FRM certified. Worked on :• Quantitative Development/ Quantitative Strategies/ Algorithmic Trading.• Managing highly complex projects in the Techno-Functional domain.• Various technologies - Python / R / Matlab / SAS / Perl / VBA / etc.• Implementing and validating front-office derivative pricing models.• Monte Carlo methods, Black Scholes, Market Risk, Credit Risk.
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