Shivang Pandey

Associate @Morgan Stanley

Mumbai, MH, IN
MOBILE NUMBERS
+91 *********19

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WORK HISTORY

Jul 2025 — Present

Associate @Morgan Stanley

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Quant in Structured Rates Asia team• Implementing pricing models, including stochastic volatility models like SABR • Maintaining and continuously improving the existing PnL attribution system • Investigated and resolved the daily desk and controllers\' queries on PnL attribution • Implementing a new robust revaluation methodology for cleaner separation of time and market effects

EDUCATION

2020 — 2025

Indian Institute of Technology, Kanpur

Bachelor of Science - BS Physics, Double Major in Computer Science and Engineering

ABOUT SHIVANG PANDEY

Quant Strat at Morgan Stanley || Physics and Computer Science at IITK

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Shivang Pandey — Associate at Morgan Stanley in Mumbai, MH, IN | Unifers