Sumit Kanojia
Technical Manager, Model Validation, KPMG Global services
- Role
- Senior Consultant at KPMG India
- Location
- Mumbai, MH, IN
- LinkedIn followers
- 500 followers
About Sumit Kanojia
Experienced Manager with a demonstrated history of working in the Risk consulting industry. Skilled in Python, Microsoft Excel. Strong business development professional with a Master of Science focused in Statistics and Time Series from Indira Gandhi Institute of Development Research.Specialized in Statistics, Econometrics and Time series analysis. Model Validation experience in CCAR, PPNR, Fraud, Financial Crime and Time Series Models, hands on experience in pricing of exotic IR derivatives such as American Options Monte Carlo, Constant Maturity Swaps, Caps floor, CDS, CDX, CDS swaption, CDX swaptions, cancellable swaps, swaptions etc, FX derivatives such as TARF, Quanto etc, Equity based derivative such as barrier options, basket options, pheonix, digital options, accumulators, shark fin, etc, vol based instruments such as Vol swap, variance swap, corridor variance swap, knockout corridor swap, inflation derivatives and SABR parameter calibrations.
Experience
Senior Consultant
Dec 2021 — Present · Gurugram, IN
I have been working as a Senior Consultant with the Modelling & Valuation team.
Education
Delhi University
B.A(H) Economics, Economics
2009 — 2012
Indira Gandhi Institute of Development Research
Master of Science, Economics
2016 — 2018
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