Tarun Tokas

Partner, Quantitative Advisory, Financial Risk Services @Grant Thornton Bharat LLP

South Delhi, DL, IN
MOBILE NUMBERS
+91 *********19

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WORK HISTORY

Mar 2023 — Present

Partner, Quantitative Advisory, Financial Risk Services @Grant Thornton Bharat LLP

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New Delhi, IN

EDUCATION

N/A

Indian Institute of Technology, Kanpur

Master's degree, Financial Technology and Management

N/A

Delhi Public School - R. K. Puram

Science and Maths

2002 — 2006

Indian Institute of Technology, Kanpur

Bachelor of Technology (BTech), Aerospace, Aeronautical and Astronautical Engineering

2005 — 2005

University of Utah

Research Associate, Atmospheric Fluid Dynamics

SKILLS

TradingInvestment BankingManagement ConsultingFinanceProject ManagementPortfolio ManagementVbaMatlabLow Latency TradingInvestmentsC++Business AnalysisPerformance AttributionHigh Frequency TradingPortfolio Performance AnalysisSqlAsp.netOracleRequirements AnalysisValuationStructured ProductsFinancial RiskAnalyticsBusiness StrategyModel ValidationValuation ModelingTrading SystemsManagementGips ComplianceGipsBusiness IntelligenceAlgorithm DevelopmentBankingRisk ManagementDerivativesFinancial AnalysisMarket RiskAnalytical SkillsCapital MarketsFinancial Modeling

ABOUT TARUN TOKAS

Finance professional with expertise in quantitative risk management, financial modeling, and capital analytics. My work spans market risk, credit risk, and capital management, focusing on model development, validation, regulatory implementation, governance, risk and compliance across financial institutions.Over last two decades, have worked on initiatives covering Basel FRTB and SA-CCR implementation as well as valuation of derivatives and structured products. My recent work also encompasses leveraging AI and machine learning techniques to strengthen model validation, portfolio risk assessment and data-driven decision frameworks to ensure transparency and alignment with regulatory standards.

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Tarun Tokas — Partner, Quantitative Advisory, Financial Risk Services at Grant Thornton Bharat LLP in South Delhi, DL, IN | Unifers