Vasanthakumar Sadasivam
Senior Solution Manager - Model Risk Management (MRM) at Deloitte
- Role
- Senior Solution Manager at Deloitte
- Location
- Bengaluru, KA, IN
- LinkedIn followers
- 500 followers
About Vasanthakumar Sadasivam
Around 14 years of extensive experience in Model Risk Management (MRM) of Pricing and Market Risk Models, Derivatives valuation, Fundamental Review of Trading Book (FRTB) and other quantitative advisory services for financial institutions across globe especially in US, UK, Europe and India.Specialties: Model Development, Model Validation, Derivatives Valuation, Fundamental Review of Trading Book (FRTB), Zero Curve/Yield Curve construction, Python, R and VBA Excel Modeling.
Experience
Senior Solution Manager
Jun 2022 — Present · Bengaluru, IN
Quant in the MRM team focusing on Model Risk Management, FRTB and IBOR transition
Education
Fitch Learning
Certificate in Quantitative Finance (CQF)
GARP
FRM
2011 — 2011
Kongu Engineering College, Anna University
B.Tech, Chemical Engineering
2002 — 2006
ISME, Bangalore
PGPM, Finance
2009
Skills
- R Language
- Derivatives
- Derivatives Valuation
- Valuation
- Excel Vba Modelling
- Financial Modeling
- Market Risk and Counterparty Credit Risk
- Financial Risk
- Model Validation
- Financial Services
- Market Risk
- Regulatory Capital
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