Souvick H.

Key skills • Extensive knowledge of derivatives form all asset classes i.e. equities, interest rates, FX, credit, inflation, fixed income. • Expertise in pricing, risk factors and PnL analysis for rates, credit, FX, inflation products, Bonds and CDS’s. • Building risk models for multi-asset portfolios using Excel VBA and Python. • Strong MS Excel VBA, Python and SQL skills. • Strong quantitative and problem solving skills. • Documenting skills for quantitative models. • Expertise in trade reconciliation with legal documents and blotters. • Excellent skills in MS excel using Bloomberg API. • Expertise in fixed income, interest rate products and credit derivatives (pricing and risk calculation). • Strong skills in designing process improvement. • Effective relationships building with different stake holders e.g. sales, trading, structuring and risk mangers. • Attention to detail and excellent theoretical and working knowledge on products from all asset classes. IT / Programming Skills • MS Excel and VBA • Python • Matlab • SQL