Abhinav Anand

Abhinav Anand Email and Phone Number

Director Quantitative Analytics - FX and IR Trading @ Investec
London, GB
Abhinav Anand's Location
London, England, United Kingdom, United Kingdom
About Abhinav Anand

FO Desk Strat with 10+ years of quantitative experience across diverse roles i.e., Trading Desk, Quantitative Research and Data Science respectively at leading global financial institutions.

Abhinav Anand's Current Company Details
Investec

Investec

View
Director Quantitative Analytics - FX and IR Trading
London, GB
Website:
investec.com
Employees:
9586
Abhinav Anand Work Experience Details
  • Investec
    Director Quantitative Analytics - Fx And Ir Trading
    Investec
    London, Gb
    View
  • Natwest Markets Plc
    Vice-President, Structured Rates Trading Strat
    Natwest Markets Plc Jun 2022 - Present
    London, England, United Kingdom
    Co-located with Rates Options & Exotics Trading Desk - Scripting bespoke quantitative analytics for Traders ;Strategic Intraday P&L Predict Tooling Python implementation including interface to CAF C++ pricing library ;Configure model inputs and market data profiles for intraday P&L, and calculate risk impact (gamma, vanna) including live trades and manage swaption expiries ; Curve/Volatility Surface Rebucketing to custom term structure using numerical linear algebra methods; Modeling exit cost calculation for TWD (Trading Activity Wind Down) - Macro Hedging (Cleared vs Bilateral) exit strategy.
    View
  • J.P. Morgan
    Senior Associate - Quantitative Research
    J.P. Morgan Jul 2018 - May 2021
    Mumbai Area, India
    CIB-QR Markets Capital
    View
  • Natwest Markets
    Associate - Model Validation
    Natwest Markets Jan 2017 - Jul 2018
    Mumbai Area, India
    RBS NatWest Markets : Modelling IR Correlation Skew arising primarily from CMS Spread Options, using shifted SABR framework
    View
  • Credit Suisse
    Eno - Market Risk Methodology
    Credit Suisse Sep 2014 - Jan 2017
    Mumbai Area, India
    Global Markets - Market & Liquidity Risk Management (Models & Methodologies)
    View
  • Jpmorgan Chase & Co.
    Analyst - Credit Risk
    Jpmorgan Chase & Co. Jun 2013 - Sep 2014
    Mumbai Area, India
    Credit and Fraud Risk Data Science
    View
  • Jpmorgan Chase
    Summer Intern
    Jpmorgan Chase May 2012 - Jul 2012
    Mumbai Area, India
    Devised a Customer Experience Metric leveraging Bankers' feedback using Text Analytics of feedback data (in SAS and EXCEL-VBA) Applied Singular Value Decomposition and Heuristic Machine Learning Techniques to mathematically formulate Customer Experience Metric
    View

Abhinav Anand Education Details

Frequently Asked Questions about Abhinav Anand

What company does Abhinav Anand work for?

Abhinav Anand works for Investec

What is Abhinav Anand's role at the current company?

Abhinav Anand's current role is Director Quantitative Analytics - FX and IR Trading.

What schools did Abhinav Anand attend?

Abhinav Anand attended Indira Gandhi Institute Of Development Research, Jaypee University Of Information Technology, City Montessori School (Cms, Gomtinagar), St. Paul's Academy, Patna, St. Andrew's School, Bhagalpur.

Who are Abhinav Anand's colleagues?

Abhinav Anand's colleagues are Mary Sepeng, Pilar Pablos Iglesias, Lize Jacobs, Lee Du Toit, Charlie Merkell, Cheska Khan, Abigail Edgar.

Not the Abhinav Anand you were looking for?

View similar profiles

Free Chrome Extension

Find emails, phones & company data instantly

Find verified emails from LinkedIn profiles
Get direct phone numbers & mobile contacts
Access company data & employee information
Works directly on LinkedIn - no copy/paste needed
Get Chrome Extension - Free

Download 750 million emails and 100 million phone numbers

Access emails and phone numbers of over 750 million business users. Instantly download verified profiles using 20+ filters, including location, job title, company, function, and industry.