Key Skills - Counterparty Credit Risk • Derivatives and Security Financing Exposure Calculation •IMM Counterparty Exposure Models (PFE) • Collateral Volatility Adjustments and MPOR • Capital Models • Stress Testing • Regulatory Submission (CCAR / ICAAP / LPA ) • Develop Stress Loss & RWA models • Quant Risk Analytics • Portfolio management • Risk modelling including implementation and validation. • Stakeholder Management
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Senior Vice PresidentCitiLondon, Gb -
Vice PresidentCredit Suisse Aug 2012 - PresentLondon, England, United Kingdom -
AssociateOak Capital Dec 2011 - Jul 2012
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Derivatives TraderJaypee Capital Services Ltd. Oct 2010 - Dec 2011 -
Derivatives AnalystFutures First Jan 2009 - Nov 2010 -
Senior Manager - Priviledge Client ServicesKotak Mahindra Bank Jun 2007 - Dec 2008
Ajit S. Education Details
Frequently Asked Questions about Ajit S.
What company does Ajit S. work for?
Ajit S. works for Citi
What is Ajit S.'s role at the current company?
Ajit S.'s current role is Senior Vice President.
What schools did Ajit S. attend?
Ajit S. attended Indian Institute Of Technology, Roorkee.
Who are Ajit S.'s colleagues?
Ajit S.'s colleagues are Jyoti Tawade, Allison Pagan, Musty Musty, Marnie Feffer (Rosenblatt), Diane R., Abel Sardinas, Holly Mead.
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Ajit Shetty
Mumbai3gmail.com, vsnl.com, hdfcbank.com
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