Ashok Krishnan

Ashok Krishnan Email and Phone Number

Director at Bank of America @ Bank of America
Ashok Krishnan's Location
New York, New York, United States, United States
Ashok Krishnan's Contact Details

Ashok Krishnan work email

Ashok Krishnan personal email

n/a
About Ashok Krishnan

Quantitative risk lead with 15 years industry and 10 years academic experience covering all asset classes in major banks.

Ashok Krishnan's Current Company Details
Bank of America

Bank Of America

View
Director at Bank of America
Ashok Krishnan Work Experience Details
  • Bank Of America
    Director
    Bank Of America Jun 2021 - Present
    Charlotte, Nc, Us
    Global lead for risk analytics in fixed income markets.
    View
  • Morgan Stanley
    Senior Vice President
    Morgan Stanley Apr 2018 - May 2021
    New York, Ny, Us
    Team lead for Credit and Securitized Products. Development lead for FRTB IMA modeling in Credit. Representative to US regulators on FRTP NPR.
    View
  • Bank Of America
    Senior Vice President
    Bank Of America 2013 - Apr 2018
    Charlotte, Nc, Us
    Model developer for Rates/FX markets. Developed and managed the risk models for the bank globally, covering Interest rate, FX, Inflation and FVA. Proposed methodology and oversaw implementation. Model representative to regulatory supervisors.
    View
  • Cme Group
    Sr. Quantitative Risk Associate
    Cme Group 2012 - 2013
    Chicago, Il, Us
    Commodities quant for margin methodology. Developed and tested a general risk framework for Futures & Options portfolios – including choice of risk factors, correlation models, tail estimation, kernel representation of data, parametric forms, and risk measures.
    View
  • Barclays Investment Bank
    Quantitative Analyst
    Barclays Investment Bank 2010 - 2012
    New York, Ny, Us
    Front office desk quant in Equity derivatives and Emerging markets. Developed a new closed form local volatility model for Equity/IR hybrid products that captures effects of rate stochasticity and correlation. Designed exotics payoffs for EQ traders and price tested. Implemented the Cheyette short rate model for capturing IR skews in Latam derivatives.
    View
  • Pomona College
    Visiting Assistant Professor
    Pomona College 2007 - 2008
    Claremont, California, Ca, Us
    Taught courses in physics (E&M, Quantum computing), and conducted labs. Supervised student research in quantum genetic algorithms.
    View
  • Swarthmore College
    Visiting Assistant Professor
    Swarthmore College 2006 - 2007
    Swarthmore, Pa, Us
    Taught courses in physics (Classical mechanics) and math methods (PDEs, Complex analysis). Served as reviewer for introductory physics text and published review article in an Einstein centennial book on the nature of light.
    View
  • Texas A&M University
    Visiting Assistant Professor
    Texas A&M University 2004 - 2006
    College Station, Tx, Us
    Designed and taught undergraduate physics courses and labs to sophomores and juniors, and hosted summer research program for undergraduates across the country in Casper, Wyoming. Attended conferences in US and Sweden to promote research.
    View
  • Max Planck Institute Of Quantum Optics
    Visiting Research Fellow
    Max Planck Institute Of Quantum Optics 2005 - 2005
    Garching Bei München, Bayern, De
    Collaborated with institute scientists during summer on quantum optics and quantum computing. Research published in over 10 peer reviewed articles.
    View
  • Princeton University
    Visiting Research Fellow
    Princeton University 2003 - 2004
    Princeton, Nj, Us
    Collaborated with Princeton faculty in Chemical Physics, lectured in graduate course in quantum optics, and guided students in thesis work.
    View
  • Texas A&M University
    Postdoctoral Research Associate
    Texas A&M University 2002 - 2003
    College Station, Tx, Us
    Wrote funding proposals for US govt. agencies; Conducted research on quantum methods to overcome classical optical limits in microscopy and photo-lithography. Attended conferences in US and Mexico.
    View

Ashok Krishnan Skills

Financial Modeling Derivatives Quantitative Research Financial Risk Bloomberg Quantitative Analytics Monte Carlo Simulation Fixed Income Time Series Analysis Market Risk Interest Rate Derivatives Quantitative Finance

Ashok Krishnan Education Details

  • University Of Rochester
    University Of Rochester
    Optics
  • New York University
    New York University
    Mathematics In Finance
  • Oberlin College
    Oberlin College
    Physics; Mathematics

Frequently Asked Questions about Ashok Krishnan

What company does Ashok Krishnan work for?

Ashok Krishnan works for Bank Of America

What is Ashok Krishnan's role at the current company?

Ashok Krishnan's current role is Director at Bank of America.

What is Ashok Krishnan's email address?

Ashok Krishnan's email address is as****@****ica.com

What schools did Ashok Krishnan attend?

Ashok Krishnan attended University Of Rochester, New York University, Oberlin College.

What skills is Ashok Krishnan known for?

Ashok Krishnan has skills like Financial Modeling, Derivatives, Quantitative Research, Financial Risk, Bloomberg, Quantitative Analytics, Monte Carlo Simulation, Fixed Income, Time Series Analysis, Market Risk, Interest Rate Derivatives, Quantitative Finance.

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

Aero Online

Your AI prospecting assistant

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.