Ankit Khatri Email & Phone Number

Gurugram, Hr, In

Gurugram, Haryana, India

Gurgaon, India

• Pricing of bonds comprises of government, sovereign, sub- sovereign & agency bonds using , sector curve, yield curve or rules based pricing algorithm.• Actively reviewing the securities breaching the data quality checks like wide bid offer spread, conan check etc. before the publishing the same to clients.• Post evaluation check on price evaluated.• Managing & reviewing the benchmarks daily for the correct valuation of corporate bonds.• Handling price challenges and coverage requests raised by internal & external clients.• Developed new data quality reports like large variation report, staleness check report, Information of event report etc. for evaluators review.• Developed a convertible bond pricing model using Black-Scholes-Merton model.

Noida

Handling the Evaluated Bonds Team Operation, India

Noida

-Analyzing the prices and message patterns of different asset classes i.e. Credit Default Swap , Bonds, Loans, Credit Index, Asset Backed Securities etc. sent by various trading desks and creating parsing rules as per the trading convention.-Creating liquidity for bonds i.e sovereign, corporate etc and performing research on entities to ensure correct instruments are priced.-Providing pre and post sales support.-Working with development team for the implementation of the parsing rules, improvements and new initiatives and testing the same in QA & PROD. -Creating Composite data for CDS and Index Options after performing various checks.-Creating automated reports via Jaspersoft iReport tool using SQL queries.-Maintaining capacity and data quality matrices for the management.

Noida Area, India