Dipesh Mishra Email & Phone Number

Mumbai, Maharashtra

Mumbai, Maharashtra, India

Mumbai Area, India

Risk and Pnl Control for Fixed Income Product, London Region

Bangalore

• Market Analysis and Risk Control - Fixed Income and Equity Derivative Markets in Asian Region- Supervise the daily P&L production and explanation based on Books’ Risks and control environment.- Substantiate New.

Mumbai Area, India

• Derivative Analyst at the Equity Derivatives Trading Desk for a major Investment Bank: - Delivering Daily P&L break research and analysis, across various derivative and cash asset classes, required by Product.

• Worked as Analyst Working on Models related to Credit Risk and BASEL II.
• Credit Risk Model Validation & Benchmarking based on BASEL II guidelines –- Performed tests for model discriminatory power, calibration assessment & benchmarking of the various Probability of Default models, ensuring.
• Other Responsibilities:- Involved in research & designing of Analytical Models used in Credit Risk Management software e.g. Facility Reallocation, Collateral Sharing (based on Loan to Value), Loss given Default and.

Project: Developing Financial Analytical tools for Rivermine-IR: Rivermine is a leading provider of automated solutions that enable organizations to gain visibility into, and control over, their telecom spend. Rivermine's market-leading Telecom Expense Management (TEM) solutions automate the entire telecom lifecycle including contract sourcing.

B.Tech, Electrical Engineering

Bachelor Of Technology - Btech, Electrical Engineering