Finance Professional with more than 4 years of experience. Worked predominantly in the Model Risk Validation sphere and LIBOR Transition.Model Validation Experience:Validated Quantitative Pricing Models for the Exotic Derivatives such as Cap, Floor, Binary, Rainbow, Lookback and Barrier options.Validated Qualitative Models pertaining to Interest Rate Risk.Validated econometric Retail Models.LIBOR Transition:Helped a mid size US Bank in their complete LIBOR Transition Process. Responsibilities includes Researching the latest Market and Legal Trends . Help them come up with new products adhering to the new conventions. Further, come up with training materials to reskill and educate the staff.