Sunny Agarwal Email & Phone Number

Gurugram, Haryana, India

Gurugram, Haryana, India

• Planning and budgeting the projects from several international clients on independent price verification. It includes portfolio valuation of hedge funds, global banks, investment managers, insurance companies, pension funds etc. and discussions on resolving inconsistency in the valuation.• Leading, recruiting and training a team of 15 analysts performing independent price verification of spot instruments and derivatives using in house developed models and financial models built on Bloomberg, ICE data derivatives and Fincad Analytics.• Performing review on the valuation of spot instruments like bonds, securitizations, structured products; and OTC derivatives like Interest rate swaps, MTM cross currency swaps, swaptions, credit default swaps, FX options, FX forwards etc on Bloomberg, ICE data derivatives, internal valuation model etc.• Implementing the risk analysis of the instruments by analysing the risk factors and risk sensitivities and constructing the tolerance ranges. • Modelling of complex structured notes using Monte Carlo simulation.• Written theory paper on fair value hierarchy assessment based on IFRS 13 into Level 1,2,3 products which is approved by KPMG department of professional practice, Germany.• Reviewing SPPI assessment of fixed income products based on IFRS 13 guidelines.• Quarterly review of the valuation models of FX, CDS and interest rate products on Bloomberg and ICE data derivatives.

Gurugram, Haryana, India

• Managing, recruiting and training a team of analysts performing quantitative valuation of spot instruments and derivatives using the internal models and widely accepted financial models built on Bloomberg, SuperDerivatives, Fincad Analytics and excel.• Modifying and building valuation models on Fincad and excel/VBA to perform valuation of client’s financial portfolio on different asset classes like FX options, Variance/Volatility swaps etc.• Good hands-on experience on valuation of Spot instruments like bonds, securitizations, structured products, & OTC derivatives like Interest rate swaps, cross currency swaps, swaptions, credit default swaps, FX options, FX forwards etc on Bloomberg, Reuters, Fincad etc.• Classification of products based on IFRS 7 into Level 1,2,3 products.• Team member in development of internal software system used for processing the raw interest rate curve comprising the deposit rates, forward rate agreements and swap rates into processed interest rate curves.

Noida Area, India

• Build Financial/Mathematical/Statistical Models in Excel/VBA, which are used by the trading desk of one of the Top Hedge Funds across the globe. These models aid in developing effective trading strategies, performing valuation/risk management as well as in optimizing the long/short positions in trading book. I am also responsible for validation/stress testing/back-testing these models using the Bloomberg.• Sound understanding of financial products like Convertible Bonds, Option Greeks etc.• Extensive knowledge of trading strategies on Bonds & Options like Gamma Based trading, Volatility Hedged trading etc.• Good hands-on experience on Bloomberg. Created various VBA based analytical tools that extract and use the Bloomberg data in the most efficient way and give highly effective trading signals. • Possess comprehensive knowledge of tools like Minitab, Fincad etc. that are extensively used in Quantitative Modeling.

New Delhi Area, India

Conducting in-house research using statistical tools like MATLAB, Excel to generate a trend-based approach & drive business action in equity, futures and options. Manages Analytical research team & another performing arbitrage on algorithmic trading environment.

Model developer of Credit Risk Rating of Microfinance institutions

1. Business Re-engineering within Wipro BPO.2. Monitoring Quality improvement, Driving efficiency & standardization and building in cost effectiveness.3. Installation and up-gradation of network setup at new (Philippines) & existing sites (New Delhi).

Education record

CFA Level 3 Cleared, Jun 2015 CFA Level 2 Cleared, Jun 2012 CFA Level 1 Cleared, Dec 2011

Pgdm, Finance(Major) & Marketing(Minor)

B.Tech, Electronics

Education record