Ravi Kant

Results-driven professional with over 12 years of experience in leading, developing, and validating pricing and risk models across various asset classes including fixed income, equity & derivatives, FX, and credit. Proficient in developing and validating different pricing and risk models such as GARCH, SABR, Black Scholes, H&W, Heston, HJM, Monte Carlo Simulation, and analytical solutions using Python, R, and C++. Demonstrated expertise in developing equity & rates derivative models from both pricing and risk perspectives, with a strong understanding of underlying mathematical concepts such as stochastic calculus, probability measure, copula, and inferential statistics. Led a project to validate linear and nonlinear IR and FX pricing models while collaborating on other projects like XVA (CVA) and SIMM. Skilled in time series modeling in Python including data cleaning, filtration, backfilling, outlier treatment, and statistical analysis. Excellent communication skills with a proven ability to effectively manage stakeholders and explain complex quantitative models to committee members. In-depth knowledge of model finding/scope documentation and experience with regulatory guidelines such as FRTB (IMA and standardized approach), SR-11 guideline, and FSA guideline for model validation. Proficient in MS-Office with working knowledge of Python, VBA, R, SQL, C++, and Murex. Committed to identifying market opportunities, reducing quantitative model errors, and enhancing risk management practices while staying updated with the latest industry techniques and fostering cross-functional collaboration.

• Best monthly performer award at Crisil & Deutsche Bank
• District level Badminton player
• Participated in the finance fest and represented the college and won the prizes in second year of MBA

• Team player
• Quick learner
• Self-motivated & energetic
• Effective communicator
• Good leader
• Initiator
• Very enthusiastic person