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Abhishek Maheshwari
Vice President, BNY Mellon
About
Abhishek Maheshwari is a highly skilled Quant Strats professional with over 8 years of experience in model development and management in the financial service industry. He has successfully delivered various market data related projects for the risk team, demonstrating his expertise in Credit Valuation Adjustment and Value at Risk calculation. Abhishek has exhibited strong leadership and communication skills by working with cross-functional teams to meet several regulatory deadlines. He is proficient in Python, Matlab, and SQL, and has a strong understanding of financial modeling and analysis. Currently, Abhishek is an Assistant Vice President at Deutsche Bank, where he is responsible for the implementation of Interest rate forward paths simulation and Credit curve generation for Exposure and CVA calculation. He has previously worked as an Associate and Senior Analyst at Deutsche Bank, where he was involved in analyzing pricing dictionary inputs for VaR and Stressed VaR calculation, implementation of tool to source market data time series, and generation of End of Day objects for multiple asset classes. He has also worked on the implementation of Index Benchmark logic and calculation of historical volatility and correlation coefficients using benchmark timeseries. Abhishek has a Bachelor's Degree in Computer Science and Engineering from IIT Kanpur, and has cleared CFA Level 3. He is proficient in SQL and Python and has relevant experience of 8.19 years. Abhishek is a highly motivated and detail-oriented professional with a strong track record of delivering high-quality work.
Education
• iit kanpur indian institute of technology kanpur
Companies
• deutsche bank
• samsung
Experience
9.9 Years
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Experience
Skills
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Communication
Leadership
Logic and Reasoning
Market Data
matlab
Python
SQL
Contact Details
Email (Verified)
xxxxxxxx@xxxx.xxMobile Number
+91XXXXXXXXXXEducation
iit kanpur indian institute of technology kanpur
Bachelor's Degree
2010 - 2014
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