About

Anant Kumar is a highly skilled Management Consultant with over 7 years of experience in market risk management, model validation, risk monitoring, valuation, and sensitivity analysis of forex and interest rate derivative products. He has extensive experience in Murex, Bloomberg, and Reuters, and is currently working as an Assistant Manager at Protiviti. Anant's expertise in market risk management has been honed during his tenure as a Market Risk Manager at ICICI Bank, where he successfully validated and enabled the system to execute India's first-ever SOFR linked interbank transaction. He also constructed INR non-deliverable curves and validated NDF deals against Bloomberg for future transactions, identified market input for valuation, sensitivity, model validation, and system setup for new product offerings, compared counterparty quotes with pricing using internally validated models for structured derivative products, and computed the quantitative impact of discounting switch & LIBOR cessation on the Bank level due to LIBOR transition. Anant's skills and knowledge have been further strengthened by his educational background, which includes an MBA in Finance & Strategy from IIM Lucknow and a Bachelor's in Mechanical Engineering & Master's in Thermal Engineering from IIT Kharagpur. He also holds a Higher Secondary degree in Computer Science from DAV JVM Shyamali and a Secondary School degree from JNV Birauli Samastipur. Anant's technical expertise includes infra, and he has successfully configured the system at ICICI for LIBOR transition, ISDA SIMM implementation, and Murex version upgrade. He is a quick learner with excellent problem-solving skills and is always eager to take on new challenges. Overall, Anant Kumar is a highly skilled and experienced Management Consultant with a proven track record of success in market risk management, model validation, and system configuration. He is a valuable asset to any organization and is always striving to learn and grow in his field.