About

Dinesh Maheshwary is an experienced Equities FO Pricing Quant with over 11 years of experience in the quantitative modeling industry. He is currently working as a Vice President at HSBC, where he leads the India team for Equities FO Pricing Quants, managing a team of 10 and ensuring the quality and timeliness of deliverables. Dinesh is responsible for the development and maintenance of derivative pricing/risk management models for complex products and strategies such as Vol Caps, Autocallables, Quantitative Strategies, and new one-off trades. He has also implemented Curve outlier detection (Anomaly detection) for variance swap/dividend swaps using Denoising Autoencoder. Dinesh has a strong knowledge of stochastic calculus, ML/Deep Learning, derivatives, and pricing models. He has led the Model Governance exercise in Equities (SME), where he has complete ownership of Model performance monitoring, reporting, and analysis and fulfillment of regulatory obligations. Prior to joining HSBC, Dinesh worked at JP Morgan as a Senior Associate, where he was responsible for independent review and validation of derivatives pricing and risk management models. He was also involved in the development and review of ML models in JPM, such as Fraud transaction detection using Random Forest classifiers and Information extraction from structured email text (Named Entity Recognition). Dinesh has also worked at Northern Trust as an Associate Consultant, where he was responsible for Fed CCAR and Stress testing modeling, derivatives valuation modeling, and economic models validation for forecasts of macroeconomic indicators. He has performed independent review and validation of complex models used throughout NT for risk measurement, pricing & profitability, and management decision-making. Dinesh holds an MBA-PGDM focused in Finance from IIM Calcutta and a Bachelor of Technology - BTech from IIT Roorkee. He is skilled in Deep Learning, ML, SQL, Python, Computer Vision, Random Forest, Research Scientist, Neural Networks, Pytorch, RNN, and test. With a relevant experience of 12.29 years, Dinesh is a strong professional with a demonstrated history of working in the quantitative modeling industry.