About

Ishan Anand is an experienced Analyst at JP Morgan with a focus on Quantitative Research and Equity Derivatives Modeling. He has spent over 7 months learning models to price equity derivatives and assess the payoff scope for some. Ishan has also helped extend an existing pricer to accommodate a bespoke equity-rate hybrid payoff. Prior to his current role, Ishan worked as a Senior Analyst at Goldman Sachs. His responsibilities included the assessment and approval of pricing/risk models for credit derivatives. He validated a few of the pricing/risk models used by the Securities division for credit derivatives such as risky bonds, default swaps, and credit correlation products. Ishan also reviewed the data vetting logic and implementation accuracy for alternate pricing of credit-risky/mortgage securities, models used in part for controllers’ IPV process. Ishan has a Bachelor’s Degree (Hons.) in Electrical, Electronics and Communications Engineering from the Indian Institute of Technology, Bombay. He also completed his High School education at DAV Public School, Amritsar. In addition to his work experience, Ishan has a strong technical background as a Research Scientist and has experience working with various tech stacks. Overall, Ishan has 7.19 years of relevant experience and is always looking to expand his knowledge in the field of Quantitative Research and Equity Derivatives Modeling.