About

Trilok Kumar Yadav is a highly accomplished Cross Asset Quant Strats professional with over 7 years of experience in the financial industry. Currently serving as an Associate at Goldman Sachs, he is responsible for developing and implementing quantitative models to measure and manage risk across various asset classes. Trilok has a strong background in finance, holding a Master's degree in Finance from the University of California, Berkeley, Haas School of Business, and a Bachelor's degree in Electrical, Electronics and Communications Engineering from IIT Delhi. He is also a CFA Level 3 candidate, demonstrating his commitment to professional development and excellence. Throughout his career, Trilok has gained extensive experience in credit risk valuation, funding risk valuation, and credit charge calculation. He has developed tools and processes to calculate and report credit risk of interest rate and cross currency swaps for current, new, and unwound trades, enabling CVA-FVA trading desk to smooth line P&L attribution and credit risk hedging. He has also developed tools to enable the calculation of funding risk of interest rate and cross currency swaps for current, new, and unwound trades and subsequent funding risk hedging. Trilok has leveraged quantitative models to calculate Wrong Way Risk, Rating Based Thresholds, and Margin Period of Risk. He has also stress-tested CVA & FVA portfolios and analyzed week-on-week PnL explain of CVA & FVA portfolio, devising strategies to hedge risk measures. Before joining Goldman Sachs, Trilok worked as a Senior Analyst at Deutsche Bank, where he automated the process to generate Monte Carlo simulations for the calculation of CVA and FVA of the trades. He created and published end-of-the-day default curves of various counterparties for bank-wide use. Trilok is a research scientist and has experience in using various technologies. He is a highly analytical and detail-oriented individual with a passion for using data to drive business decisions.