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Naveenkumar Kotni

732 followers

Hyderabad, Telangana, India

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Timeline
Skills
Pl/sql
Fx options
Financial modeling
Equity derivatives
Corporate finance
Strategic finance
Valuation
Derivatives
Linear programming
Fixed income portfolio management
Sql
Vba
Investment banking
Capital markets
Equity research
About me
Knowledge and experience in quantitative finance, programming Exposure to Value at Risk computation of OTC dertivatives Worked on Capital Charge calculation for OTC products (Federal Deposit Insurance) BASEL CEM computations
Education
- Greatlakes institute of management
  2012 - 2013
  Mba finance
  activities and societies: placement committee mba finance with more focus on quantitative finance
- Gayatri Vidya Parishad College of Engineering (Autonomous)
  2005 - 2009
  Bachelor of technology (btech) information technology
  activities and societies: technical symposium organizer btech in information technology
Experience
- Tata consultancy services
  Nov 2009 - Apr 2012
  mainframe developer (development and support activities including l&d) software developer on mainframes platform for citi markets and banking
- Bank of America
  May 2013 - now
  value at risk calculation on different otc derivatives cross asset classvalidating independent amount (initial margin) numbers generated by the calculation enginemodel validation develop calculators based on the csa for independent amount posting purposescapital charge calculation for otc products (federal deposit insurance) based on basel cem computationsdaily validation of ia numbers and assigning reasons for the decrease in risk, ia and tradesworked on xva charge to cover credit risk, funding risk show less
Licenses & Certifications
- FRM
  Global Association of Risk Professionals (GARP)
  Dec 2014