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Anshay Nagda

Anshay Nagda

Summer Trainee

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location of Anshay NagdaMumbai, Maharashtra, India

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  • Timeline

  • About me

    Market Risk Consultant at Ernst & Young | Deutsche Bank | Citi Bank | Morgan Stanley | Barclays Bank | Market Risk | Basel Reforms | Derivative Valuations

  • Education

    • Institute for Technology and Management (ITM) , Mumbai

      2008 - 2010
      PGDM Finance

    • Institute of Management Studies (IMS) , DAVV , Indore

      2005 - 2008
      Bachelor's of electronic commerce Electronic Commerce

    • S.I.C.A Senior Secondary School, Indore

      2003 - 2005
      CBSE 12th Commerce with Higher Mathematics

  • Experience

    • ICICI Prudential AMC Ltd

      May 2009 - Jun 2009
      Summer Trainee

      * Worked under Risk Head on project named "Estimation and analysis of Liquidity in Stock market" * Used Time series as well as cross sectional analysis on equity stock portfolio* Learned usage of various performance attribution tools applied on the Equity as well as debt portfolios

    • Barclays

      Jan 2010 - Aug 2010
      Acquisition Manager

      Sourcing Ultra HNI clients for bank in defined target line of 2.5 million INR

    • Morgan Stanley

      May 2011 - Jun 2017
      Portfolio Risk Analytics and Regulatory Reporting

      - Provides wide array of market risk analytics services and risk exposure reports for hedge fund clients based globally.- Daily monitoring of market risk attributes like delta,vega,sensitivities,VaR (value at risk),volatility,pricing,net asset values etc. and resolving the issues by coordinating with various counterparts based globally.- Handling daily Ad-hoc requests from portfolio managers and traders related to portfolio statistics calculations like sharpe ratio,alpha,beta etc.- Working closely with in-house technology team to streamline various applications and processes in order to meet client’s requirement.- Calculating risk exposures for multi billion dollar hedge funds across various products like FX options,Interes rate swaps,Currency Swaps and Futures,Credit Default Swap (CDS) etc.- Assisted hedge funds in thier regulatory reporting requirements like Form PF, AIFMD,CPO-PQR,OPERA (Open Protocol), Solvency II. - Ability to prioritize multiple tasks and meets strict deadlines, self-motivated, independent and quick learner. Show less

    • Citi

      Jul 2017 - Jun 2020
      Market Risk - FX and Rates

    • Deutsche Bank

      Jun 2020 - Sept 2021
      Market Risk Analysis & Control

    • EY

      Sept 2021 - now
      Ernst & Young - FSRM (Financial Services Risk Management)

  • Licenses & Certifications