Vaibhav Bhatia

Experience

• 

  Paterson Securities Pvt. Ltd

  Apr 2022 - May 2022

  Live Project on Equity Options

  • Understanding Options Greeks, Black-Scholes model, and Binomial model for options pricing.• Understanding options strategies and backtesting them using Opstra.

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  Mavericks Business and Market Research

  Apr 2022 - Jun 2022

  Research Analyst - Intern

  • Analysis and visualization of steel industry data using Excel and Power BI and preparing company profiles.• Analyzing Porter’s five forces to understand the profitability of the steel industry of different countries

• 

  Nomura

  Apr 2023 - now

  Analyst

  Part of Market Risk Global Portfolio Analytics team, working with EMEA and US region.•Aggregating risk data and reporting risk measures to Front office senior management.• Monitoring usage against limits and managing/escalating breaches.• Daily analysis and interpretation of changes in risk measures of US legal entities.• Liaising with regional RM’s and front office on various market risk issues and ad-hoc analysis work.• Providing Market intelligence data and risk analysis to senior management.• Automating daily tasks using VBA and Alteryx.• Creating PowerBI dashboards based on requests from Senior management for better data representation.• Creating SAP BO templates and making changes in the templates based on adhoc requests. Show less