Ashrita Bari

Looking for Opportunities in Market Risk Roles

Good knowledge on

• Option pricing using BSM model

• Stress testing , Back testing , VaR , SVaR and Expected shortfall

• Pricing and valuation of Derivatives

• Options , Forwards , Futures and Swaps , Option Greeks

• Capital Market , Bond Market , Private Equity , Hedge funds , Mutual funds market risk , Counterparty credit risk

Skills Excel , Python