AMIT KUMAR BEPARI CFA,CQF,FRM,PRM, AFP

• Initial margining model for option, equity variance product Market risk model validation: Validated high risk rank model like VaR and stress VaR, RWA Forecasting model
• VaR back testing with Log likelihood ratio test
• Option pricing model validation
• VaR model validation for Equity option, bond
• investment portfolio VaR model validation
• Worked on several investment portfolio model validation

leadership aspect:

• provided all the team member additional supportive in Qualitative model validation space and conducted corporate risk wide sessions to create awareness of model risk management
• Maintained internal partnership with model governance and audit team on risk related topics
• Provided vision, direction to the leadership by identifying key risk in qualitative model validation and implemented the same to cater the model risk

• Headed LYXOR India hedge fund risk Team of senior Risk Analyst in Market risk, counterparty credit risk and operational risk domain
• Job involved Hedge Fund Risk management and validating several market risk vendor models validation (VaR)
• UCITS VaR calculation
• Transitioned the Process from Paris and successfully implemented it in Bangalore

• Executed various projects and completed those projects within targeted timelines -calculation testing of fixed income and equity options var model validation on historical simulation methods
• Executed vendor model validation Projects on Option Pricing (Black and Scholes) with and without Dividend model-Projects involved building manual model validating with existing risk engine model

• Validated VaR models, SVaR models
• Testing of var calculation for equity option portfolio before deploying into production
• Worked in analytics team as a part of FRTB Projects

• Validation of investment portfolio var model
• Validation of Basel MARKET risk model
• Logistic Regression model

• Credit Risk modeling: BAU & Basel/CCAR modeling
• Validation of Basel, BAU /CCAR PD, LGD Credit risk models
• Calibration of market risk models periodically for Lloyds Bank
• Worked on various market risk projects like Basel 2.5

• Trading Strategy making on global market like Comex and DGCX Dow Jones Nasdaq S&P 500 through Interactive Broker on behalf of institutional investor as well as prop Trader
• Making Complex Derivative Strategies using options, Future according to Global Economic Updates
• Commodities product knowledge and live trading experience in Comex Gold, silver, Crude
• advising mutual fund to client based on research

• Making Complex Derivative Strategies using options, Future according to Global Economic Updates
• stock selection