Nikhil Chandra
Mumbai
Summary
MRBG Associate with specialized experience in the Rates Line of Business (LOB). I offer four years of expertise in both Rates and FIF LOBs, coupled with advanced Python programming skills, demonstrated through developing automation and intelligent solutions for the team.
Overview
5
5
years of professional experience
1
1
Certification
Work History
Market Risk Associate Global Rates & Rates Exotics
JP Morgan Chase & Co
08.2020 - Current
- VaR monitoring and analysis as part of Firmwide level responsibilities.
- VaR monitoring, analysis and explains as part of Rates, Fixed Income Financing and Public Finance asset classes.
- Developed and Published several new tools and intelligent solutions (using python, tableau, etc) as part of Market Risk department's Data Science initiatives to vastly improve analysis capabilities and cut down manual hours required for it.
Market Risk Intern
JP Morgan Chase & Co
07.2019 - 12.2019
- Helped support BAU tasks in MRBG VaR and FRTB teams
- Worked on simplified implementation of FIRB approach for Credit Capital in order to observe correlation and variance with respect to market risk capital
- Helped develop automated solutions to daily and ad-hoc procedures
- Developed SQL based scripts to help quantify impact on RWA of risk factors passing RFET test
Education
Bachelor of Engineering (Hons.) - Mechanical Engineering
Birla Institute of Technology And Science
Goa, India07.2020
High School Diploma -
Thakur College of Science And Commerce
Mumbai, India05.2015
Skills
- Python 3 (focus on data science)
- SQL (basics)
- Tableau, Power BI
- Familiarity with development on Athena Trader Desktop
- Financial Risk Management
- Basel 35 and FRTB
Certification
Financial Risk Manager (FRM) — Certified by the Global Association of Risk Professionals
CFA Level 1 cleared.
DEI Contributions
actively involved in reducing educational inequity by tutoring underprivileged children in Mathematics via 1 hr in-person sessions twice a week since Sep 2023.
Timeline
Market Risk Associate Global Rates & Rates Exotics
JP Morgan Chase & Co
08.2020 - Current
Market Risk Intern
JP Morgan Chase & Co
07.2019 - 12.2019
Bachelor of Engineering (Hons.) - Mechanical Engineering
Birla Institute of Technology And Science
High School Diploma -
Thakur College of Science And Commerce
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