Summary
Overview
Work History
Education
Skills
Websites
Accomplishments
Contributions And Recognition
Affiliations
Timeline
Generic

Shailendra Kumar Sahu

Gurugram

Summary

DVP with 16+ years of experience in risk analytics and management covering different asset classes, including equities, derivatives, commodities, and currencies. Proven track record of leading, designing, and building out firm's risk models. In-depth knowledge of financial risk management framework, best practices, methodologies, and regulations. Strong quantitative skills and up-to-date knowledge of market risk, liquidity risk, derivative valuation, risk-based capital, asset allocation, and risk/performance attribution.

Overview

17
17
years of professional experience

Work History

DVP, Risk Analytics & Management and Trade Monitoring

Estee
India
10.2011 - Current
  • Managed and monitored the risk of automated trading across various asset classes and markets including India, Singapore, Brazil, Dubai, and CME.
  • Conducted historical simulation and stress testing for market risk models.
  • Developed liquidity requirement models for various asset classes.
  • Monitored adherence to risk limits for all trading activities using quantitative measures.
  • Evaluated conceptual soundness of models by assessing assumptions and limitations.
  • Developed, verified, and advised on Portfolio Risk models and limits.
  • Allocated capital to different portfolios using portfolio construction theories such as MPT.
  • Assisted in the development of risk architecture and implementation.
  • Created data visualization dashboards and anomaly detection using Tableau.
  • Identified areas requiring attention and built innovative risk tools.

Trader

Convexity
India
11.2010 - 10.2011
  • Formulated and executed options-based trading strategies.
  • Conducted post-trade analytics, performance benchmarking, and monitoring.
  • Set up trading operations.

Associate

Edelweiss
India
01.2008 - 10.2010
  • Formulated and executed Index, ADR, and Cash-Future strategies.
  • Managed a USD 10 million fund using ADR arbitrage, generating a 1.5% monthly return.
  • Worked closely with risk management related to international market products.

Relationship Manager

Indiabulls
India
05.2007 - 01.2008
  • Managed a portfolio of HNI clients and provided investment advice based on internal research.
  • Acquired new clients and advised them on their long-term and short-term investments.
  • Provided professional customer service to achieve a high percentage of customer satisfaction and retention.

Education

MBA -

Institute for Technology and Management
01.2007

Bachelor of Business Administration -

IPS Academy
01.2005

Skills

  • Expertise in Tableau
  • Analytical Skills
  • Interpersonal Skills
  • SQL understanding
  • Portfolio management understanding
  • Python Programming
  • Problem-solving abilities

Websites

Accomplishments

  • FRM, Certified Financial Risk Manager (Part 1: 11/01/17, Part 2: 05/01/18).
  • CQF, Certificate in Quantitative Finance, 06/01/20.

Contributions And Recognition

  • Founder and Contributor, SimplifyQuant.com, a blogging website focused on quantitative finance and options trading.
  • Recognized as a LinkedIn Top Voice for contributions to financial markets discussions, including an in-depth exploration of options trading strategies.

Affiliations

  • Playing Lawn Tennis
  • Reading
  • Blogging

Timeline

DVP, Risk Analytics & Management and Trade Monitoring

Estee
10.2011 - Current

Trader

Convexity
11.2010 - 10.2011

Associate

Edelweiss
01.2008 - 10.2010

Relationship Manager

Indiabulls
05.2007 - 01.2008

MBA -

Institute for Technology and Management

Bachelor of Business Administration -

IPS Academy

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Shailendra Kumar Sahu