Risk Analyst @ Gravitas (acquired by Linedata)

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Experiences

Helped secure business from 4 hedge funds with a cumulative AUM of $20Bn as a part of 10-member team
Generated $200K revenue by implementing US SEC & OPERA regulatory frameworks for 4 clients
Introduced risk models for Swaptions, FX digital & Bond Future options; calculated DV01-CS01 for FIG
Designed 5 stress scenarios including Credit, Russian & Asian crisis; validated risk modelling for 2 funds
Performed sensitivity analysis on equity, FX & FIG at security level
Evaluated portfolio using Sharpe/Sortino, Drawdown, SPX/DXY betas
Reduced data cost by 30% & reporting time by 40% via formulating Intraday and historical run functionality
Achieved highest department rating ‘Excellent’ and ranked consistently in Top 5% of the organization

Chintan Dhruv