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Neha Makkar

Summer Intern

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Neha Makkar
30 years old
Driving License
India
Contact me
Professional Status
Student
Available
Experiences
  • Designed a Monte Carlo simulation-based tool to reduce counterparty risk exposure by trade novation
  • Executed scenario based stress testing on RWA by varying parameters - threshold, initial margin, IA & theta
  • Designed & implemented Swaption pricing & clearing strategies into new Fixed Income trade booking app
  • Mitigated regulatory risk of over GBP 1 Mn by optimizing sales credit calculation logic for electronic trades
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