Shweta Das
Associate Consultant - Talent Acquisition at JPMorgan Chasehttps://www.iimjobs.com/r/103073-shweta-das
Risk measures, Basel framework, portfolio optimization, Liquidity asset/liability management,Volatility, interest rate, credit modelling frameworks,CVA, XVA,Valuation Adjustment, Option pricing using Black-Scholes, higher order greeks,Numerical methods, Monte Carlo simulation, Big Data and Machine Learning tools and techniques, Statistical Modelling, Credit Risk - Basel II, IFRS9, CCAR, DFAST, PPNR, Programming skills:- C++, PYTHON, R, SAS, MUREX, MATLAB,VBA, SQL.
High Frequency Trading, Trading strategies, low latency, Algo trader, etc.
IT skill- SDLC, JAVA, UI/UX, Application developer, AWS.