Kanika Malik Frm Masters In Math Email & Phone Number | - Financial Risk Manager (FRM) - Member of Global Association of Risk Professionals - Master’s degree holder in Mathematics - Actuarial Science from Institute and Faculty of Actuaries (U.K) - passed 3 exams – Financial Mathematics, Probability and Statistics & Contingencies. Work Experience - FRTB - Risk Metrics - VaR, Stress Testing -Model development across FI asset classes - Pricing- Credit Derivatives - Implementation consultant- EDM and counterparty Manager platform Projects/Product Enhancements - Developed the Nelson-Siegel-Svensson bond yield fitting model to obtain the best fit yield curve using the bond yields obtained for different maturities, during the day. -Developed model for analysing distribution (using skewness, Kurtosis and Jarque Bera Test) of Bond Quotes using 9 varied definitions for sample quantiles as mentioned in the paper 'Sample Quantiles for Statistical Packages' by Hyndman & Fan -Built validation tool to test alternative bond pricing calculations and implementing gap analysis by analysing error distributions using Python libraries like Pandas, sklearn, scipy, matplotlib, etc. -Develop Model for Bootstrapping Implied Hazard Rate by calibrating Stochastic differential equation of CDS Par Spread using Probability of Default and discounting factors. Also, developed Cointegration test between Hazard Rate and Recovery Rate. -Developed methodology enhancements for CDS Pricing for outliers like missing Market Quotes vis region-rating-sector data of their underlying bonds -Option Pricing - Actively involved in project for pricing options using Black Scholes Merton and enhanced Model. - Data clean up and automation (Python, Excel)

Kanika Malik Frm Masters In Math

- Financial Risk Manager (FRM) - Member of Global Association of Risk Professionals - Master’s degre...
London, London, United Kingdom

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Kanika Malik Frm Masters In Math’s Email kanika.malik@spglobal.com

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Kanika Malik Frm Masters In Math’s Location London, London, United Kingdom

Kanika Malik Frm Masters In Math’s Current Industry S And P Global Market Intelligence

Kanika Malik Frm Masters In Math’s Prior Industry Genesis Global School | Maxfort School Rohini | Kr Mangalam World School

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Work Experience

S And P Global Market Intelligence

Senior Specialist | Credit Data

2018-09-01 00:00:00 - Present

Genesis Global School

Mathematics Educator

2013-04-01 00:00:00 - 2017-08-01 00:00:00

Maxfort School Rohini

Pgt Mathematics

2011-04-01 00:00:00 - 2013-03-01 00:00:00

Kr Mangalam World School

Pgt Mathematics

2009-07-01 00:00:00 - 2011-03-01 00:00:00

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FAQ About Kanika Malik Frm Masters In Math

Kanika Malik Frm Masters In Math is located at
London, London, United Kingdom

Kanika Malik Frm Masters In Math is a - Financial Risk Manager (FRM) - Member of Global Association of Risk Professionals - Master’s degree holder in Mathematics - Actuarial Science from Institute and Faculty of Actuaries (U.K) - passed 3 exams – Financial Mathematics, Probability and Statistics & Contingencies. Work Experience - FRTB - Risk Metrics - VaR, Stress Testing -Model development across FI asset classes - Pricing- Credit Derivatives - Implementation consultant- EDM and counterparty Manager platform Projects/Product Enhancements - Developed the Nelson-Siegel-Svensson bond yield fitting model to obtain the best fit yield curve using the bond yields obtained for different maturities, during the day. -Developed model for analysing distribution (using skewness, Kurtosis and Jarque Bera Test) of Bond Quotes using 9 varied definitions for sample quantiles as mentioned in the paper 'Sample Quantiles for Statistical Packages' by Hyndman & Fan -Built validation tool to test alternative bond pricing calculations and implementing gap analysis by analysing error distributions using Python libraries like Pandas, sklearn, scipy, matplotlib, etc. -Develop Model for Bootstrapping Implied Hazard Rate by calibrating Stochastic differential equation of CDS Par Spread using Probability of Default and discounting factors. Also, developed Cointegration test between Hazard Rate and Recovery Rate. -Developed methodology enhancements for CDS Pricing for outliers like missing Market Quotes vis region-rating-sector data of their underlying bonds -Option Pricing - Actively involved in project for pricing options using Black Scholes Merton and enhanced Model. - Data clean up and automation (Python, Excel)

Kanika Malik Frm Masters In Math currently works in the S And P Global Market Intelligence |

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Kanika Malik Frm Masters In Math has prior
experience in the following industries:
Genesis Global School | Maxfort School Rohini | Kr Mangalam World School

Kanika Malik Frm Masters In Math has the following professional experience:
S And P Global Market Intelligence | Genesis Global School | Maxfort School Rohini | Kr Mangalam World School