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Mayank Sharan Location
India
Mayank Sharan Work
Director Equities Pricing Model Risk Management and Control @ (October 2024 - Present)
Head of Equities and Hybrid Derivatives Pricing Model Validation @ (August 2022 - September 2024)
Vice President, Equities and Hybrid Derivative Pricing Model Validation @ (November 2019 - June 2022)
AVP, Enterprise Risk Managent @ (November 2016 - May 2019)
Team Lead @ (August 2015 - November 2016)
AVP, Model Risk Management @ (November 2014 - July 2015)
Market Risk Analyst @ (March 2012 - November 2014)
Associate Software Engineer @ (July 2006 - June 2009)
Mayank Sharan Education
Massachusetts Institute of Technology 2023-2023
Illinois Institute of Technology 2009-2011
Maharashtra Institute of Technology 2002-2006
Mayank Sharan Skills
Machine Learning
Data Science
Prudential Regulation
SAS (Programming Language)
MATLAB
Mortgage-Backed Securities (MBS)
Interest Rate Derivatives
Sybase SQL Anywhere
Market Risk
Derivatives
Quantitative Finance
Quantitative Analytics
Fixed Income
Project Management
Macroeconomics
Econometrics
Statistical Modeling
Operational Risk Management
Consulting
SQL
Python
R
Oracle SQL Developer
SAS
Bloomberg
C#
VBA
Management
Polypaths
CCAR
Time Series Analysis
Model Validation
Monte Carlo Simulation
Value at Risk (VAR)
Equity Derivatives
Team Management
Banking
Propensity Modelling
LGD
Scorecard
Portfolio Management
Financial Modeling
Capital Markets
Financial Risk
Decision Modeling
Risk Management
Microsoft Excel
Model Risk
C++
Commodity
Trading
Behavioral Finance
Consumer Behaviour
Mayank Sharan Summary
Mayank Sharan, based in India, is currently a Director Equities Pricing Model Risk Management and Control at UBS. Mayank Sharan brings experience from previous roles at Credit Suisse, State Street and CRISIL Global Research & Analytics. Mayank Sharan holds a 2023 - 2023 Massachusetts Institute of Technology. With a robust skill set that includes Machine Learning, Data Science, Prudential Regulation, SAS (Programming Language), MATLAB and more. Mayank Sharan has 3 emails and 1 mobile phone numbers on RocketReach.
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