Satish Ramanathan, Quantitative Analyst

Quantitative Analyst

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Bio
Satish is a seasoned risk management professional consulting Financial Institutions. He has served as quantitative analyst in product companies and has developed models to measure Risk parameters. He has also developed many prototypes in stress testing banks’ banking book and stress testing money market mutual funds. Lately, he has consulted banks and start-ups in the area of applying machine learning algorithms to effectively model credit risk for banks.
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almmodel calibrationinterest rate riskinterest rate swapinternal rate of returninvestment company actircliquidity gap reportloansmarket value

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