Sharad Lahoti

Sharad Lahoti is a professional with a strong background in Counterparty Credit Risk, specializing in exposure metrics like PFE, EE, CVA, and risk mitigation strategies within the OTC Derivatives domain. He is well-versed in CVA Pricing models, Monte Carlo Simulation, Model Risk and Validation, and possesses a solid understanding of regulatory frameworks.

His key projects involve Pricing and Risk modeling of Equity, FX, and Fixed Income securities, Risk Management encompassing Credit Risk, Liquidity Risk, VaR, Performance Analytics, Portfolio Optimization, Exposure, and Risk Factor backtesting.

Sharad Lahoti's educational background includes studies at the prestigious Indian Institute of Technology, Bombay, and D.A.V Public School.

In his professional journey, Sharad Lahoti has held key roles such as Vice President at JPMorgan Chase & Co., Service Delivery Manager at Cognizant, Senior Analyst at Credit Suisse, Derivatives Trader at Oak Capital Management, Commodity Head at Business Aggregate, Analyst in Energy Derivatives at Futures First Info. Services Pvt. Ltd., and Intern at HSBC Private Bank.