Waris Ansari

Background

About Waris Ansari

I am Waris Ansari. FRM level 2 candidate. I have completed my graduation in B.Com (Hons) from Acharya Narendra Dev College, University of Delhi.xz • Proactive Adopter of Cutting-edge Methods: Eager to apply innovative market risk measurement techniques like VaR, ES, EVT, stress testing, scenario analysis, and Monte Carlo simulation to effectively quantify and manage risks. • Solid Understanding of Interest Rate Dynamics: Equipped with a strong theoretical foundation in interest rate risk and term structure models, ready to analyze risk exposures and develop effective hedging strategies. • Focus on VaR Mapping and Backtesting: Knowledgeable about mapping portfolio positions to VaR and assessing risk contributions of individual instruments, with a keen interest in backtesting to ensure accurate risk modeling. Strong Fixed Income Exposure: Proficient in fixed income valuation, including yield curve analysis, duration, DV01, PV01, convexity, key rate duration, KR01, and key rate forward. Skilled in using hedging techniques like duration, DV01, convexity, and key rate duration for fixed income instruments. • Derivative Instruments Proficiency: Knowledgeable in options valuation using Binomial tree and Black-Scholes-Merton (BSM) models. Familiar with option Greeks (Delta, gamma, vega, theta, rho) and various option strategies. Understanding of exotic options and their payoff structures. Proficiency in futures, forwards, FRAs, SWAPs, foreign exchange, and more. • Investment Risk and Portfolio Management: Sound understanding of investment risk assessment and portfolio management principles. Knowledge of CAPM, APT models, and application of different portfolio performance measurement ratios, such as Sharpe ratio, to evaluate investment performance. As a fresher, my enthusiasm, theoretical knowledge, and eagerness to apply cutting-edge techniques make me an appealing candidate to contribute to market risk management and analyst role. I am ready to learn, adapt, and contribute to mitigating risks while delivering optimal results.