Aneesh Venkatraman, PhD, FRM

I have close to 5 years of professional experience in the area of Financial Risk Analysis. I currently work at Royal Bank of Scotland, London as a Quant in the Central Model Risk team. I previously worked as a Senior Quantitative Analyst at KYOS Energy Consulting, Haarlem, and as Quantitative Risk Analyst in the Model Validation team of RBS, Amsterdam. I am a certified Financial Risk Manager (FRM) by GARP (Global Association of Risk Professionals). I obtained a PhD degree in Applied Mathematics from the University of Groningen and I am an Aerospace engineering graduate from the Indian Institute of Technology Bombay. Specialties: Counterparty and Market Risk - Modeling, testing and Validation. Asset Class/ Product Type Familiarity: FX, IR, Inflation, Credit, Equity, Commodity. Software languages: MATLAB , C++ Strong analytical and problem solving skill sets. Result-Oriented, dedicated and hard working, ability to work under pressure. Strong interpersonal skills, motivating and facilitating skills with co-workers and clients.