A good proportion of investors have understood that the primary driver of financial markets including Equity and INR remains Global Markets and US Markets. We teach here how to track and cover US & Global markets. Economic data release to Bond yields, repo market, convexity effect, CNY fixing and many more things that matter.
+ Fx and Equity Outlook
Samir founded QuantArt in 2012 January. He is an MBA from IIM Calcutta with around 20 years in senior positions with Foreign exchange treasuries of JP Morgan (Executive Director), HSBC (Associate Director) and ICICI Bank wherein he advised large companies across India on risk management and hedging of foreign exchange and interest rates exposures. He has sound experience and understanding of global markets, market economics, hedging strategies, hedge algorithms, price calculation and risk-return optimization. In most of his organizations he was the top 5% of performers in his department.
Srinivas is an MBA from IIM Bangalore having more than 15 years of experience in structuring forex and interest rates derivatives. He has worked with banks like JP Morgan, Standard Chartered, Yes Bank, and Axis Bank in the past. Srinivas has an in-depth understanding of the quantitative models behind derivative valuation and related CVA, DVA, FVA modeling. Srinivas conducts training on foreign exchange and risk management as well as advises specifically large clients. Srinivas’s mathematical skills in derivatives are renowned in the industry.
Vinod is an MBA from IIM Lucknow with 20+ years’ experience in treasuries in India and Hong Kong wherein he advised large companies and banks on risk management, markets and hedging. Prior to joining QuantArt, he held the positions of Executive Director in Goldman Sachs and BNP Paribas. Vinod has extensive skills in simplifying complex situation and convert the same into a hedge opportunity.