Summary
Akashdeep Mishra is an experienced risk quant and model validator with nine years in financial markets, currently leading traded pricing model validation for FX and securitized products at Barclays. He combines deep domain expertise in option pricing, hedging, volatility and stochastic calculus with strong C++ and Python skills to robustly challenge counterparty credit, equity pricing and algorithmic trading models. His background includes validating large-scale algo trading systems and market-making engines at Credit Suisse and developing statistical hedging, collateral optimization and CVA approximations at Bank of America. He holds an M.Sc. in Quantitative Economics and a B.Sc. in Mathematics and brings an unusual blend of econometrics research (published work on non-linear market demand) and hands-on ML/AI-enabled trading tools. Colleagues describe him as technically rigorous, curious about production-ready solutions, and adept at turning complex quantitative ideas into auditable, business-aligned model assessments.
10 years of coding experience
B.Sc. Mathematics(Honours) Mathematics, B.Sc. Mathematics(Honours) Mathematics at St. Xavier's College (Autonomous), Kolkata
M.Sc. Economics Econometrics and Quantitative Economics, M.Sc. Economics Econometrics and Quantitative Economics at Indira Gandhi Institute of Development Research
10+2 Science, 10+2 Science at St. Patrick's H.S. School, Asansol