Morgan StanleyManager - Internal Audit (Fixed Income)
Jul. 2021 - Oct. 2022Mumbai, Maharashtra, IndiaManager in the Internal Audit division supporting audits performed over valuation control (VC) and product control (PC). - Identifying risks and testing controls related to VCβs valuation methodology (major products involved complex derivatives such as auto-callable notes, Bermudan swaption, bespoke FX products, etc.)
- Deep understanding of quantitative models related to derivative pricing.