Bhaskar Gurnani

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Bhaskar Gurnani

Locality: Mumbai Area, India
Current: Interest Rate Derivative Quant, Chief Manager at ICICI Bank
Education:  Indian Institute of Management, Calcutta  (2003-2005) 
 Carnegie Mellon University - Tepper School of Business Computational Finance (2000-2002) 
 Indian Institute of Technology, Bombay Chemical Engg (1996-2000) 
 Indian Institute of Technology, Bombay Chemical Engineering (1996-2000) 

Industry: Banking
Experience: ICICI Bank (Public Company; IBN; Banking industry): Interest Rate Derivative Quant, Chief Manager,  (May 2007-Present) Responsible for building capability of bank to manufacture exotic interest rate derivative products. Successfully handled the quantitative modelling and implementation of Libor Market Model ATM and smile calibration of the model to stochastic BGM model (Zhu Mo...

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LG INDIA.LTD Complaints

M.A.F.P. ENTERPRISES (a unit of maharashtra agro engineering works) (51) job ... LG INDIA.LTD: Posted: 2008-05-16 by Bhaskar Gurnani Send email

Internet Solutions Group. IIM Calcutta

Vinita Bhagat Vishal Kejriwal. ISG Engagement Arun Prakash Meena Bhaskar Gurnani Krishna Kumar Singhal Navin Mampatta M. Ram Narayanan Uday Krishna