Bhaskar Jha, CQF, FRM

Assistant Vice President at Deutsche Bank Group

Summary
• Interests in Ito Calculus, Stochastic Differential Equations..
• Working with Deutsche Bank Group in Market Risk
• Worked with Barclays Investment Bank in Product Control Valuation
• Worked with RBS in Market Risk
• Worked with Bank of New York Mellon in Structured Finance Analytics
• Interest in Quant Finance; Earned CQF charter
• Passed FRM Level 1 and 2. Earned FRM charter
• Passed CFA Level 1

Experience
Assistant Vice President at Deutsche Bank
April 2016 - Present
Market Risk - Global Rates and RMBS

AVP - Product Control Valuation at Barclays Investment Bank

December 2015 - April 2016 (5 months)
Price Testing for Cash Products for Flow Credit trading desk

Senior Associate - Market Risk at RBS Markets & International Banking

April 2013 - November 2015 (2 years 8 months)
# Report Market Risk numbers (VaR, PV01, CR01, CR10) for Flow Credit, Treasury, Syndicate and Prime
Brokerage desks for each trading day and investigate & explain Day-on-Day moves

Earned 1 promotion.

Senior Analyst at BNY Mellon

January 2011 - April 2013 (2 years 4 months)
-> Quantitative Modeling in CDO, Single Family deals (Cash Flow modeling)

-> Assess model performance (back testing) with prior payment periods data

-> Work closely with Relationship Managers in London, Dublin and Houston on the User Acceptance Tests
of the models, their post-production support and on ad hoc business requests.

Page 1
 -> Attend to all Client queries on assumptions and calculations involved in our deals

Earned 1 promotion.

Senior Software Engineer at Accenture

May 2007 - January 2011 (3 years 9 months)
Started as an individual contributor and within 3 years was managing most of Software Test Life Cycle on
my projects. Earned 2 promotions.

Education
Fitch Learning
Certificate in Quantitative Finance, 2014 - 2014
CFA Institute, Charlottesville, VA, USA
CFA Level 2 candidate
Indian Institute of Technology (BHU), Varanasi
The Global Association of Risk Professionals (GARP)
Financial Risk Manager (FRM)

Honors and Awards

"Above and Beyond" Award 2012, Rising Star, Rising Star

Page 2
Bhaskar Jha, CQF, FRM
Assistant Vice President at Deutsche Bank Group

Contact Bhaskar on LinkedIn

Page 3