About me

Professional background

Chandra S Khandrika works as Audit Director at Citigroup.

He has experience in ICAAP, OIS/CSA discounting, CVA/DVA and FVA issues, BASEL capital requirements, Federal Reserve Comprehensive Capital Analysis; Review (CCAR) , DFAST Stress testing, Economic Capital Requirements and risk strategy  and Model risk management. 

Relevant experience

• Expert in Pricing, Structuring and Risk ANALYSIS in (IR, Equity, FX-EM, Commodity, Inflation and Hybrid) Derivatives and Structured note products 
• Expert in Independent Valuations (IPV), Model Validation and Market Risk – Control & Governance 
• Strong client relationships in the industry – Trading DESK, Valuation and Risk management groups 
• Subject Matter expertise in CCAR, Volcker Metrics, Model Risk Management, Risk Reporting and Process modeling, CVA, DVA, FVA and CSA DISCOUNTING
• Analyzing and understanding market DRIVERS of Interest rate Derivative Markets 
• Worked at sell side firms providing independent Pricing, valuation & risk analysis in areas including Interest rates, inflation, Emerging markets and FX & Structured note products
• Interested in independent valuation consulting opportunities from buy side firms, fund administrators, Custodians, asset managers and other firms.

 Computer & other

·         Strong  C++, Excel/VBA, SQL, MATLAB, R, Python

·         Expertise in using Bloomberg and Reuters, Summit

Education and credentials

·         MS, Computational Finance, Oregon Graduate Institute, Portland, USA.

·         M. Tech., Chemical Engineering, Indian Institute of Technology (IIT), Mumbai, India.