Derivatives Modelling Services and Solutions

Derivatives Modeling

How we are different

Off-the-shelf models

Tried and tested simulation engine

Expertise in derivatives analytics

Quant skills - market knowledge, mathematical modeling, and programming skills

What we have done

Derivative Structuring for a Europe Based Investment Bank
What we are proud of

$350k

in annualized cost savings

5X

increase in annual bespoke hedging pitches

Meet our experts

Debdutta Mandal

Associate Director, Model Risk Management

Debdutta has 9+ years of experience in the derivatives, FX and interest rate markets, specialising in FX and interest rate modelling, option pricing and volatility surface construction. At Acuity Knowledge Partners (Acuity), Debdutta leads client engagement pertaining to market risk assessment, mitigation and hedging advisory. He started his career as a Quantitative Research Analyst with FINIQ Consulting before joining Acuity. He holds a master’s degree in Quantitative Economics from the Indian Statistical Institute.

Debdutta Mandal
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