Our Team

Sriram Chandrashekar is currently a Quantitative Analyst at Greenpoint Global, working majorly on LIBOR-related RFR transition in Summit. His experience includes knowledge of general Fallback conventions for various currencies and market research regarding alternative RFRs. His experience in Summit includes curve-construction and model documentation, pricing and validation of various derivative instruments, as well as working with the RFR transition tool to transition from LIBOR-based trades to new RFR fallbacks.

He is also working on derivative pricing under advanced looking rates with convexity adjustment for LIBOR fallbacks using Monte Carlo simulations. He also has previous experience in Monte Carlo simulations, where he has employed this technique to price Cap and Floors on SOFR, using LIBOR as a proxy.

Sriram will also be working on implementation of FRTB guidelines across the banking sector, and has been associated with Greenpoint Global since December 2020.

He has a Master’s in Quantitative Finance from Fordham University and a Master’s in Mechanical Engineering from Arizona State University with many years of quantitative research experience. He also has a Bachelor’s in Mechanical Engineering from Amrita University, India.

His interests in Finance include Mathematical Modeling, Risk Management, Fixed Income, and Interest Rate Modeling, Derivative Pricing, and Quantitative Trading Methods.

He lives with his family in Coimbatore, India.