Anuraag Khandagle

Anuraag Khandagle, FRM, is a Senior Quantitative Analyst specializing in Market Risk at 4most since April 2024, focusing on market risk modeling, IRRBB, liquidity risk, derivatives pricing, and concentration risk, particularly within US municipality bonds. Anuraag previously served as a Research Assistant at Queen Mary University of London, contributing to a dissertation on Momentum Factor Investing strategy, and worked at BNY Mellon as a Quantitative Developer for OTC Derivatives, enhancing quant pricing libraries for various financial instruments. Prior experience includes a Senior Quantitative Analyst role at CRISIL Global Research & Risk Solutions, where Anuraag validated derivatives pricing models and developed credit risk models under CECL and IFRS 9 guidelines, as well as earlier positions involving natural language processing internships and risk management model design. Anuraag holds a Master of Science in Financial Mathematics & Machine Learning from Queen Mary University of London and a Bachelor's Degree in Mathematics, Finance, and Computer Science from the Indian Institute of Technology, Guwahati.