Naresh Malhotra

Naresh Malhotra is U.S. Lead Director for Trading Book Capital and associated initiatives within Financial Risk Management (FRM) at KPMG. His interests span across market risk, counterparty credit risk, model risk, and machine learning applications in the financial industry. Previously, Malhotra worked at Diamond Notch Asset Management, a hedge fund based New York, as a portfolio manager and head of European Credit Trading. In prior roles, he served as head of credit exotics at Commerzbank, co-head of credit correlation trading at Merrill Lynch, and as a senior credit derivatives trader at UBS and Barclays. After his Ph.D., Malhotra spent a few years as research faculty in engineering and applied sciences at Caltech (Pasadena).