Quantitative Risk Management
Arya Sekhar is a Managing Director at Morgan Stanley in the Risk Management Department. He is currently the Global Head of Liquidity Risk with oversight over funding and liquidity decisions across the Firm. He has been with Morgan Stanley since 2008 in various roles including Global Head of Market Risk Analytics and Global Head of Market Risk for Fixed Income – Credit Trading products. Prior to Morgan Stanley, Arya has worked as Quantitative Researcher on mortgage trading desks at various firms including RBS and Countrywide Securities.
Arya has published various papers in journals including Journal of Fixed Income and Journal of Portfolio Management. Arya has also published a book on Bond Pricing and Hedging Models.
Arya has a Ph.D. in Finance from Oklahoma State University and is a CFA® Charter holder. Arya also has an MBA in Finance and an undergraduate degree in Mechanical Engineering.
Arya has been an Adjunct Faculty at Cornell University since 2012. Arya has also taught courses or given lectures at other universities including, NYU, Baruch College and Rutgers.