Location Boston, Massachusetts, United States Regions Greater Boston Area, East Coast, New England Gender Male
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Nikhil Dighe is a Model Validation Lead at State Street. In this role, Nikhil is responsible for supervising and conducting validation of credit risk, market risk, liquidity risk and asset management models at State Street.
He is leading the validation effort of models using artificial intelligence and machine learning at State Street.
He has
conducted a training course as an invited speaker on topic related to Standard Initial Margin Model. He has designed and developed novel approach of quantifying risk of interconnected models and quantified this risk for CCAR models at State Street Corporation. Prior to joining State Street, Nikhil worked at Options Clearing Corporation, world's largest equity derivatives clearing organization.
Prior to that, Nikhil worked at various proprietary algorithmic trading firms designing and developing models and algorithms for pricing, risk management and automated trading of equity and index derivatives.
