Kumar is a Senior Vice President in Houlihan Lokey’s Financial Advisory Services
business, where his primary responsibility is providing quantitative analysis
for the firm’s derivatives and risk management practice. He has a strong
background in structured finance, including valuation of CDOs, RMBS, CMBS, and
other complex securities. Mr. Kumar is based in the firm’s New York office.
joining Houlihan Lokey, Mr. Kumar was an Assistant Vice
President at Merrill Lynch. His primary responsibility was developing
statistical credit rating models to study the various credit risks Merrill
Lynch is exposed to, such as insurance, banking, and mutual funds. His model-development
experience includes Monte Carlo simulations, Brownian motion techniques, and
regressions. Before that, he was involved in calculating the probability of
default and loss given default for the prime mortgage and the home equity line
of credit (HELOC) portfolios. He also studied credit default swaps (CDS) and
their risk characteristics.
Kumar holds a B.Eng. in Computer Engineering from the University of Mumbai and
a M.Eng. in Operations Research and
Industrial Engineering, with a specialization in Financial Engineering, from
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