Quant Analyst | Market/Model Risk | FO Pricing
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Highly accomplished Quantitative Leader and PhD (Physics) with over 18 years of experience across FO Pricing Model, Model Risk and Market Risk. Expert in leading multidisciplinary teams to design, implement, and maintain robust, production-quality quantitative models for Equities and derivative products. Proven track record in delivering high-stakes regulatory capital (FRTB) and stress-testing frameworks for Tier-1 investment banks.
Highly accomplished Quantitative Leader and PhD (Physics) with over 18 years of experience across FO Pricing Model, Model Risk and Market Risk. Expert in leading multidisciplinary teams to design, implement, and maintain robust, production-quality quantitative models for Equities and derivative products. Proven track record in delivering high-stakes regulatory capital (FRTB) and stress-testing frameworks for Tier-1 investment banks.
PhD in Physics: Tata Institute of Fundamental Research (TIFR), Mumbai.
MSc in Physics: University of Calcutta, India.
Professional Certificate in Machine Learning & AI: Imperial College London
