Sumit Sengupta

Sumit Sengupta Email and Phone Number

Head of Data Science at Mosaic Smart Data @ Mosaic Smart Data
Sumit Sengupta's Location
Greater London, England, United Kingdom, United Kingdom
Sumit Sengupta's Contact Details

Sumit Sengupta work email

Sumit Sengupta phone numbers

About Sumit Sengupta

Sumit Sengupta is a Head of Data Science at Mosaic Smart Data at Mosaic Smart Data. He possess expertise in model validation, fixed income, volatility, modeling, risk modeling and 39 more skills.

Sumit Sengupta's Current Company Details
Mosaic Smart Data

Mosaic Smart Data

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Head of Data Science at Mosaic Smart Data
Sumit Sengupta Work Experience Details
  • Mosaic Smart Data
    Head Of Data Science
    Mosaic Smart Data Oct 2016 - Present
    London, London , Gb
  • Deutsche Bank
    Algo Quant Manager
    Deutsche Bank Apr 2013 - 2016
    Frankfurt Am Main, Hessen, De
    HFT/Algo trading, fixed income hedging strategy (Rates/Index Credit trading), tick data algo trading, kdb/q+Matlab algo strategy, modelling automated treasury hedging strategy, client analytics algo, studying/research on Pnl distribution and client pricing skews based on tiering.
  • Deutsche Bank
    Quantitative Analyst & Manager
    Deutsche Bank Oct 2010 - Apr 2013
    Frankfurt Am Main, Hessen, De
    Fixed income - Rates/FX/Credit modelling, Yield curve analysis, Volatility Skew modelling, Local and Stochastic Vol modelling, Inflation Bonds, Corps, Time-series analysis, CVA, EPE, PFE, Model validation
  • Commerzbank Ag
    Senior Derivatives/Fixed Income Analyst
    Commerzbank Ag Jun 2006 - Oct 2010
    Frankfurt Am Main, Hessen, De
  • Dimension Data
    Senior Quant Developer
    Dimension Data Jul 2005 - Jun 2006
    Bryanston, Johannesburg, Za
  • Eds Group
    Analyst
    Eds Group Jan 2001 - Jul 2005
    Us

Sumit Sengupta Skills

Model Validation Fixed Income Volatility Modeling Risk Modeling Derivatives Quantitative Finance Quant Portfolio Optimization Time Series Analysis Fx Investment Banking Monte Carlo Simulation Mathematics Credit Bonds Credit Derivatives Counterparty Risk Capital Markets Quantitative Investing Hedging Quantitative Analysis Rates Statistical Modeling Risk Stochastic Calculus Research Credit Risk Numerical Analysis Market Risk Risk Management Pricing Statistics Matlab Interest Rate Derivatives Var Options Front Office Portfolio Management Valuation Financial Engineering Cva Trading Financial Markets

Frequently Asked Questions about Sumit Sengupta

What company does Sumit Sengupta work for?

Sumit Sengupta works for Mosaic Smart Data

What is Sumit Sengupta's role at the current company?

Sumit Sengupta's current role is Head of Data Science at Mosaic Smart Data.

What is Sumit Sengupta's email address?

Sumit Sengupta's email address is su****@****ail.com

What is Sumit Sengupta's direct phone number?

Sumit Sengupta's direct phone number is +9122665*****

What skills is Sumit Sengupta known for?

Sumit Sengupta has skills like Model Validation, Fixed Income, Volatility, Modeling, Risk Modeling, Derivatives, Quantitative Finance, Quant, Portfolio Optimization, Time Series Analysis, Fx, Investment Banking.

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