Suvadip Roy Email & Phone Number

IRB regulatory model development. Primary responsibility is to research, design and manage end-to-end model with the junior team members. Help them on learning curve. Responsible for recruitment, hiring and training for team.

Detailed understanding of business problems, data, system, financials and provide solutions in terms of Quantitative model which are compliant to Global regulations. Developed, Derived and Delivered Specialised Lending portfolio LGD Model - which is one of its kind.

Wholesale credit risk model development.Primarily BASEL regulated capital models on PD and LGD. End to end completion of scope identification, development, Impact Analysis and Implementation for models. Supported PRA, EBA and HKMA as a regulator.Expertise in ML methodology and algorithms. Hands on experience in ANN, Random Forest, GBM etc.

Pune Area, India

Worked on Market risk model development and validation including Scenario Expansion and Stress Testing of an UK Bank's Investment model.Validated Bond Marker model under SR11/7 guideline. Automated daily stock price movement using Bloomberg-excel add ons. Supported trading portfolio for UK based hedge fund.

Master’S Degree, Financial Mathematics, First Class

Specialized in quantitative finance, Risk Management with a background in Algorithm and data mining. Special cources taken as Stochastic.

Internship, Time Series

Time series analysis on MCX data and exploratory modeling using ARIMAX and ARMA.

Bachelor’S Degree, Statistics, First Class

High School