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Avishek Choudhary, CQF

Director of Engineering

Mumbai, Maharashtra, India17 yrs 3 mos experience
Highly Stable

Key Highlights

  • 17+ years of experience in banking and risk management.
  • Expert in quantitative analytics and model development.
  • Proven leadership in risk transformation and regulatory governance.
Stackforce AI infers this person is a seasoned professional in Fintech with expertise in risk management and quantitative analytics.

Contact

Skills

Core Skills

Risk ManagementModel DevelopmentAlpha GenerationInvestment Strategies

Other Skills

AnalysisAnalyticsAutomationBacktestingBloombergBondsCCRCapital MarketsCapital Requirements Regulation (CRR)Change ManagementCounterparty RiskDerivativesEnterprise Risk ManagementEquitiesEquity Derivatives

About

17+ years of rich and diverse experience in banking focused on Risk, Quants and Analytics. Proven experience in leading, building and executing projects in modeling, implementation, and model performance/monitoring. Demonstrated history in leadership. Expertise - Market Risk Management, Portfolio Risk Analytics, FRTB, Traded Risk Modelling | Counterparty Credit Risk, Model Monitoring, Backtesting (Model Performance Monitoring) | Regulatory Governance | Equity Derivatives Structuring, Custom Index Products, ETF Sales content/Marketing, Quantitative Techniques to Generate Alpha.

Experience

Pwc

Director - Risk Consulting

Aug 2023Present · 2 yrs 7 mos · Mumbai, Maharashtra, India · On-site

  • Financial Services & Treasury
  • Liquidity Risk Modelling, Market Risk, CCR, Treasury Risk, ICAAP P2A/P2B
  • Internal Audit, Risk Transformation, Model Development/ Validation
Liquidity Risk ModellingMarket RiskCCRTreasury RiskICAAP P2A/P2BInternal Audit+4

Credit suisse

Vice President

Aug 2017Aug 2023 · 6 yrs · Mumbai, Maharashtra, India · Hybrid

  • ERM Team Lead - Firm Wide Stress Testing (ICAAP, LPA, Risk Appetite)
  • Execution & Syndication of Stressed Projections IB PPNR Revenues
  • Post Management Actions
  • Major Hedge Program Performance Review
  • Market Risk Regulatory Capital Quantification
  • Stressed VaR Window Review
  • VaR Backtesting (Internal and Regulatory Backtesting)
  • Portfolio Risk Analytics
  • Team Lead Counterparty Credit Risk IMM (Backtesting) Exposure, Margin and Haircut Models
  • Regulatory Governance around Model development lifecycle
Quantitative AnalyticsRisk ManagementPython (Programming Language)Model DevelopmentStress TestingICAAP+14

Morgan stanley

Associate

Aug 2013Jul 2017 · 3 yrs 11 mos · Mumbai, Maharashtra, India

  • ETF Sales and Trading
  • Systematic Alpha Services
Alpha GenerationPeople ManagementPeople DevelopmentAnalyticsInvestment StrategiesMathematics+1

Evalueserve

Senior Business Analyst

Jun 2011Aug 2013 · 2 yrs 2 mos · Gurgaon, India · On-site

  • Client - UBS
  • Equity Derivatives Structuring, Investment Strategy, Custom Indices Creation/Back testing
Mathematics

Il&fs securities services limited

Asst. Manager

Sep 2010May 2011 · 8 mos · Gurgaon, India

  • Team : Index Product Management
  • Creation and development of Custom Equity Indices.
Mathematics

Indus valley partners

Software Engineer

Jun 2009Aug 2010 · 1 yr 2 mos · New Delhi Area, India

  • Middile office and back office application developer for Hedge funds based in UK / USA

Merrill lynch

Specialist

Jul 2008Mar 2009 · 8 mos · Singapore

  • C++ Server Side developer for Bonds Pricing and Interest Rate Swaps Desk.

Beca

Summer Intern

May 2007Jul 2007 · 2 mos · Singapore

  • Summer Internship with Beca Carter Hollings and Ferner Pte. Ltd.

Education

Indian Institute of Technology, Delhi

Bachelor of Technology — Electrical Engineering

Jan 2004Jan 2008

CQF Institute

CQF — Certification in Quantitative Finance

Jan 2017Jan 2017

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