Alankar Ghosh, CQF — CEO
Lead Senior Quantitative Analyst with 15+ years in premier financial institutions, combining senior stakeholder engagement with strong hands-on quantitative expertise. Experienced across market, credit, and operational risk models, with a focus on stress testing (macro scenario-based approaches), regulatory compliance, and technology-driven solutions (R,Python, SAS, Excel VBA). Adept in regulatory stress testing frameworks including Loss Potential Analysis (FINMA) and CCAR (Federal Reserve), aligning capital adequacy with evolving risk requirements. Recognized for delivering robust, risk-aligned solutions and leading initiatives under tight regulatory timelines.
Stackforce AI infers this person is a Fintech expert with a strong focus on quantitative risk management.
Location: New York City, New York, United States
Experience: 16 yrs 8 mos
Skills
- Machine Learning
- Predictive Modeling
- Statistical Modeling
Career Highlights
- 15+ years in quantitative analysis at top financial institutions.
- Expertise in regulatory stress testing frameworks.
- Proven track record in delivering risk-aligned solutions.
Work Experience
Zfense Labs
Chief Product Officer (4 mos)
Quantbox Research
Quantitative Researcher (8 mos)
UBS
Director, Firmwide Stress Testing (3 yrs 3 mos)
Director, Firmwide Stress Testing (3 yrs 4 mos)
HSBC
Senior Manager, Model Risk Management (1 yr 2 mos)
Credit Suisse
AVP, Model Risk Management (3 yrs 10 mos)
Standard Chartered Bank
Associate Manager (2 yrs)
HSBC
Business Analyst (1 yr 10 mos)
BrainMatics
Scientist (1 yr 3 mos)
Education
CERTIFICATE IN QUANTITATIVE FINANCE at CQF Institute
Master of Statistics at Indian Statistical Institute, Kolkata
Bachelor of Statistics ( Hons) at Indian Statistical Institute, Kolkata