Sudeep Mohapatra

CEO

Bengaluru, Karnataka, India16 yrs experience

Most Likely To SwitchHighly Stable

Key Highlights

Led global modelling efforts for Libor Transition.
Developed real-time risk computation systems.
Streamlined trading workflows for Structured Credit.

Stackforce AI infers this person is a Fintech expert with strong capabilities in risk management and mathematical modelling.

Contact

Skills

Core Skills

Risk ManagementMathematical ModellingWorkflow OptimizationModel Development

Other Skills

ANSYSAlgorithmsAnalyticsBusiness AnalysisBusiness AnalyticsBusiness StrategyCCompetitive AnalysisCorporate FinanceData AnalysisData MiningFinancial ModelingMarket EntryMarket ResearchMatlab

About

Since 2019, I have been leading a team of Quants responsible for all modelling related efforts globally as a part of the Libor Transition Working Group within Goldman Sachs. I also lead Engineering/Quant teams which are responsible for a number of key infrastructure uplifts both in the modelling and trading workflow optimisation fronts for the Global Structured Credit business. Experienced in mathematical modelling, risk management and product design of credit, funding and interest rate derivatives.

Experience

Goldman sachs

3 roles

Vice President

Promoted

Jan 2016 – Present · 10 yrs 2 mos

In my previous roles:
Led a team focussed on building a new real time risk computation system for the credit trading desk.
Lead Desk Strategist for Asia's secured funding TRS business
Pricing and Risk Analysis of new funding TRS ( Total Return Swaps ) and funding CLN trades
Model enhancements to capture economics for complex transactions - wrong way risk, FVA, CVA, margining etc
Credit Linked Notes
Onboarded Credit desk to a new age quoting system to streamline workflow between Sales, Structuring and Trading for Structured Credit Linked Notes. The new system enables traders to price, calculate risk and PNL and respond to client queries more efficiently
Worked with trading/structuring desks to develop new features for existing CLN models to expand product suite offered by the firm

Mathematical ModellingRisk ManagementProduct DesignReal Time Risk ComputationPricing AnalysisModel Enhancements

Associate

Promoted

Jan 2014 – Dec 2015 · 1 yr 11 mos

Part of the Global Structured Credit Trading Strategies team.
Key Responsibilities:
Model Development of firm's internal pricers
Development and support of new tools and applications to assist trading desk for risk management and structuring new deals

Model DevelopmentRisk ManagementTool Development