Arnab Sengupta

Associate Partner

Bengaluru, Karnataka, India12 yrs 6 mos experience

Most Likely To SwitchHighly Stable

Key Highlights

Over 9 years of experience in financial markets.
Expert in quantitative finance and fixed income.
Proven track record in team leadership and model development.

Stackforce AI infers this person is a Fintech expert with strong quantitative finance and client relationship management skills.

Contact

Skills

Core Skills

Quantitative FinanceFixed IncomeClient Relationship Management

Other Skills

AlgorithmsCC++Client AnalyticsCurrent Account ManagementData AnalysisData MiningData StructuresFX TransactionsFinancial ModelingFinancial ModellingHedgingJavaJavaScriptKYC

About

I am a self motivated individual with a consistent academic record and over 9 years of experience in financial markets. Currently, I am an Associate Director in HSBC Global Markets, leading a team of Fixed Income Quants. Key Skills: - Strong background in mathematics and quantitative finance - Good knowledge of financial markets and products - Competent in Object Oriented Programming

Experience

Hsbc global banking and markets

2 roles

Associate Director

Promoted

Mar 2021 – Present · 5 yrs

Managing a team of Junior Quants in the Fixed Income Division
Actively involved in recruitment, mentoring and team-building
Quantitative Modelling
Develop new and improve existing models for pricing and hedging of vanilla and exotic products
Implement new models and enhance existing models in the in-house C++ library
Provide Quant Support to Trading and Structuring in Europe, Asia and US for live deals
Model Governance
Produce and maintain model documentation
Generation of metrics for regular model monitoring
Liaise with Independent Model Review team to ensure appropriate and timely model risk management

Quantitative ModellingC++Model GovernanceFinancial ModellingQuantitative FinanceFixed Income

Assistant Vice President

Jan 2018 – Feb 2021 · 3 yrs 1 mo

Goldman sachs

2 roles

Associate

Promoted

Jan 2016 – Dec 2017 · 1 yr 11 mos

Member of Global Prime Services Strats Team in the Client Analytics function. Our team is facing Hedge Fund Clients across US, Europe and Asia.
Responsibilities include attribution of firm's PnL, Balance Sheet and Capital Requirements to clients; generation of client level metrics, variation reports and focus lists which are presented to Top Management on a regular basis. These reports help in driving client conversations and sales initiatives.
Some recent projects include the development of tools to systematically perform Scenario Analysis and Peer Benchmarking for existing and potential clients, optimization to obtain ideal mix between physical and synthetic positions in client portfolios to maximize desk PnL and Returns, initiatives to improve desk returns by reducing the firm's Asset Book with minimal PnL impact. Also involved in the firm's merchandising initiatives to strengthen client relationships

Client AnalyticsScenario AnalysisPeer BenchmarkingQuantitative FinanceClient Relationship Management

Senior Analyst

Dec 2013 – Dec 2015 · 2 yrs

Hsbc

Associate Corporate Relationship Support Manager

Jun 2013 – Nov 2013 · 5 mos · New Delhi

Developing and maintaining banking relationships with major corporate clients in the North India Region

Royal bank of scotland

Intern - Fixed Income Corporate Sales

Apr 2012 – Jun 2012 · 2 mos · Singapore

Studied MNC Client On-boarding Process for 10 different APAC geographies to facilitate seamless customer acquisition; Recommended integrated guidelines and procedures covering KYC, Current Account and FX Transactions at a local and global level
Prepared sales pitch for FOREX hedging strategy in Emerging Market Currencies with high cost of carry; Developed Monte-Carlo Simulation Model using At-The-Money-Forward-Point Options - estimated savings of up to 60%
Study on Asian Regulatory Framework – Consolidated report outlining clearing systems, payments regimes, foreign exchange and financing alternatives in APAC nations with a motive to increase awareness among corporate clients and strengthen customer relationships.

Mcmaster university

Research Intern

May 2010 – Jul 2010 · 2 mos · Hamilton, Canada

Research internship with MITACS Scholarship
Reduced jitter in videos by developing and implementing a novel real-time interpolation algorithm

Real-time interpolation algorithm

Tu munich

Research Intern

May 2009 – Jul 2009 · 2 mos · Munich, Germany

Research internship with DAAD Scholarship
Selected to work with the Kognimobil Team - 20 researchers from 4 elite Research Institutes of Germany
Decreased average error for technical measurements by implementing a statistical confidence measure

Statistical confidence measure