Sagnik Roy — Operations Associate

Currently I’m working as a Corporate Treasury Strategist in the Finance Division of Morgan Stanley. My team works with Fixed Income instruments and Interest Rates, to control unsecured funding across the bank and make projections that affect the firm’s funding strategies. I work in Hedge Accounting, under Fair Value and Cashflow Hedging frameworks, Fund Transfer Pricing, computation and support of T0 PnL of different Treasury desks across the globe. Earlier, I worked for one year as a Model Validator in Model Risk Management, Bank of America, where I did Validation and Review of models in the domains of Fair Lending, Operations and Anti Money Laundering. Prior to these, I've completed Bachelors and Masters degree in Statistics from ISI Kolkata, primarily focusing on Probability, Mathematical Statistics and Quantitative Finance. Interested in Derivative Pricing Theory and Stochastic Calculus, some relevant coursework of mine include: Probability Theory Linear Algebra Real and Complex Analysis Statistical Methods Linear Models Parametric and Non-Parametric Inference Regression Techniques Time Series Analysis Quantitative Finance Martingale Theory Brownian Motion I am also a high altitude trekker, chess player and a Western Classical violinist, holding a gradation in All India Radio(AIR). I love taking on new challenges with the motto "Improvise, adapt and overcome".

Stackforce AI infers this person is a Fintech professional with strong expertise in quantitative finance and risk management.

Location: Mumbai, Maharashtra, India

Experience: 4 yrs 7 mos