Parijat Roy, CQF

CEO

Bengaluru, Karnataka, India9 yrs 6 mos experience
AI ML PractitionerAI Enabled

Key Highlights

  • Expert in Risk Management and Quant Development.
  • Proven track record in automating validation processes.
  • Strong background in Market and Counterparty Credit Risk.
Stackforce AI infers this person is a Fintech professional specializing in Risk Management and Quantitative Analysis.

Contact

LinkedIn

Skills

Core Skills

Quantitative FinanceMarket RiskCounterparty RiskStatistical Modeling

Other Skills

AutomationValidationCloud/GenAIMicrosoft Power BIMurexPython (Programming Language)PythonSwapsMachine LearningAmazon Web Services (AWS)Generative AI ToolsTeam ManagementAlteryxAnalyticsCredit Default Swaps (CDS)

About

Risk professional with experience in Risk Management, Quant Development, and Validation across Market Risk and Counterparty Credit Risk domains.

Experience

Natwest group

Vice President

Apr 2024 – Present · 1 yr 11 mos · Bengaluru, Karnataka, India

  • Member of Model Risk, NatWest Markets
  • Validating Pricing, Market Risk, CCR Models
  • Leading efforts to automate repetitive processes
  • Leveraging Cloud/GenAI to improve turnaround time for validation lifecycle
Quantitative FinanceMarket RiskAutomationValidationCloud/GenAI

Nomura

Senior Associate

May 2022 – Apr 2024 · 1 yr 11 mos · Mumbai, Maharashtra, India

  • Leading efforts for managing and monitoring Counterparty Credit Risk for Margined Trades
  • Leveraging technology to upgrade and automate reporting
  • Supporting trading desks across businesses with real-time margin calculations
Microsoft Power BICounterparty RiskAutomation

Natwest group

Associate

Oct 2018 – Mar 2021 · 2 yrs 5 mos · Mumbai Metropolitan Region

  • Performed review of Pricing/Market Risk models used for regulatory reporting
  • Defined KPIs to prioritize model review deliverables efficiently across businesses
  • Migrated models from legacy platforms to 3rd party vendor platforms like Murex
MurexPython (Programming Language)Market Risk

Goldman sachs

Senior Analyst

Jun 2015 – Sep 2018 · 3 yrs 3 mos · Bengaluru, Karnataka, India

  • Developed Market Risk models as a quantitative model developer
  • Incorporated best practices from the software development paradigm to upgrade the existing codebase
  • Incorporated ML techniques to reduce turnaround time on run time errors by 50%
Statistical ModelingSwapsMachine Learning

Education

Indian Institute of Management Bangalore

Master of Business Administration - MBA

Indian Institute of Technology, Guwahati

Bachelor of Technology (B.Tech.)

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