Tanmay Kumar, FRM

CEO

Mumbai, Maharashtra, India8 yrs 8 mos experience

Most Likely To SwitchHighly Stable

Key Highlights

Over 5 years of experience in financial risk management.
Expert in counterparty credit risk and market risk analysis.
Strong analytical skills with a focus on quantitative finance.

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

Contact

Skills

Core Skills

Risk ManagementQuantitative AnalysisFinancial AnalysisCredit AnalysisBusiness DevelopmentMarket AnalysisMarket ResearchStructural DesignProject Management

Other Skills

PythonFinancial Risk ManagementStress TestingQuantitative Analysis (Finance)Business AnalysisCorporate FinanceProduct ManagementFinancial ReportingSQLMicrosoft ExcelManagementTeam ManagementLeadershipNatural Language Processing (NLP)

About

A result driven professional focused on achieving exceptional results in highly competitive environments and having an experience in financial risk domain. An MBA Graduate from IIT Kanpur with a good conceptual and technical knowledge of financial markets. I am a certified FRM and have an experience of more than 5 years in counterparty credit risk as well as market risk.

Experience

8 yrs 8 mos

Total Experience

1 yr 8 mos

Average Tenure

4 yrs 9 mos

Current Experience

Barclays investment bank

3 roles

Assistant Vice President - Market Risk Management

May 2025 – Present · 1 yr 1 mo

Monitor and analyse risk for equity derivatives and volatility trading desks exposures across US equity index and single stock options portfolios, identifying and escalate key risk drivers to senior risk management on a daily basis.
Produce and review daily VaR, stress P&L, provide structured commentary on portfolio sensitivities, limit breaches, and market moves to trading desks and Risk Committee.
Analyse Greeks profile (delta, gamma, vega, vanna, volga) across index and single stock options books and run scenario analysis and volatility surface dynamics.
Deliver risk commentary on VIX complex dynamics, implied vs realised vol divergence, skew dynamics for senior management distribution.
Investigate and explain intraday and month end movements in VaR and stress losses to trading desks, building Python based dashboard to identify risk and improve resolution timelines.

Risk ManagementQuantitative AnalysisPythonFinancial Risk Management

Assistant Vice President - Counterparty Risk and Stress Testing

Promoted

Jun 2023 – Apr 2025 · 1 yr 10 mos

Analysed counterparty credit risk for derivatives and secured financing transactions, evaluating CE, EE and PFE exposure profile across interest rate, equity, FX, and credit asset classes.
Drove granular attribution of PFE and Stress EAD movements to underlying market risk factors (rates, equity, FX, volatility) enabling trading desks to optimise netting agreements and reduce peak exposure.
Led CCR input into ICAAP stress testing, modelled counterparty exposures under macro shock scenarios (rate spike, equity drawdown, credit spread widening) and presented findings to Risk Committee.
Contribute to Monte Carlo based IMM exposure simulations, validated model outputs against SA-CCR benchmarks and supported regulatory submissions and internal model review processes.

Risk ManagementFinancial AnalysisStress Testing

Analyst- Counterparty Risk and Stress Testing

Jul 2021 – May 2023 · 1 yr 10 mos

WCR ICAAP as well as Stress Testing of the CCR Default Loss and CCR RWA for internal and regulatory stress test exercise
Portfolio risk analysis on counterparty exposure for OTC derivatives, secured finance transactions (repo), and risk sensitivity
Macroeconomic factors and traded risk market shocks

Risk ManagementFinancial Analysis

Hdfc bank

Credit Manager - WCR-BB

Sep 2020 – Jun 2021 · 9 mos · Kolkata

Underwrote and monitored a portfolio of SME accounts across large ticket loans, conducted end to end credit analysis evaluating business model viability, industry risk, financial structure, and repayment capacity.
Managed credit approval process from a risk perspective identified early warning signals in stressed accounts and devised risk mitigation strategies including covenant restructuring and collateral enhancement

Credit AnalysisRisk Management

Milkbasket

Marketing Intern

May 2019 – Jul 2019 · 2 mos · Gurgaon, Haryana, India

- Analyzed the customer buying behavior to increase market penetration. Generated insights that can boost marketing efforts

Market Analysis

Entrepreneurship cell, iit kanpur

2 roles

Head Of Business Development

Apr 2019 – May 2020 · 1 yr 1 mo

Fostered entrepreneurial thinking
Provided opportunities to aspiring entrepreneurs through business competitions, workshops.
Focused on new and innovative business ideas
To give real-life exposure in the field of business development

Business Development