Anant Satapathy, CQF, CFA, FRM — CEO

With over 23 years of experience across leading global investment banks, I have built and led high-performing Quantitative Risk and Analytics teams supporting complex financial products and regulatory expectations. Currently, as Senior Vice President and Head of Analytics, Risk & Quants at Bank of America, I oversee global delivery for model development and risk analytics spanning across asset classes and lines of businesses, data-driven fraud detection and consumer credit strategy development, and data science model development and governance. My focus lies in driving model development & risk management excellence, process automation, and cross-functional collaboration to strengthen governance and enhance business impact. Earlier, I held senior roles at J.P. Morgan, Nomura, Lehman Brothers and the World Bank, where I led model validation for front-office pricing models (CVA, FVA, structured credit, and repo), designed model reserve methodologies, and managed risk governance frameworks across regions. My academic foundation from IIT Madras, IIM Ahmedabad, and WorldQuant University, combined with professional designations (CFA, FRM, CQF), has shaped a balanced perspective across quantitative rigor, financial strategy, and leadership. Specialties: Model Development and Validation, CVA/FVA, Derivative Valuation, Quantitative Risk Analytics, AI/ML Model Development & Governance, Quant Team Buildout & Leadership

Stackforce AI infers this person is a Fintech expert with a strong focus on quantitative risk management and analytics.

Location: Hyderabad, Telangana, India

Experience: 23 yrs 6 mos