Summary
Overview
Work History
Education
Skills
Timeline
ANKIT SINGH

ANKIT SINGH

V
Navi Mumbai

Summary

Investment Risk Team Lead with 10+ years of experience in developing and implementing market risk management systems and processes, including covariance modeling techniques such as historical simulation, variance-covariance matrix, multivariate GARCH, and copula models. Proven ability to lead and manage teams, interact with cross-functional stakeholders, and deliver high-quality risk insights. Reduced credit losses by 15% by leading credit risk modeling efforts using the Merton model and Poisson distribution to assess and control cross-asset securities and derivatives. Expertise in identifying and fixing data quality issues, with a proven track record of success at Standard Chartered Data Solutions.

Overview

15
15
years of professional experience
20
20
years of post-secondary education

Work History

Vice President

Standard Chartered Data Solutions
Mumbai, Bangalore
02.2023 - Current
  • Led a team of business analysts and data engineers in the identification and remediation of data quality issues for market risk management
  • Developed and implemented new data quality tools and processes
  • Worked with business stakeholders to understand and prioritize data quality needs
  • Successfully identified and fixed critical data quality issues that were impacting the accuracy of market risk models.

India Head

JP Morgan
Mumbai
01.2021 - 02.2023
  • Led credit risk modeling efforts using the Merton model and Poisson distribution to assess and control cross-asset securities and derivatives,resulting in a 15% decrease in credit losses
  • Managed a team of 10 risk analysts and ensured that they were aligned with the organization's risk appetite
  • Supported new risk management policies and procedures
  • Developed and implemented a new covariance modeling framework using historical simulation, variance-covariance matrix, and multivariate GARCH techniques.

Vice President

JP Morgan
New York
01.2013 - 01.2020
  • Led Alternative Alpha research using NLP on earnings call transcripts, SECK filings, and government reports
  • Developed statistical models for alpha isolation in spread bias (Equities) and improved asset allocation models (Credit)
  • Employed Poisson distribution for rare event analysis in credit risk modeling
  • Developed and implemented new risk management tools and dashboards using Python and SQL
  • Collaborated with portfolio managers to develop and implement new covariance modeling techniques for portfolio risk management.

Senior Financial Analyst

Barclays
Mumbai
01.2009 - 01.2011
  • Automated MI generation to enhance accuracy and capacity creation, leveraging mathematical models
  • Developed and implemented new risk management tools and dashboards using Python and SQL
  • Worked with the risk management team to develop and implement new covariance modelling techniques for market risk management.

Education

Certificate In Quantitative Finance - Financial Engineering

Fitch Learning , London
01.2017 - 12.2017

B Tech - Mechanical Engineering

National Institutes of Technology , Jamshedpur
08.2005 - 05.2023

Post Graduate Diploma - Artificial Intelligence And Data Science

IIT, Delhi
01.2022 - 12.2022

Skills

Data quality identification and remediationundefined

Timeline

Vice President - Standard Chartered Data Solutions
02.2023 - Current
IIT - Post Graduate Diploma, Artificial Intelligence And Data Science
01.2022 - 12.2022
India Head - JP Morgan
01.2021 - 02.2023
Fitch Learning - Certificate In Quantitative Finance , Financial Engineering
01.2017 - 12.2017
Vice President - JP Morgan
01.2013 - 01.2020
Senior Financial Analyst - Barclays
01.2009 - 01.2011
National Institutes of Technology - B Tech, Mechanical Engineering
08.2005 - 05.2023

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