Summary
Overview
Work History
Education
Skills
Languages
Accomplishments
Affiliations
Timeline
Generic

Arijit Ghosh

HSR Layout, Bengaluru, Karnataka,India

Summary

Dedicated Senior Risk Executive with 4 years of experience in the domain of Derivative Pricing Model, MRM and Algorithmic Trading Models. Thrives under pressure and adapts to challenges with ingenuity and resilience; required to keep pace with the ever evolving professional sphere.Strong Technical background in Econometrics, Statistics and Finance.

Overview

4
4
years of professional experience

Work History

Senior

KPMG Global Services
Bengaluru, Karnataka
10.2022 - Current
  • Derivative Valuation on Bloomberg in the role of Audit Specialist, across Asset Classes (Interest Rate, FX, Commodities) and different products including Options, Swaptions, Swaps, Futures, Forwards, using Bloomberg.
  • Specialised in Commodity Swaps Products Pricing Model
  • Involved in CVA, DVA Model, CDS, CDX Model Development using ISDA Standard Market Model and JPM Models.
  • Convertible Notes and Simple Agreement of Future Equity Valuation Model Framework Development.
  • Developed MRM policy and procedure documents and standard validation templates for new clients.
  • Assisted smaller banks in re-vamping their MRM system in accordance to the standard industry practices and SR 11-7 guidelines.
  • Actively involved in a IFRS-9 ECL Calculator for small APAC Insurance Firm

Executive

KPMG Global Services
Bengaluru, Karnataka
01.2021 - 09.2022
  • Validated High Risk EAD Model for Revolving Facilities Wholesale C&I Portfolio.
  • Conducted qualitative and quantitative assessments of trading and risk models, ensuring compliance with internal risk policies.
  • Credit Spread Estimation for non market observable counterparties leveraging Entity Issued Debt and Market Observable rating specific CDS and BVAL Curves.
  • Worked on credit spread estimation and valuation model frameworks for structured financial instruments.

Education

Master of S - Applied Economics | Specialisation: Advanced Econometrics and Finance

Presidency University
Kolkata
08/2018 - 07/2020

Bachelor of Sc - Economics

University of Calcutta
Kolkata
07/2015 - 08/2018

Skills

  • Statistical Modelling
  • Python and R
  • Execution Algorithmic Trading Model
  • Microsoft Excel Expert
  • Bloomberg & Risk Systems


Languages

English
Native
Bengali
Native

Accomplishments

  • Quarterly Super Team Q1 2023
  • Quarterly Super Employee Q3 2022
  • Quarterly Spot Award Q2 2024

Affiliations

  • Tennis, Karate, Photography

Timeline

Senior

KPMG Global Services
10.2022 - Current

Executive

KPMG Global Services
01.2021 - 09.2022

Master of S - Applied Economics | Specialisation: Advanced Econometrics and Finance

Presidency University
08/2018 - 07/2020

Bachelor of Sc - Economics

University of Calcutta
07/2015 - 08/2018

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Arijit Ghosh