Saumitra Vatsal Pandey
Portfolio And Risk Manager
Bengaluru
Summary
Quantitative finance professional with 4+ years of experience across Structured Products, Credit Risk, Market Risk, and Multi-Asset Portfolio Management. Strong expertise in Python-based automation, risk analytics, financial modeling, and large-scale data analysis. Hands-on exposure to US mortgage-backed securities, multi-asset allocation and fixed income risk frameworks.
Qualified Financial Risk Manager with robust background in portfolio management. Demonstrated success in optimizing investment strategies and improving asset performance. Proven ability to analyze market trends and manage risk effectively.
Overview
5
5
years of professional experience
5
5
Certifications
Work History
Portfolio and Risk Manager
Goldman Sachs
02.2024 - Current
- Led portfolio and risk management across multi-asset macro strategies (rates, FX, credit), monitoring VaR and factor exposures, and correlation risk to control tail events, with over 5 billion EUR AUM.
- Drove dynamic capital reallocation across credit, rates, and FX based on volatility regimes, drawdown behavior, and macro risk signals to optimize risk-adjusted returns based on research inputs.
Managed rates trading and FX overlay positioning (duration, curve, carry, relative value) in response to macro data, central bank shifts, and risk-on/risk-off market moves. - Evaluated strategy-level performance and risk using the Sharpe ratio, Information Ratio, maximum drawdown, and identifying manager alpha trends and turnover of underperforming managers.
- Conducted real-time and daily risk monitoring of P&L, exposures, leverage, execution slippage, and liquidity conditions; triggered de-risking during stress events and abnormal market behavior.
- Implemented and enforced pre-trade and ongoing risk limits (exposure, leverage, concentration) and partnered with execution and tech teams to reduce slippage and execution risk.
- Automated manual workflows to develop efficiencies in portfolio and risk monitoring using Python and AI.
Credit Risk Analytics
Goldman Sachs
Bengaluru
08.2022 - 07.2025
- Designed and produced credit risk analytics for wholesale lending portfolios (min $100 million notional), covering exposure, collateral, and concentration risks for asset-secured and corporate lending.
- Built Python automation pipelines for regulatory and management reporting, saving approximately 60 hours per quarter.
- Developed SQL/Tableau dashboards for senior management to track underwriting quality, and overall portfolio trends.
- Reviewed and interpreted credit model outputs, limits, and risk appetite metrics to support business planning decisions for businesses, including CRE, CMBS, Project Finance, and other Structured Lending.
- Regulatory reporting to the Federal Reserve quarterly on the syndication loan book with loan and borrower-level metrics on ratings, capital metrics, and loan status—CRE, corporate, capital call financing, and secondary market loans.
- Managed credit portfolios effectively by monitoring trends, identifying risks, mitigating losses, and making recommendations for improvement.
- Working closely with CRO for new business lines/new activity approvals and signoff
Analyst, Market Risk Management
Credit Suisse
Mumbai
01.2021 - 07.2022
- Performed market risk analysis for Structured Products, including Agency, Private Label, and Securitization desk for RMBS, CMBS, and CLOs.
- Reviewed VaR, Stressed VaR, Regulatory VaR, and stressed P&L model outputs, and communicated drivers to trading desks.
- Analyzed prepayment and risk sensitivities of mortgage-linked products under stress scenarios.
- Managed risk limit monitoring and breach remediation across Rates and FX desks.
- Awarded PPO within one month for strong analytical rigor, and ownership.
- Maintained regulatory compliance by implementing appropriate controls and monitoring procedures for managing market risk exposures.
- Optimized internal processes by automating routine tasks related to market risk monitoring, saving time for more strategic activities.
Education
Financial Risk Manager - Charterholder
GARP
01.2025
M.Sc. Economics & B.E. Civil Engineering - Finance Minor
BITS Pilani
Pilani01.2021
Certification
Behavioural Finance – Duke University (Coursera)
Timeline
Portfolio and Risk Manager
Goldman Sachs
02.2024 - Current
Credit Risk Analytics
Goldman Sachs
08.2022 - 07.2025
Analyst, Market Risk Management
Credit Suisse
01.2021 - 07.2022
Financial Risk Manager - Charterholder
GARP
M.Sc. Economics & B.E. Civil Engineering - Finance Minor
BITS Pilani