Soumojit Chatterjee
Summary
Detail-oriented Financial Economics graduate specialising in statistical and economic data analysis currently working within Counterparty Credit Risk domain at HSBC owning MENAT region from offshore team. Experienced in risk management, statistical modeling, and machine learning, utilising Excel, Python, and Tableau. Committed to contributing to model risk analytics while advancing expertise in a collaborative environment.
Overview
3
3
years of professional experience
4
4
Certifications
Work History
Analyst - Traded Credit Risk Analysis
HSBC
Bengaluru
08.2024 - Current
- Perform quantitative analysis of Counterparty Credit Risk metrics including PFE, CE, CVA, RWA. Validating the credit risk exposure calculations against approved credit limit utilisation across all transactions between banks, funds, corporates and sovereign counterparties.
- Implement Monte Carlo simulations to estimate exposure distributions and tail risk; conduct Stress Testing analysis to quantify capital impact under adverse market and credit conditions.
- Conduct PD sensitivity models analysis to assess impact on exposure elasticity under rating migrations and probability of default shifts.
- Apply time-series analysis to monitor and investigate on Exposure Trends, collateral sufficiency, and Repo utilisation to identify concentration risk and emerging portfolio vulnerabilities. Analysis of volatility shocks and market factor sensitivities to explain daily MtM and exposure movements.
- Conduct data extraction, transformation, and validation from internal risk databases and SQL based internal platform; perform EDA to detect anomalies and exposure outliers.
- Analyse and build analytical dashboards to visualise top counterparties by exposure, limit breaches, MtM volatility and capital consumption and wrong way risk analysis. Supporting team reporting efficiency by streamlining risk workflows and automating recurring processes using Python and VBA macros.
- Colaborate with different stakeholders for investigations related to limit excesses, validate trade-level exposure data and ensure Basel-aligned compliance.
Data Science Internship
iNeuron Intelligence Pvt Ltd
Remote
04.2024 - 06.2024
- Developed fraud detection system using machine learning models and data analysis techniques to identify fraudulent activities.
- Applied models such as logistic regression, SVM, random forest, XGB, and LGBM to enhance predictive accuracy.
Finance Internship
Bharat Intern
Remote
01.2024 - 02.2024
- Analyzed Reliance Ltd stock prices and forecasted upcoming prices.
- Applied scenario analysis and Monte Carlo Simulation for predictive analysis.
Data Analyst Internship - Research & Development
LSI Financial Services Pvt. Ltd, LSI Group
Kolkata
07.2023 - 09.2023
- Conducted research for several Indian Sectors by data mining through secondary research, data cleaning, visualizing data through charts and graphs, data handling, and quantitative analysis, deriving insights from the data, and qualitative analysis utilizing Excel and Python for statistical analysis.
- Contributed to company research publications and LinkedIn page by showcasing data-based findings with insights and forecasts based on key economic and statistical indicators, enhancing knowledge dissemination and industry presence.
Education
Master of Science - Financial Economics
Dr. B. R. Ambedkar School of Economics University
Bengaluru06-2024
Bachelor of Science - Economics, Statistics and Mathematics
University of Calcutta
Kolkata08-2021
WBCHSE - Economics,Statistics, Mathematics, ComputerScience
Nava Nalanda High School
Kolkata04-2018
ICSE -
Vivekananda Mission School
Kolkata03-2016
Skills
Data Mining, Data Visualization, Machine Learning, MS-Excel, MS PowerPoint, RapidMiner, Python, VBA Macros, lookup, NumPy, Pandas, Scikit learn, Matplotlib, Seaborn, Keras, TensorFlow, SQL, Tableau Descriptive Statistics, Probability, Distribution, Sampling Distribution, Estimation Theory, Hypothesis Testing, Statistical Analysis, Regression Analysis, ANOVA, Linear model, Time Series Forecasting, Optimization, Linear Algebra, Continuous Time Models, Principal Component Analysis & Factor Models, Big Data, AI, PD-LGD-EAD, ECL, IFRS9, IndAs 109, Early Warning Indicators, CCAR, IRB, VaR-cVaR, R2, SD, Financial Instruments, Derivatives, Monte Carlo Simulation, Stochastic Calculus, Risk Measures, Regulatory Compliance, Stakeholder Management, Teamwork, Problem solving
Certification
Credit Risk Modeling in Python- A complete data
science case study
science case study
Timeline
Analyst - Traded Credit Risk Analysis
HSBC
08.2024 - Current
Data Science Internship
iNeuron Intelligence Pvt Ltd
04.2024 - 06.2024
Finance Internship
Bharat Intern
01.2024 - 02.2024
Data Analyst Internship - Research & Development
LSI Financial Services Pvt. Ltd, LSI Group
07.2023 - 09.2023
Master of Science - Financial Economics
Dr. B. R. Ambedkar School of Economics University
Bachelor of Science - Economics, Statistics and Mathematics
University of Calcutta
WBCHSE - Economics,Statistics, Mathematics, ComputerScience
Nava Nalanda High School
ICSE -
Vivekananda Mission School