Amal Saha
Algo Trading Risk and Control Manager, Regulatory Compliance (MiFID, PRA, SEC) @NatWest Markets
- Role
- Senior VP, Quant Risk Manager & Algo Validator at NatWest Group
- Location
- Delhi, DL, IN
- LinkedIn followers
- 500 followers
About Amal Saha
Experienced electronic and algorithmic trading risk specialist and technology SME, with a demonstrated history of working in the banking and financial services industry. Skilled in trading risks, regulations, system architecture, quantitative analytics, IT strategy, and programme management, and development of governance and control framework for algo trading. Engaging with business, technology, quant, conduct and regulatory remediation stakeholders for validation of pricing, execution, market making and investment decision making algos in i-bank and helping in improvement and evolution of the process, give me the kick. Algo validation involves analyzing inherent risks, the controls and the residual risks of various types, and also compliance with various regulations like MiFID-II, and those from PRA, FCA, etc. Algo trading risks and controls go beyond those in associated quant models.Assessment of risks of High Frequency Trading and Proximity Hosting and CoLo, is one of my areas of specialization. Design and development of analytics reports for the conduct and the like with Python, is another area of focus.Development of policy and procedures (e.g, testing procedure) which are required for algo trading, is something that excites me a lot.I leverage my experience in computations in academic research in top institutes, technology leadership and financial domain knowledge, for BAU delivery, innovation and stakeholder management across algo lifecycle stages.
Experience
Senior VP, Quant Risk Manager & Algo Validator
Oct 2024 — Present · Gurugram, IN
NatWest Markets front officeAlgo risk and control management, regulatory compliance (MiFID, PRA, SEC)
Education
Indian Institute of Technology, Kanpur
Master’s Degree, Physics
1992 — 1994
Presidency College, Kolkata
Bachelor’s Degree (Honours), Physics, Mathematics
1989 — 1992
Max Planck Institute, Munich, GERMANY
Visting Fellow, Physics
Tata Institute of Fundamental Research, Mumbai
Doctor of Philosophy (Ph.D.), Physics, Data Reduction and Analysis
1994 — 1999
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