Anirban Dutta
Model Risk Quant | Data Analysis & Modelling Reseracher | PhD Astrophysics |
- Role
- Associate at Morgan Stanley
- Location
- Mumbai, MH, IN
- LinkedIn followers
- 500 followers
About Anirban Dutta
I am working as a model risk validator for a global banking client. I work on the validation of Pre-payment models and Balance Growth models, following CCAR stress testing. My work includes traded product pricing models where I review and design independent tests for sensitivity, stress, and benchmark analysis to assess the model accuracy. I have led full-scope reviews, performance monitoring, and implementation validation of business-as-usual (BAU) models and authored formal validation reports for distribution and presentation to a large banking client.Previously, I worked as a researcher in the Astrophysics domain, where I have 5+ years of experience in analyzing and modeling the data obtained from various Indian and International space-based X-ray observatories employing extensive statistical and computational techniques. I investigated the powerful accretion mechanism occurring in binary star systems involving highly gravitating compact objects like White Dwarfs, which are present in our galaxy. I have worked with the science team for the DAKSHA and XPoSAT/POLIX X-ray satellite missions to simulate the data for testing the feasibility of the science goals of the missions and validating the data pipeline.
Experience
Associate
Oct 2025 — Present · Mumbai, IN
Model Risk ManagementCounterparty Credit RiskInternal Model Method (IMM)
Education
Ballygunge Govt. High Schol
Higher Secondary (+2 level), Science
2008 — 2010
University of Calcutta
Bachelor of Science (BSc), Physics (Honours)
2010 — 2013
Indian Institute of Technology, Kharagpur
Master of Science (MSc), Physics
2014 — 2016
Raman Research Institute
Doctor of Philosophy - PhD, Physics
Jawaharlal Nehru University
Doctor of Philosophy - PhD, Physics
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