Arghyamalya Biswas
Risk Analyst at UBS | ex- Citi | IITK’22
- Role
- Risk Modeling & Analytics Specialist (a o) at UBS
- Location
- Mumbai, MH, IN
- LinkedIn followers
- 500 followers
About Arghyamalya Biswas
Analytics professional with 3.5+ years of experience in Model Risk Management. Started at…
Experience
Risk Modeling & Analytics Specialist (a o)
Nov 2024 — Present
Working with the Firm-wide Risk team under MRMC, to validate various Economic Capital Portfolio Credit Risk models in line with Basel Pillar- II. In addition, responsible for validating some of the Hedge Accounting models essential for the Firm Group Treasury, in line with US GAAP and IFRS9 accounting frameworks, that impact the Bank\'s Balance sheet-Took complete ownership in the Risk assessment of a complicated Credit Risk economic capital model following the change in PD, LGD, EAD floors due to the BASEL Finalization (B3F) implementation ensuring BASEL guidelines- Researched, reviewed, and comprehensively documented key aspects of the Economic Capital model within the revalidation scope, ensuring regulatory transparency.
Education
St. Xavier's College (Autonomous), Kolkata
Bachelor of Science - BSc
2017 — 2020
Ramakrishna Mission Vidyalaya
Narendrapur
2015 — 2017
Indian Institute of Technology, Kanpur
Master's degree
2020 — 2022
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