Atul Nahar

About Atul Nahar

A results-driven Quantitative Risk leader with more than 15 years of experience building and managing global risk modeling teams for major G-SIBs. My core expertise lies in market risk modeling, particularly with VaR models and FRTB, ensuring compliance with Pillar 1 and Pillar 2 regulations.​I also possess a strong background in Capital & Risk Strategy, including capital optimization, developing robust risk appetite frameworks, and managing regulatory engagement to influence supervisory outcomes.​My comprehensive skill set extends to both the development and validation of risk models, adhering to the most recent Basel standards complemented by a strong understanding of pricing models across IR, FX, EQ, and securitized products. My background also includes significant experience with PPNR, Structural FX, Pension Risk, and IRRBB (NII and EVE).

Experience

1. Executve Director, Head, Quantitative Risk Management (Qrm) Mumbai

   UBS

   Feb 2026 — Present · Mumbai, IN

Education

• Indian Institute of Management Ahmedabad

  PGDM, Finance, General

  2007 — 2009

• Indian Institute of Technology, Delhi

  Bachelor of Technology - BTech

• Indian Institute of Technology, Delhi

  B. Tech., Production & industrial engineering

  2003 — 2007

Skills

• Valuation
• Corporate Finance
• Capital Markets
• Options
• Sql
• Quantitative Finance
• Risk Management
• Stress Testing
• Business Analysis
• Finance
• Equity Derivatives
• Financial Modeling
• Derivatives
• Financial Analysis
• Fx Options
• Market Risk
• Business Strategy
• Fixed Income
• Structured Products
• Vba
• Investment Banking
• Equities