Chetan Chowdhury

About Chetan Chowdhury

Over 20 years of experience in risk management, capital calculations, and driving cross-functional projects. Currently lead the Treasury Risk team. Previously, involved in Counterparty Credit Risk Capital calculations, SA-CCR (derivative capital framework), FRTB (market risk), IOS/NSIFI (capital numerator frameworks), GSIB surcharge capital.Extensive knowledge in banking book risk, regulatory reporting, equity & fixed income products. Technical skills include data analytics, SQL, Excel & VBA, python programming, Bloomberg terminal.Self-starter, strong multitasker with highly effective presentation skills, maintain clarity of thought and sound rhetoric in dealing with a wide variety of audiences. Special abilities include building teams, attention to detail with a keen eye on the big picture, and strategizing workable project plans.Hobbies include traveling, playing music, volunteer math tutoring, exploring new restaurants, biking, golf and solving math puzzles.

Experience

1. Director, Treasury Fx Risk

   Citi

   Apr 2024 — Present · NY, US

   Treasury Risk Lead focusing on market risk management of FX Capital hedging activities, non-structural FX activities, new capital ventures risk review, and setting limits for concentration risk in banking book market risk. Additional responsibilities include design of effective stress testing routines and ensure oversight of CCAR, QMMF & Rapid Stress Tests for market exposures.

Education

• Visvesvaraya National Institute of Technology

  Bachelor of Engineering (B.E.)

  1998 — 2002

Skills

• Excel Macros
• Capital Policy
• Enterprise Capital Management
• Business Intelligence
• Sql
• Object Oriented Design
• Financial Analysis
• Rwa
• Big Data
• Frtb
• Program Management
• Equity Derivatives
• Liquity Risk
• Access Database
• Basel Iii
• Capital Markets
• Python
• Trading Systems
• Risk Management