Debarpan Sengupta
Risk Economic Strategist - Macroeconomic Scenario Design
- Role
- Vice President at Goldman Sachs
- Location
- Bengaluru, IN
- LinkedIn followers
- 500 followers
About Debarpan Sengupta
Educated as an economist, I always have had keen interest in econometrics and application of econometrics in micro-economics. I joined GS in 2011 as an analyst working on VaR model backtesting and designing statistical tests around efficacy of VaR models. Over the last 12 years I have been fortunate enough to be able to cover different domains in Market Risk. Apart from backtesting VaR, I have been involved in Global regulatory capital analysis and reporting across multiple legal entities and jurisdictions. I have helped build out the risk limit monitoring platform and immediately before my current role I was involved in market risk analysis of the asset management business. Currently, I am a quantitate strategist in risk economic strats group, I am primarily responsible for designing macroeconomic stress scenarios, maintaining econometric models across all internal risk management and regulatory stress testing requirements
Experience
Vice President
Jun 2011 — Present · Bengaluru, IN
Education
Ramakrishna Mission Residential College
B.Sc
2006 — 2009
Indian Statistical Institute
Master's degree
2009 — 2011
Skills
- Financial Markets
- Economics
- Market Risk
- Portfolio Management
- Investments
- Capital Markets
- Vba
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