Mahashweta Patra
Quantitative Risk Manager at Shell|| Assistant Vice President at Citigroup || AVP at Credit Suisse||Postdoctoral Researcher at UC Santa Barbara|| Indiana University|| IIT Madras
- Role
- India Lead of Quantitative Market Risk Team at Shell
- Location
- Mumbai, MH, IN
- LinkedIn followers
- 500 followers
About Mahashweta Patra
Seven years of post-PhD (PhD in Physics) and CQF Level 1 with experience in advanced…
Experience
India Lead of Quantitative Market Risk Team
Feb 2025 — Present · Bengaluru, IN
As a quantitative market risk manager, I am leading a quantitative market risk team of four SMEs. Below are key points of my deliverables till now.1. Developed Implied volatility surface model for different businesses such as LNG, Crude, Product.2. Automated the process of Deal Valuation & Control for Crude, Product, Gas & Power. Developed a model for anomaly detection across business class in Crude, Product and LNG which will be used on a daily basis for price adjustment. Using Both supervised and unsupervised ML, Generative AI techniques for VaR, RNIV, stress testing, representative curve calculation
Education
Indian Institute of Science Education & Research (IISER), Kolkata
Master's degree
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