Masoom Khan
Principal Consultant | FRTB | Market Risk | Model Validation | AIML in Quantitative Finance | Open to SGP/UAE/KSA/MALAYSIA/AUSTRALIA
- Role
- Associate Director- Market Risk Analytics, Frtb at Aptivaa
- Location
- Mumbai, MH, IN
- LinkedIn followers
- 500 followers
About Masoom Khan
I bridge the gap between traditional risk frameworks and artificial intelligence—specializing in FRTB, CVA, SA-CCR implementations enhanced with GenAI capabilities. Led multiple regulatory programs for Tier-1 banks across UK, US, UAE and KSA, delivering Basel-3 compliant solutions that regulators approve.combining deep quantitative finance expertise (CQF) with AI/ML engineering to modernize market risk analytics. Recent work includes Murex FRTB/CVA implementations, intelligent model validation frameworks, and Python-based automation of regulatory reporting. Product Owner experience means I speak the language of business, quants, technology, and regulators (PRA, SAMA, CBUAE,FED, ECB).Currently pioneering the integration of large language models with risk calculations, developing AI-assisted back testing and PnL attribution framework and building intelligent RWA capital optimization tools. This is the future of market risk, FRTB —and I\'m building it.Seeking Principal/Director/Consultant roles in UAE/ KSA/Australia/Singapore/Malaysia where innovation meets regulation. DM me if you\'re hiring for FRTB /Market Risk /CVA transformation with a GenAI capabilities.
Experience
Associate Director- Market Risk Analytics, Frtb
Nov 2019 — Present · Mumbai, IN
Leading Market Risk Analytics, FRTB & CVA Program.Engaging on re-engineering the Bank market risk analytics & market data framework.
Education
Fitch -London
Certificate in Quantitative Finance-CQF
2018 — 2019
AMU
Master of Economics and Business Managment, Econometrics and Quantitative Economics
2003 — 2005
GARP - USA
Financial Risk Manager- FRM
2011
V.B.S Purvanchal University
BSc, Mathmatics
2000 — 2003
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