Prasoon Gupta

AD@UBS|CQF|Quant Finance|Credit Risk|Market Risk|IIT Kanpur

Role
Market Risk Stress Methodology at UBS
Location
Mumbai, MH, IN
LinkedIn followers
500 followers
Finance & AccountingView LinkedIn profile

About Prasoon Gupta

More than 10 Years of experience as Credit & Market Risk Analyst. Building career in Risk…

Experience

  1. Market Risk Stress Methodology

    UBS

    Jun 2022 — Present

    Lead for EBA(European Banking Authority) related regulatory submission for market risk stress P&L computation based on PRV/FRV approach- Lead the development and validation of risk models, covering a wide range of financial instruments- Conduct thorough quantitative tests to assess the accuracy and reliability of models & validation of stress scenario.

Education

  • Indian Institute of Foreign Trade

    Master's Degree

    2013 — 2015

  • IIT Kanpur

    Bachelor of Technology (BTech)

    2004 — 2008

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Prasoon Gupta — Market Risk Stress Methodology at UBS in Mumbai, MH, IN | Unifers