Rathijit Biswas
Model Risk Quant @Agam Capital
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WORK HISTORY
Model Risk Quant @Agam Capital
Mumbai, IN
Working with the global collaboration of quants within the organization with a focus on Regulatory and Internal (ALM and Risk) model validation, in the Insurance & Re-Insurance space* Contributing and shaping a robust model validation framework and diligent MRM report by conducting independent research taking que from both worlds: academia and industry * Creating benchmark frameworks for the developed model, to conduct independent implementation testing, for each models to be validated* Largely engaged in the asset side model validation efforts including but not limited to fixed income, structured assets, derivatives, risk and reserve models.
EDUCATION
Bose Institute
Doctor of Philosophy - PhD, Experimental High Energy Physics
Peaks2Tails
Credit Risk Analytics
University of Calcutta
Bachelors, Physics
WorldQuant University
Undergrad, Applied Data Science
West Bengal State University, Kolkata
Master's degree, Physics
ABOUT RATHIJIT BISWAS
Physicist turned finance professional in the Risk Management domain. I pursued Ph.D from Bose Institute, Kolkata where I was engaged in the experiment - A Large Ion Collider Experiment (ALICE) at the Large Hadron Collider (LHC), CERN. I continued my research as a Post-doctoral fellow where I was involved in the Physics analysis of the data recorded by the STAR experiment at the Brookhaven National Laboratory, USA.With the academic experience in model & algorithm development and data analysis, and acquired skill sets in the due time, I started my journey in the Quantitative Finance sector as a Credit Risk Analyst professional in an Indian NBFC, working in the Micro Finance (priority lending and inclusion) sector.In my current engagement, I am working in the department of Model Risk Management and Quantitative Research, where I am engaged in the validation of Asset and Liability Management (ALM), Reserving and Risk Margin models, in an MNC environment active in the Insurance and Re-Insurance sector.My functional areas: Predictive Analytics, Credit Risk Regulatory Model (PD, EAD, LGD) and Business Model (Scorecard) Development and Validation; ALM, Reserve and Risk model validationMy skill sets: Python, SQL, Machine Learning, Statistical Modelling, MS PowerBI, TableauRegulatory Knowledge: BASEL IRB, IFRS9, BMAScientific author profile: https://inspirehep.net/authors/13•••83Web of Science Researcher ID: ADD-76••••22Thesis: Report Number: CERN-THESIS-20•••76, Link: https://cds.cern.ch/record/27•••35
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