Rivu Basu
Quantitative Risk Specialist | Treasury, Market & Liquidity Risk | Stress Testing | Financial Economist
- Role
- Associate Director at UBS
- Location
- Mumbai, MH, IN
- LinkedIn followers
- 500 followers
About Rivu Basu
Quantitative risk professional with 7+ years of experience across Market Risk, Liquidity Risk, and Treasury Model Risk Management, spanning both small financial institutions and G-SIB environments.My career bridges two distinct operating models: building quantitative models from the ground up at a Small Finance Bank, and validation (SR 11-7) of critical treasury and liquidity models within a global systemically important bank. This combination shapes a pragmatic approach to model risk, balancing technical depth with regulatory and business realities.Currently working in Treasury Model Risk Management at UBS, with a focus on Liquidity Stress Testing, Intraday Liquidity, and resolution-related models. I regularly work at the intersection of quantitative analysis, model governance, and regulatory engagement, supporting senior stakeholders on stress scenarios, model approval, and supervisory alignment.Earlier experience in Market Risk and Liquidity Risk included hands-on model development (Basel specialist - LCR, NSFR, ICAAP, IRS, SLS and VAR), ALM analytics, and regulatory reporting, providing a strong quantitative foundation that underpins my current validation and governance responsibilities.
Experience
Associate Director
Mar 2024 — Present
Chief Model Risk Office Department - Treasury Model RiskFew highlights- G-SIB Merger: Led integration of Treasury models following the UBS-Credit Suisse merger, ensuring consistent governance across combined entities- Regulatory Engagement: Acting as a primary validator for liquidity and funding models, facilitating direct engagement with principal regulators (FINMA/FED) regarding \'Too Big To Fail\' and liquidity ordinances- Governance Frameworks: Spearheaded a department-wide initiative to harmonize governance across non-traded model space- Strategic Oversight: Providing validation oversight for critical Liquidity Stress Testing (LST), Intraday Liquidity, and Resolution-related models.
Education
Delhi Public School Megacity, Kolkata
ISC, Science & Mathematics
2006 — 2014
University of Calcutta
Bachelor of Science (B.Sc.), Economics
2014 — 2017
University of Exeter
Master of Science - MS, Financial Economics
2017 — 2018
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