Sanchayan Gupta

Vice President @Nomura

London, GB

Managed and delivered the firmwide global project Counterparty VaR and stress for Credit Risk on schedule, optimizing resources and reducing cost overruns Spearheaded on ground Counterparty Exposure Management team including training and mentoring Authorize trades for Hedge Fund, Financial Institutions and Prime Brokerage clients across SFT, OTC and PB products based on pre trade stress analysis and risk appetite Model Owner for credit exposure metrics and oversee model improvements for Stress, SCE and Counterparty VaR Lead Collateral exposure analysis covering composition, liquidity, concentration, spread and rating profile, review and reporting of risk concentrations to committees, senior management and regulators (PRA) Lead the ideation and development of analytical tools such as dashboard and AI based VaR explainer Manage collateral eligibility standards including reviewing and approving CSA agreements for Credit Analyst and Legal

Lokmanya Tilak College of Engineering

BE, Electrical

IBS-Kolkata

MBA, Finance