Sasank Majumdar
Vice President - Market Risk and Enterprise Risk Change (Analytics and Reporting) @Credit Suisse
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WORK HISTORY
Vice President - Market Risk and Enterprise Risk Change (Analytics and Reporting) @Credit Suisse
Mumbai, IN
Leading a team of Project Managers, Business Analysts and Technology Experts to deliver various risk management projects for Credit Suisse\'s global Investment Banking solutions. Risk management projects entail risk model/methodology enhancements or regulatory changes or infrastructure changes with implementation teams spread across the globeCoordinating with front office risk mgmt, quants, risk managers and IT to gather, analyse, design and implement solutions for bank’s strategic risk infrastructure Assisting developers & implementers in designing & delivering the solutions; training internal users of systems & technologies Contributing as Business Analysis & Project Delivery Lead for many global regulatory programs like FRTB, RDAR, CCAR etc; directing teams across multiple geographic locations covering multiple divisions in EMEA and US Formulating & implementing long-term & short-term objectives/policies, detailed procedures, framework of Risk Management function Analyzing feasibility studies and relevant documents of new business lines and new projects, and then providing related recommendations to improve the controls
EDUCATION
CFA Institute
Passed CFA Level 2, Global Finance
GARP
Passed FRM, Financial Risk Management
National Institute of Technology
Diploma in Systems Engineering, Computer Software Engineering, 1st class
University of Calcutta
Bachelor's Degree, Physical Sciences, 1st class
University of Calcutta
PGDBM, Finance, First Class
GreyAtom
Data Science Masters Program, Data Science and Machine Learning, Top Ranked
ABOUT SASANK MAJUMDAR
An accomplished techno-functional professional in Capital Market domain with extensive experience in designing and implementing front office trading applications and risk management solutions. Highly proficient in VaR, ES and other advanced risk measurements in Investment Banks for Market Risk management. Proven capability in applying cutting-edge data-driven methods for developing tools & reports for Investment Banks and Sell Side firms Deep domain knowledge in Trade Life Cycle and Risk Management methodologies of Cash, Derivatives and Structured products across multiple asset classes (Equity, Currency and Interest Rates). Worked extensively on pre-trade and post-trade risk management tools and methodologies Well versed in Quant Finance concepts and applications; applied knowledge in differential equations, linear algebra, probability theories and statistical analysis in advanced risk calculations and Derivatives pricing Skilled Python programmer; worked on various Machine Learning libraries for Python and have knowledge on application of Data Science and Machine Learning algorithms in Finance. Introduced innovation with Python based tools. Proficient in Oracle 12C, SQL and Excel VBA Robust analytical skills to analyze data, conduct research, diagnose drawback and resolve technical problems and suggest improvements for business processes against challenging timelines Highly experienced in Data Governance; involved in the analysis and implementation of Data Lineage, Data Quality & Controls and Data Architecture for Critical Data Elements (Trades, Risk Sensitivities, Reference Data and Market Price Data) and their impact on risk calculations (VaR, Expected Shortfall, RWA, Risk Capital etc.) and reporting Excellent documentation and presentation skills with proven ability in understanding client and stakeholder requirements promptly. Adept in writing various types of project documents, business requirements, functional specification, use cases, business scenarios, test plan, test cases, project schedule, user manual etc. Multifaceted professional with nearly 15yrs of wide ranging experience in implementing and managing functional analysis, solution designing, project implementation, business process automation, functional testing and user training for global organizations Unique work experience, worked with premier stock exchange, leading consultants, big software development firms and global Investment Banks implementing products and services for large Investment Banks, global Custodians and multinational Sell Side firms
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