Satyaki Roy
IIT | Derivative Pricing | AI/ML | Software Engineering | Leadership
- Role
- Vice President - Head of Derivative Pricing and Research Models, India at 德意志银行
- Location
- Mumbai, MH, IN
- LinkedIn followers
- 500 followers
About Satyaki Roy
Machine Learning : Deep Learning ( CNN, RNN), NLP, GANs, LLMs, Agentic AI • Python/C++ Software Development• Derivative Pricing and Quantitative Analytics • Knowledge of Structured products and models across Rates, Credit, Inflation, FX and Securitization • Customized Index Development, Benchmark Administration • Programming in C++17, Python, Java, SQL and Excel/VBA • Excellent stakeholder management, communication, planning and delegation skills to drive strategic initiatives
Experience
Vice President - Head of Derivative Pricing and Research Models, India
Jun 2019 — Present · Mumbai, IN
Quantitative AnalyticsSoftware Engineering in C++/Python Assessment of Credit, Rates, FX and Securitization ProductsAI/MLLeadership
Education
Indian Institute of Technology, Kharagpur
Bachelor of Technology (B.Tech.), Chemical Engineering
1999 — 2003
CQF Institute
Certificate in Quantitative Finance, Quantitative Finance
St. Patrick's Asansol
ISC ,ICSE
1986 — 1999
Skills
- Sql
- Market Risk
- Monte Carlo Simulation
- Risk Management
- C++
- Business Analysis
- Equity Derivatives
- Investment Banking
- Derivatives
- Visual Basic for Applications (Vba)
- Credit Risk
- Fx Options
- Capital Markets
- Stochastic Calculus
- Financial Modeling
- Vba
- Fixed Income
- Equities
- Quantitative Investing
Find verified contacts for anyone on LinkedIn
Unifers gives sales teams verified emails and direct dials, enriched profiles, and outreach that lands in the inbox.
Free plan included · No credit card required
This profile is compiled from publicly available professional sources. Unifers is not affiliated with or endorsed by LinkedIn. Request removal of this profile.