Soumya Mitra
Lead Solution Advisor at Deloitte, Model Risk Management | Ex - Socgen | Ex-EY
- Role
- Lead Solution Advisor at Deloitte
- Location
- Bengaluru, KA, IN
- LinkedIn followers
- 500 followers
About Soumya Mitra
Lead Solution Advisor at Deloitte with experience in Model Validation, Model development & Internal Audit of Market risk models. Former Senior Counterparty Credit Risk Analyst at Socgen with experience in calculating credit exposures of exotic derivatives using Monte Carlo simulation, Backtesting etc as per Internal Model Method for Equity, FICC, FX asset classes and SFTs. Calculations involving margins and IA.Former Market Risk Analyst at EY with specialization in OTC Derivative Valuation using pricing models.Independent Price Verification (IPV) consultant and backend Python Developer. Implemented backend algorithm for Automated Derivative Valuation Platform.Certified FRM from GARP.MBA (Finance), Institute of Management, Christ University. First Rank Holder.
Experience
Lead Solution Advisor
Jun 2023 — Present · Bengaluru, IN
Education
Christ University, Bangalore
Master of Business Administration (MBA)
2016 — 2018
West Bengal University of Technology, Kolkata
B.Tech(C.E), CIVIL ENGINEERING
2009 — 2013
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