Soumyajyoti Mitra Email & Phone Number | Market Risk professional and currently working in HSBC for its Traded Market Risk team to deliver regulatory / strategic risk initiatives. Previously worked at Credit Suisse, Nomura, Capital One and SunTrust Bank in India and USA across various roles (Model Validation, Risk business analyst, Credit modeling). Awarded CFA Charter in 2013 by CFA Institute, USA Certified FRM (GARP) in 2010 Expertise in the following areas: 1. Market Risk data: Trade and Sensitivities, Reference data, Market data and scenarios 2. Market Risk methodologies: VaR [Full/Partial Revaluation, Sensitivity-based, Historical/Monte Carlo Simulation], RNIV (Risks Not in VaR), IRC, CVA 3. Market Risk architecture: Risk and Valuation platforms; risk data modeling; data lineage; end-to-end orchestration (Data flows, valuations, aggregations). 4. Market Risk analysis: Breakdown of trading book risks, analysis of risk surges and threshold breaches w.r.t. risk-factor sensitivities, scenarios and PnLs. 5. Regulatory programs: Basel 2.5, FRTB, Stress Testing, Credit Contingent Market Risk for Securities Financing business.

Soumyajyoti Mitra

Market Risk professional and currently working in HSBC for its Traded Market Risk team to deliver re...
Bengaluru, Bengaluru, India

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Soumyajyoti Mitra’s Phone Numbers +1 212-525-****

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Soumyajyoti Mitra’s Location Bengaluru, Bengaluru, India

Soumyajyoti Mitra’s Current Industry

Soumyajyoti Mitra’s Prior Industry Credit Suisse | Capgemini Financial Services | Infosys Technologies

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Vice President, Traded Risk Transformation

Present

Assistant Vice President, Market Risk Change

2014-10-01 00:00:00 - 2017-05-01 00:00:00

Lead Consultant

2012-09-01 00:00:00 - 2014-09-01 00:00:00

Senior Lead Analyst

2008-06-01 00:00:00 - 2012-09-01 00:00:00

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Soumyajyoti Mitra is a Market Risk professional and currently working in HSBC for its Traded Market Risk team to deliver regulatory / strategic risk initiatives. Previously worked at Credit Suisse, Nomura, Capital One and SunTrust Bank in India and USA across various roles (Model Validation, Risk business analyst, Credit modeling). Awarded CFA Charter in 2013 by CFA Institute, USA Certified FRM (GARP) in 2010 Expertise in the following areas: 1. Market Risk data: Trade and Sensitivities, Reference data, Market data and scenarios 2. Market Risk methodologies: VaR [Full/Partial Revaluation, Sensitivity-based, Historical/Monte Carlo Simulation], RNIV (Risks Not in VaR), IRC, CVA 3. Market Risk architecture: Risk and Valuation platforms; risk data modeling; data lineage; end-to-end orchestration (Data flows, valuations, aggregations). 4. Market Risk analysis: Breakdown of trading book risks, analysis of risk surges and threshold breaches w.r.t. risk-factor sensitivities, scenarios and PnLs. 5. Regulatory programs: Basel 2.5, FRTB, Stress Testing, Credit Contingent Market Risk for Securities Financing business.