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Prasenjit Das Location
Chicago, IL, US
Prasenjit Das Work
Sr. Model Risk and Capital Markets Governance Consultant @ (November 2024 - Present)
Senior Manager, Market Risk Management, Market and Capital Risk @ (July 2018 - January 2024)
Sr. Capital Markets Quantitative Risk Analyst @ (February 2011 - July 2018)
Senior Trading Risk Management Analyst, Global Banking and Markets @ (October 2006 - April 2010)
Sr. Credit Risk Analyst and Risk Controller, Group Risk Management @ (January 2002 - January 2006)
Prasenjit Das Education
Gies College of Business - University of Illinois Urbana-Champaign
Master of Business Administration - MBA (Finance, MIS (Risk & Decision Analytics))
2000-2002
IIEST, Shibpur
BARCH (Architecture)
Prasenjit Das Skills
AI Governance
Adaptiv 360, Findur, Markit, WSOffice,Kiodex
Analytical Skills
Anthropic Claude
Artificial Intelligence (AI)
Asset and Liability Management (ALM)
Balance Sheet Review
Balance Sheets
Banking
Bloomberg
COPILOT
Capital Adequacy
Capital Markets
ChatGPT
Coaching
Commercial Banking
Credit
Credit Analysis
Credit Risk
Data Analysis
Data Visualization
Database Modeling
Databases
Derivatives
EVE
English
Equities
Equity Derivatives
Exploratory Data Analysis
FX Options
Financial Markets
Financial Modeling
Financial Risk
Fixed Income
Internal Controls
Investment Banking
Key Compliance Indicators
Key Performance Indicators
Key Risk Indicator
MS Access
Market Risk
Microsoft Excel
NIR
Portfolio Optimization
Process Optimization
Program R
Programming
Project Management
Python (Programming Language)
Quantitative Analytics
Regulatory Requirements
Risk Analytics
Risk Management
SQL
Statistical Data Analysis
Statistical Modeling
Stress Testing
Tableau
Trading Systems
VBA
Valuation
Data Science
Kiodex
Markit
Wsoffice
Business Analysis
Adaptiv 360
Bengali
Strategy
Microsoft Office
Findur
Marketing Strategy
Big Data Analytics
Trading Strategies
Moody
Wrt
Collateral Management
Consulting
Stock Exchange
Market
Uae
Waterfall
Risk Modeling
Infrastructure
Insurance
CDS
Leases
Reporting Systems
Location
Emissions Trading
Computing
Matlab
Finance
Structure
Genuine
Operational Efficiency
Business Administration
Money Market
Quantification
Embedded Systems
Violations
Volatility Arbitrage
Stress
Credit Derivatives
Reuters
Portfolio Risk
Segmentation
Business Requirements
Deconstruction
Risk Reduction
Swaptions
Webinars
Management
Revenue
Simulations
Delta
Science
Calls
Short
Currency
Repossessions
Statistics
North America
Sensitivity
Regression Analysis
Checking
Tail
Data Mining
Integration
Hedge Funds
Visual C++
Resolve
Correlation
CTAs
Auditing
Murex
Committees
Noise
Information Systems
Monitors
Quantlib
Regulators
Workflow
Approvals
Methodology
Algorithms
Issuer
Trees
Mtm
Settlement
Strategic Business Initiatives
Front Office
Metals
Portfolio Management
Escalation
System
Real Time
Utilization
Institutional Investments
Engineering
Reports
Ecn
Organizational Restructuring
Statistical Programming
Risk Measurement
Interest Rate Derivatives
Strategies
User Acceptance Testing
Testing
New Business Development
Risk Metrics
Training
Financial Institutions
Policy
Currenex
Enterprise Software
Attribution
Corporates
Oneview
Solution
Quantitative Finance
Subject Matter Expert
Documentation
Swan
Portfolio Managers
Alcatel
System Monitoring
Reporting
Crisis
Multinational
Garch
Amazon EBS
Chicago
Bespoke
Controller
Risk Governance
Analysis
Ratings
London
Mechanisms
Structured Products
Constraints
Asset Based Lending
Gamma
Gap Analysis
R
Commodities
Perspective
Historiography
C
Counterparty Risk
Applications
Modeling
DNA
Advertising
Latency
Heuristics
Workshops
Microsoft Access
Checks
Liquidity
Model Validation
Data Logging
Project
Scotland
Flows
Rollout
Quantitative Research
Interpreting
Analytical Support
Deal Flow
Analytics
CO2
Oak
Data Migration
Covering
Option Pricing
CTA
Responsibility
Internal Audit
Amsterdam
Usa
Regulations
E Business
Recon
VAR
CRO
Sybase
Executive Management
Collaborating
Portfolio
Scenario Analysis
Data Management
History
New York
Microsoft SQL Server
Business Process Re Engineering
Arch
Investments
Rbs
Forwards
Prime Brokerage
Data Quality
Counterparty
Image Capture
Margin Improvement
Compliance
Outlook
Sungard
Throughput
Securities
Limits
India
Rate
Volatility
Sydney
Interest Rates
Collateral
Greeks
Adaptiv
Financial Analysis
Operational Risk
Inflation
Trading System
Financial Applications
Optimization
Risk
Trading
Volumetric
Conceptual Modeling
MIS
Hotspot
Stochastic Processes
VBScript
Mergers and Acquisitions
Risk Systems
Architecture
Transform
Traders
Dealers
Prasenjit Das Summary
Prasenjit Das, based in Chicago, IL, US, is currently a Sr. Model Risk and Capital Markets Governance Consultant at Confidential ( Consulting Firm). Prasenjit Das brings experience from previous roles at Charles Schwab, Fifth Third Bank, The Royal Bank of Scotland (RBS) and ABN AMRO Bank N.V.. Prasenjit Das holds a 2000 - 2002 Master of Business Administration - MBA in Finance, MIS (Risk & Decision Analytics) @ Gies College of Business - University of Illinois Urbana-Champaign. With a robust skill set that includes AI Governance, Adaptiv 360, Findur, Markit, WSOffice,Kiodex, Analytical Skills, Anthropic Claude, Artificial Intelligence (AI) and more. Prasenjit Das has 1 emails and 1 mobile phone numbers on RocketReach.
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