2006 -
2010 Senior Derivatives and Fixed income Analyst @
2005 -
2006 Senior Quant Developer @
2001 -
2005 Analyst @
Sumit Sengupta Skills
Model Validation
Fixed Income
Volatility
Modeling
Risk Modeling
Derivatives
Quantitative Finance
Quant
Portfolio Optimization
Time Series Analysis
FX
Investment Banking
Monte Carlo Simulation
Mathematics
Credit
Quantitative Analysis
Rates
Statistical Modeling
Risk
Stochastic Calculus
Research
Credit Risk
Numerical Analysis
Market Risk
Risk Management
Capital Markets
Pricing
Statistics
Credit Derivatives
Matlab
Interest Rate Derivatives
VAR
Options
Front Office
Portfolio Management
Valuation
Financial Engineering
CVA
Bonds
Counterparty Risk
Quantitative Investing
Hedging
Trading
Financial Markets
Microsoft Office
Leadership
Microsoft Excel
SQL
Equities
Sumit Sengupta Summary
Sumit Sengupta, based in London, GB, is currently a Head of Quantitative Research at Behavox. Sumit Sengupta brings experience from previous roles at Mosaic Smart Data, Deutsche Bank and Commerzbank AG. With a robust skill set that includes Model Validation, Fixed Income, Volatility, Modeling, Risk Modeling and more. Sumit Sengupta has 3 emails on RocketReach.
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