Sansad Panigrahi serves as Vice President of Counterparty Credit Risk at Sumitomo Mitsui Banking Corporation, where he leverages over 13 years of extensive experience in financial services to enhance the bank's risk management framework. His current role involves close collaboration with the risk modeling team...
Sansad Panigrahi serves as Vice President of Counterparty Credit Risk at Sumitomo Mitsui Banking Corporation, where he leverages over 13 years of extensive experience in financial services to enhance the bank's risk management framework. His current role involves close collaboration with the risk modeling team to refine and advance the Potential Future Exposure (PFE) methodology for both existing and new financial products. By applying advanced concepts from stochastic calculus, including Brownian Motion and the Wiener Process, Sansad performs ongoing model calibrations that are crucial for accurately assessing and mitigating counterparty risks.
In addition to his technical expertise in risk modeling, Sansad is adept at analyzing and validating exposures to ensure compliance with credit limits and to identify any potential breaches. His analytical skills are complemented by a strong foundation in algorithmic trading, supported by his certification in the Executive Program of Algorithmic Trading from QUANINSTI Quantitative Learning Pvt Ltd. As a candidate for the Financial Risk Manager (FRM) Level 1, he is committed to staying abreast of the latest regulatory compliance standards and best practices in the industry.
Sansad's proficiency in Python programming enables him to build sophisticated trading strategies and conduct in-depth data analysis and modeling, enhancing the bank's electronic trading capabilities. His knowledge of machine learning applications for trading further positions him as a thought leader in the integration of technology and finance. By continuously monitoring Counterparty Credit Risk analytics, Sansad ensures that the bank remains resilient in a rapidly evolving financial landscape, effectively balancing risk and opportunity.
