Arunav Mallik currently serves as a Senior Risk Analyst specializing in Credit Risk at AIG, where he leverages his robust academic background in Financial Engineering from NYU Tandon School of Engineering. In this role, Arunav is instrumental in developing and implementing sophisticated risk assessment models...
Arunav Mallik currently serves as a Senior Risk Analyst specializing in Credit Risk at AIG, where he leverages his robust academic background in Financial Engineering from NYU Tandon School of Engineering. In this role, Arunav is instrumental in developing and implementing sophisticated risk assessment models that enhance the company's corporate portfolio management strategies. His expertise in quantitative finance allows him to conduct thorough financial analyses and backtesting, ensuring that the models not only meet regulatory standards but also align with AIG's risk appetite.
One of Arunav's key projects involves the application of Modern Portfolio Theory and Time Series Analysis to optimize the credit risk assessment process. By utilizing advanced data visualization techniques and business intelligence tools, he effectively communicates complex risk metrics to stakeholders, facilitating informed decision-making. His proficiency in DCF valuation further supports the evaluation of potential investments, enabling AIG to maintain a competitive edge in the market.
Arunav's commitment to model risk management is evident in his proactive approach to identifying and mitigating potential vulnerabilities within existing frameworks. He collaborates closely with cross-functional teams to refine risk models, ensuring they remain robust and responsive to market dynamics. With a keen eye for detail and a passion for innovation, Arunav Mallik is not only contributing to AIG's success but also shaping the future of risk analysis in the financial sector.
