Kaushik Chakraborty serves as a Senior Vice President at Citi, where he plays a pivotal role in steering the bank's strategic and regulatory initiatives within the realm of market risk management. With a robust background in quantitative analysis and risk assessment, Kaushik has been instrumental...
Kaushik Chakraborty serves as a Senior Vice President at Citi, where he plays a pivotal role in steering the bank's strategic and regulatory initiatives within the realm of market risk management. With a robust background in quantitative analysis and risk assessment, Kaushik has been instrumental in executing critical projects such as the historical data remediation initiative. This project was designed to enhance the coverage of historical data across various asset classes, including FX, Equity, Rates, Commodity, and Credit products. By transitioning to a risk-based historical Value-at-Risk (VaR) approach, he has significantly contributed to the firm's commitment to improving its risk management framework.
In his current capacity, Kaushik has also been at the forefront of delivering regulatory and audit initiatives, employing both waterfall methodology and Agile Scrum practices to ensure timely and efficient project execution. His expertise in data quality monitoring, compliance, and alignment with business objectives has been crucial in navigating the complexities of regulatory requirements such as the Fundamental Review of the Trading Book (FRTB) and the Comprehensive Capital Analysis and Review (CCAR).
Kaushik's technical proficiency in programming languages like Python and PL/SQL, combined with his analytical skills, allows him to effectively manage and interpret large datasets, ensuring that Citi remains compliant while also driving strategic initiatives forward. His ability to balance rigorous analysis with practical implementation makes him a key asset to the organization, as he continues to enhance Citi's market risk capabilities in an ever-evolving financial landscape.
