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Surajit Dasgupta

Surajit Dasgupta

Quant Analyst | Market/Model Risk | FO Pricing

Banking / Loans

London, Greater London

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About Surajit Dasgupta:

Highly accomplished Quantitative Leader and PhD (Physics) with over 18 years of experience across FO Pricing Model, Model Risk and Market Risk. Expert in leading multidisciplinary teams to design, implement, and maintain robust, production-quality quantitative models for Equities and derivative products. Proven track record in delivering high-stakes regulatory capital (FRTB) and stress-testing frameworks for Tier-1 investment banks.

Experience

Highly accomplished Quantitative Leader and PhD (Physics) with over 18 years of experience across FO Pricing Model, Model Risk and Market Risk. Expert in leading multidisciplinary teams to design, implement, and maintain robust, production-quality quantitative models for Equities and derivative products. Proven track record in delivering high-stakes regulatory capital (FRTB) and stress-testing frameworks for Tier-1 investment banks.

Education

PhD in Physics: Tata Institute of Fundamental Research (TIFR), Mumbai.

MSc in Physics: University of Calcutta, India.

Professional Certificate in Machine Learning & AI: Imperial College London

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