
Rivu Basu
Experienced: Risk Management: Market and Liquidity Risk Management, Treasury Model Validation (SR 11-7) and Basel III specialist -... | Mumbai, Mumbai, India
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Rivu Basu’s Emails ri****@ub****.com
Rivu Basu’s Phone Numbers No phone number available.
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Rivu Basu’s Location Mumbai, Mumbai, India
Rivu Basu’s Expertise Experienced: Risk Management: Market and Liquidity Risk Management, Treasury Model Validation (SR 11-7) and Basel III specialist - LCR, NSFR, ICAAP, IRS and SLS. Portfolio Management : Managed a USD100 million portfolio comprising of Equities and FIS with a Merit award. Experienced user in Python, LaTex and R with dissertation in Financial Bubbles detection using structural data and time series analysis. Applied Financial Econometrics with two Distinction achieving papers. Interest rate swaps and options pricing are amongst additional literacies. In addition, my former role as a CE Leader gives me the edge of having both numerical and analytical capability combined with strong interpersonal skills.
Rivu Basu’s Current Industry Ubs
Rivu
Basu’s Prior Industry
Ubs
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Sourav Sirs Classes
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Orchestra
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University Of Exeter Business School
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Utkarsh Small Finance Bank
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Work Experience

Ubs
Quantitative Risk Specialist
Wed Dec 01 2021 00:00:00 GMT+0000 (Coordinated Universal Time) — Present
Utkarsh Small Finance Bank
Market Risk Management
Thu Aug 01 2019 00:00:00 GMT+0000 (Coordinated Universal Time) — Wed Dec 01 2021 00:00:00 GMT+0000 (Coordinated Universal Time)
Orchestra
CE Leader
Thu Nov 01 2018 00:00:00 GMT+0000 (Coordinated Universal Time) — Tue Jan 01 2019 00:00:00 GMT+0000 (Coordinated Universal Time)
University Of Exeter Business School
Peer Mentor
Sat Sep 01 2018 00:00:00 GMT+0000 (Coordinated Universal Time) — Sat Sep 01 2018 00:00:00 GMT+0000 (Coordinated Universal Time)
Orchestra
CC
Tue May 01 2018 00:00:00 GMT+0000 (Coordinated Universal Time) — Thu Nov 01 2018 00:00:00 GMT+0000 (Coordinated Universal Time)
Orchestra
Team Member
Sun Oct 01 2017 00:00:00 GMT+0000 (Coordinated Universal Time) — Tue May 01 2018 00:00:00 GMT+0000 (Coordinated Universal Time)
Sourav Sirs Classes
Associate Lecturer
Mon May 01 2017 00:00:00 GMT+0000 (Coordinated Universal Time) — Fri Sep 01 2017 00:00:00 GMT+0000 (Coordinated Universal Time)
Ubs
Quantitative Risk Specialist
— Present