Essays on financial risk management.
Soumyadeep’s research lies at the intersection of corporate finance, asset markets and financial risk management. His research interests include but are not limited to – bank-firm linkage, credit risk management, firm’s management quality and its effect on bankruptcy risk, ring-fencing of UK banks. He is interested in working on firm level and bank level databases and apply impact evaluation techniques to defend his hypotheses.
Academically, Soumyadeep holds MSc in Finance degree from London School of Economics. Prior to that he did an MBA majoring in Finance and a Bachelor degree with Honors in Electrical Engineering. He is now a part-time PhD student at Queen Mary, University of London.
Professionally, Soumyadeep has over 12 years of work-experience. For last 10 years, he is working with a Tier-1 bank in London as a Quantitative Analyst in their wholesale banking division. He specializes in the area of credit risk model development/monitoring/validation/governance. The models are being used for capital calculation, stress-testing/IFRS9 and also internal risk management purposes for the bank.
Prior to this, he had a short proprietary trading stint, trading FX futures. Also, for approx 2 years he worked as a IT business intelligence consultant. When Soumyadeep is not working, he is either playing with his toddler son or watching TV series.