Department of Management Studies
Indian Institute of Science, Bangalore-560012

Venue: Seminar hall

Date & Time: 04/11/2022 at 4:00 PM

SPEAKER: Dr. Swapnil Soni, Consultant Expert at Societe Generale

Entitled:  “Quant-Driven Risk Management in Banks”

Banks & financial institutions leverage quant-based econometric & financial models to ascertain the risk involved in their regular operations. It is pertinent to periodically review & validate these risk models to ensure their correct & intended applications & thereby mitigate the risks involved in the misuse of the models. The speaker, belonging to the Model Risk Management (MRM) domain, will highlight the model review & risk management techniques involving analytics-driven approaches in the banks.

About the Speaker:
Dr. Swapnil Soni is an engineer-turned-researcher, educator, and analyst with 11+ years of mixed experience in industry and academia. He earned a Ph.D. from IISc in econometrics to explore the relationship between industrial structure, growth, productivity, and inflation. He is currently working on the validation and monitoring of Credit Risk Econometric models at Societe Generale. He is also an educator and trainer of MBAs and professionals, and the author and reviewer of several journals and conference papers, and news and magazine articles.