Abhijit Biswas
Abhijit Biswas has more than 22 years of experience as a Quant professional in research and development and teaching in the field of Financial Engineering, Financial Risk Management and Algorithmic Trading software products and systems using Machine Learning.
As a Quant professional, he has created numerous breakthroughs in Risk Modelling technology in India. He co-developed India's first and principal Multi-Factor Risk Model for the Equity market, and India's first and only one of a kind Multi-Factor Risk Model for the Fixed Income markets. He had also developed in 2002 India's first commercial grade large scale Monte Carlo Simulation system for business analytics using Excel spreadsheet models. The risk management software products developed by him were used by major global and Indian financial institutions like HSBC AMC, SBI AMC, MIRAE AMC, amongst others.
He is the founding Director of Indian Institute of Quantitative Finance, started in 2008, India's pioneering educational institution in the field of Financial Engineering, Financial Risk Management and Investment Banking. IIQF has been imparting education and training to major financial institutions and individuals in India in the field of quantitative finance, algorithmic trading and risk management. He has taught courses in Statistics, Econometrics, Algorithmic Trading, Risk Management, Fixed Income Analytics and Derivatives Valuation at financial institutions like Bank of New York Mellon, Société Générale, NSE, BSE, LIC, and others.
He was the co-founder and the Head of Product Development at Risk Infotech Solutions Pvt. Ltd., started in 2000, India's pioneering software product company in Portfolio Risk Management Software Products which catered to major global financial institutions. He had received Venture Capital funding from WB Venture Capital Fund to start up RISPL which was one of India's first software product companies to research and develop risk management systems in India.
He is also Vice President and the Head of Financial Technologies at HPC Links Pvt. Ltd., where he leads the development of Quantitative Finance solutions and services using High Performance Parallel Computing technologies in Algorithmic Trading, Risk Analytics, etc. He was also consultant to financial institutions for Volatility Trading systems.
He has been a consultant to major global financial institutions in risk management domain. He has conducted training programs on risk management, statistics, econometrics, simulations, etc. at several global and large Indian banks, stock exchanges and other financial institutions.
He was also industry member of the Board of Studies of Mumbai University, entrusted with the task of improving the MMS (Finance) program to make it more industry ready. He designed the structure and syllabus of new Master Degree in Quantitative Finance and diploma in financial risk management.
