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Rajiv Sesodia Managing Director at Standard Chartered Bank

Profile

Rajiv Sesodia is a Managing Director at Standard Chartered Bank in London, where he leads the Traded Risk Model Development team. In this capacity, he is responsible for development of Market Risk and Counterparty Credit Risk models, including VaR, FRTB, SIMM and IMM models. He has 20 years’ quantitative modelling experience, focusing on derivatives modelling, and has held senior positions within both Front Office and Model Risk teams. He holds a PhD in Computational Fluid Dynamics from the University of Manchester.