Soumyadeep Lahiri
About Soumyadeep Lahiri
Soumyadeep Lahiri is an Associate Director of Risk Methodology at UBS in London, specializing in climate risk and credit modeling. He holds a Master of Science in Econometrics and Quantitative Economics from the Indian Statistical Institute and has previous experience at Goldman Sachs and Reliance Industries Limited.
Current Role at UBS
Soumyadeep Lahiri serves as Associate Director in Risk Methodology at UBS, a position he has held since 2023 in London, England. In this role, he focuses on developing and implementing risk assessment models that address climate-related financial risks. His work includes creating climate risk transition scenarios for various financing positions, such as real estate, aircraft, and ship financing, to evaluate the residual impacts of climate risks.
Previous Experience at Goldman Sachs
Prior to his current role, Lahiri worked at Goldman Sachs for three years, where he held positions as an Analyst and later as an Associate in Risk Strats. His responsibilities included developing a Rating (Probability of Default) and Loss Given Default model for small and medium-sized corporate counterparties, which contributed to Pillar I Risk-Weighted Asset calculations. He specialized in downturn Probability of Default, stressed and expected Loss Given Default, and Exposure at Default model development for credit instruments.
Education and Expertise
Soumyadeep Lahiri completed his Master of Science in Econometrics and Quantitative Economics at the Indian Statistical Institute, Kolkata, from 2018 to 2020. He also holds a Bachelor of Science in Economics from Presidency University, Kolkata, where he studied from 2015 to 2018. His academic background provides a strong foundation in quantitative analysis and risk modeling, essential for his roles in financial risk management.
Professional Skills and Tools
Lahiri possesses expertise in various programming languages, including C++, Python, R, and Haskell. He is proficient in using SQL and the MS Office Suite for data analysis and model development. His technical skills enable him to effectively implement complex risk models and perform quantitative assessments in his current and previous roles.
Early Career at Reliance Industries Limited
Soumyadeep Lahiri began his professional career as a Quant Analyst in the Group Treasury at Reliance Industries Limited in 2019, where he worked for two months in Mumbai, India. This early experience contributed to his understanding of financial analytics and risk assessment in a corporate environment.