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Arun Bhaskar Venkatarangan

Lecturer; Senior Model Risk Manager, Morgan Stanley

Arun Bhaskar Venkatarangan is a seasoned finance professional with over 22 years of experience at leading Wall Street firms including Morgan Stanley, Standard and Poor’s, Barclays Capital and Citigroup. He has experience in quantitative modeling techniques and risk management. Arun is a Senior Model risk manager at Morgan Stanley and leads a global team of model reviewers who cover all risk stripes including Market, Credit, Operational, Liquidity and Treasury risk models. Arun also covers Fraud and Anti Money Laundering model risk and associated AI/ML based models.

Arun previously led teams developing Market Risk models under the Basel 2.5 (VaR, Stressed VaR, IRC and CRM) and FRTB (Expected Shortfall) regimes within Morgan Stanley. He was a quantitative risk manager covering the Commodities and Municipal Securities trading desks at Barclays and Citigroup and has reviewed Credit Rating models at Standard and Poor’s. Arun started off his career building pricing models for interest rate derivatives.

Education

  • Ph.D., Applied Mathematics, The State University Of New York at Stonybrook
  • M.S., Applied Mathematics, The State University Of New York at Stonybrook
  • M.S., Mathematics, Indian Institute Of Technology, Madras