Sudeep Kumar Lahiri

Sudeep is an experienced researcher and manager in the field of computational engineering (18+ years), with the last 12+ years working for Wall Street firms (Morgan Stanley, Royal Bank of Scotland, and UBS); in several areas of financial engineering (e.g., derivative pricing, risk-management, algorithmic-trading, and artificial intelligence (AI)). He is an Executive Director in Morgan Stanley, leading global teams of Quantitative Analysts (Quants), to audit model risks in diverse businesses across the firm, including trading, banking, and wealth management. He is also actively involved in covering the evolving AI-Governance framework, and has presented a review of AI applications in finance in related conferences organized by AI4 and MathWorks.

Sudeep has developed, validated, and audited models used in pricing, spanning across Equities and Fixed Income products, and diverse types of models, viz. local or stochastic volatility formulations, term-structure modeling, and prepayment modeling for mortgage-backed securities. He has also covered trading loss calculations in capital planning, deposit modeling and asset-liability management in Banks, and models used for Algorithmic-Trading. Recently, he also covered AI-models used for automated marketing to brokerage clients and Generative-AI models used for Chatbots internally used within Wealth Management. Besides finance, Sudeep also has background in other industrial sectors (Aerospace, Semiconductors, and Computer-Aided-Engineering (CAE)), published several research papers, and has been a reviewer of a certain peer-reviewed journals.