Gurpreet Sodhi

New York 203-***-**** ad2kr4@r.postjobfree.com https://www.linkedin.com/in/gurpreet-sodhi-singh/ https://github.com/gurpreetsodhi

Risk Manager

Accomplished Quantitative risk manager with extensive and accomplished experience managing and mitigating risk for buy-side and sell-side firms. Advanced expertise in modeling clearing, market, enterprise, liquidity, and funding risk; using Quantitative methodologies and ML techniques (python libraries), deploying liquidity and collateral optimization, innovating solutions for digital assets, and managing Risk Appetite across various desks. Strong business and technical acumen, with a history of successfully implementing tools and systems Areas of Expertise

Quantitative Risk Machine Learning Market Risk Clearing Risk Enterprise Risk Business Communication Python Oracle SQL Teamwork Designing Solutions Implementing Systems Collateral Optimization Basel Work Experience

Columbia University, New York Dec 2023 onwards

Teaching Faculty

• Assist in teaching FinTech Bootcamp. The program has primarily three modules. Python programming, Machine Learning & Artificial Intelligence, Blockchain in Finance. UBS, New York May 2022 – August 2023

Director - Listed Derivatives (Futures and Options) & Markets Clearing Risk

• Modeled risk for High Frequency clients trading and clearing derivatives (Futures and Options)

• Developed collateral optimization program based on historical data and market simulations (Python, Supervised Regression ML model)

• Coordinated with internal compliance and regulators for maintaining business compliance within regulatory framework (CFTC 1.73).

• Designed and managed Liquidity models, Margin models and Option Pricing models.

• Designed Stress scenarios (K-Means algo to cluster High / Medium / Low volatile periods) and coordinated with the implementation teams for optimum solutions. Deutsche Bank, New York April 2015 – May 2022

Vice President - Listed Derivatives (Futures and Options) & Markets Clearing Risk Managed listed derivatives and clearing risk for CTA’s, Hedge Funds, Asset Wealth Managers and Corporate clients across diverse asset classes. Assessed and approved new clients; negotiated risk terms, assigned risk limits, and margin multipliers. Optimized financial resources across CRD4, RWA, SACCR, and CCAR metrics.

• Developed Stress models, defined new stress scenarios (using K-Means algo) as driven by market changes.

• Developed Real-time P&L tool to determine intraday margin requirements (Python, MS/SQL and Tableau), enhancing prudent risk management, contributing to increased revenue annually (approx. $1mn).

• Coordinated with exchanges and Clearing Houses to implement Margin methodologies and compliance with CFTC 1.73 regulation.

• Implemented valuation metrics including Option Greeks for managing High Frequency clients.

• Developed collateral optimization program using Supervised ML models (impact of $2.5mn python)

• Developed a risk-based Stress Gap Limit framework to define risk limits for each client, ($2mn annually)

• Secured over $1 million in savings by developing tools to earmark liquidity for listed clearing business, ensuring accurate estimation of liquidity requirements to avoid fees (VBA macros and Oracle database).

• Developed Unsupervised ML based models (KMeans and SOMs) to predict volatility of similar asset clusters (Python and MSSQL), further aiding to focus on clients with high exposure to volatile clusters.

• Managed a team of three junior risk officers and Summer Grad-Intern programs for FCM business. Gurpreet Sodhi 203-***-**** ad2kr4@r.postjobfree.com Head of Portfolio Risk Management, Vice President, New York Nov 2011 – April 2015 Oversaw and managed market risks and limits at portfolio levels. Determined metrics for risk-adjusted returns; coordinated with market risk management teams across diverse asset classes.

• Developed market risk scenarios and assessed impact on portfolios. Managed VaR, EC, and stress adjustments across all asset classes.

• Delivery manager for Consent Order raised by Fed regarding SR11-7 (Model Risk), governance and policies.

• Delivery manager for implementing Market Risk Capital requirements as per Basel 2.5 and Basel 3.

• Briefed risk committees, executive committees, and Board leadership about bank’s market risk. Assessed potential corporate deals and transactions; determined risk appetite and MR limits for various business lines and led global market risk calls.

• Devised framework to calculate risk appetite for each business and delivered bank’s risk to Federal Reserve, ensuring appropriate capital allocations to key businesses.

• Developed Risk-Adjusted Return framework enabling the identification of profitable and unprofitable clients, strengthening the fee strategies, and improving revenue. Other Experience

The Hartford, Hartford, Connecticut

Assistant Vice President: Enterprise Risk Management Jul 2010 – Nov 2011 Program manager responsible for designing and delivering Economic Capital model, such that the firm can capitalize and hedge against tail loss using holistic view of risk combining multiple risk verticals (Market, Credit, Liquidity, and Insurance risks), deploying simulation technologies for calculating systemic distributions. Responsible for managing ALM risk and liquidity risk for the business. UBS, Stamford, Connecticut

Assistant Director: Market Risk Jul 2005 – Jul 2010 Program manager responsible for delivering SOX compliant tool i.e., Mousetrap, primarily responsible for coding the reconciliation engine in Oracle, ETL programming using Informatica and reporting using Business Objects. Manage a team of 15 developers to program ETL processes using Informatica and Business Objects Columbia Projects Experience

Project Arb-Bot Columbia University, New York

Arb-Bot is a price arbitrage system that captures price differential between spot and futures market. The arbitrage is captured via real time Alpaca API calls. Arb-Bot is a marketplace for optimized funding and guaranteed returns. Github https://github.com/gurpreetsodhi/Columbia_Fintech_Project1 Project Market Predictions using ML Columbia University, New York Arb-Bot 2.0 predicts price movements for gold, crude in real time using Machine Learning models. ML model predicts future prices based on Supervised Classification models for Macro Economic data, Supervised regression models for Fundamental and Technical data, further funneling the data through Deep Learning Neural Network Github https://github.com/gurpreetsodhi/Columbia_Fintech_Project2 Project CO2 TokenEX Columbia University, New York

CO2 TokenEX is the digital exchange built for tokenizing CO2 certificates and deploying smart contracts on the Ethereum blockchain. CO2 TokenEX also facilitates real time exchange for bidding and selling digital CO2 certificates. The settlement is done in real time using SMART Contracts Github https://github.com/gurpreetsodhi/Columbia_Fintech_Project3 Gurpreet Sodhi 203-***-**** ad2kr4@r.postjobfree.com Education and Certifications

Fintech Certificate

Columbia University, New York, New York

Master of Business Administration (MBA) in Finance The University of Connecticut, Storrs, Connecticut Bachelor of Engineering (BE) in Computer Science

Bombay University, Mumbai, India

Machine Learning (Stanford University)

Blockchain Specialization (University of Buffalo)

Financial Risk Manager GARP)

Certified in Quantitative Finance – (CQF) (Wilmott School of London). Professional Affiliations

Global Association of Risk Professionals (GARP)

Beta Gamma Sigma

Presentations and Citations

International Trade Equilibrium

Awards

GE Fellowship for International Research

Guinness World Record for “Tying Maximum Number of Turbans at Times Square” Technical Skills

Python MATLAB Neural Networks Deep Learning TensorFlow Solidity SwiftUI Oracle SQL Server MS Access PL / SQL Informatica Business Objects VBA Programming Blockchain technology Machine Learning Digital Assets Fintech Risk Methodologies Margin Methodologies Stress Framework Monte Carlo simulations Quantitative Analysis Liquidity Risk Economic Capital

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