Chitro Majumdar
Chitro Majumdar is a founder of R-square and the Chief Scientific Officer (CSO) of R-square RiskLab.
He is an expert in quantitative hedging strategies, credit derivative & financial risk management,
consulted multi-national funds, UAE Govt. bodies and Bermuda Monetary Authority.
He has ten years of experience in strategic level financial & actuarial engineering, Dynamic financial
analysis (DFA), investment banking & fund management, risk management and consulting experience in US,
Europe, Middle East & South East Asia. Prior to that Mr. Majumdar has worked with Oracle Financial Services,
ARW- Switzerland, ETH-Zurich, MMC-Kiel, P-Analytics and taught at NMIMS, IFMR, IILM and various places.
Since year 2000 he is a seasoned speaker in BFSI and actuarial seminars globally and well known in the
seminar circuit, he has published many articles in global magazines in the BFSI domain, his current
interests also on supply chain risk management (currently associated with BristleCONE); custom risk
management (currently associated with a research body in HEC/ EPFL- Lausanne); energy derivatives,
cost benefit efficiency modeling and telecom risk management.
Recently Mr. Majumdar has presented Gold & Oil Forecasting Accuracy model at ASTIN 2009 in Helsinki.
His academic works include a doctoral research in risk management partially worked with ETH-Zurich
and MMC-Kiel; in 2004 he has initiated Non-linier Stochastic Markov chain Monte Carlo Methods for
Actuarial Engineering in University of Harvard and currently he is working-on an advance stage
thesis of a possible D.Sc. project on CDO prices as implied Gaussian copula numbers.