Rohit Ghosh

Experience

• 

  The University of Texas at Austin

  Jan 2001 - Jan 2007

  Assistant Instructor/ Teaching Assistant

  I worked as an Assistant Instructor within the Department of Mathematics. In this role I worked in the Emerging Scholars Program. This is an honors level program aimed at incoming freshmen who have shown academic promise at the high school level. My primary responsibility was supplementing formal sessions run by professors/lecturers with tri-weekly working sessions for 20 students from various backgrounds including engineering, medicine and the liberal arts. I was responsible creating course material for the weekly sessions. The curriculum was largely focused on calculus.I worked as a teaching assistant within the UT Department of Mathematics. I was responsible for 2 to 3 sections of about 30 students each, from mainly engineering backgrounds. The key tasks included running classroom sessions to supplement formal sessions held by the lecturer and grading examinations which would then contribute to the students overall grade. In addition to this, I held office hours for students who needed further assistance. The classes taught were Linear Algebra, Probability and Calculus. Show less

• 

  UBS

  May 2007 - Aug 2007

  Summer Associate
• 

  UBS

  Jan 2008 - Dec 2008

  Associate: Model Validation
• 

  BT Group

  Oct 2010 - Apr 2012

  Manager/Assistant Manager Investment Risk (Quant)
• 

  Standard Chartered

  May 2012 - Oct 2014

  Quantitative Analyst: Counterparty Credit Risk Models
• 

  Bank of America Merrill Lynch

  Nov 2014 - now

  Model Validation Rates & FX Interest Rate Derivatives, Model Validation Interest Rate Derivatives, Model Validation Model Validation of Couterparty Credit Risk and CVA models.

  • Director

    Feb 2022 - now

  • Vice President

    Feb 2018 - Feb 2022

  • Assistant Vice President

    Aug 2016 - Feb 2018

  • Assistant Vice President

    Nov 2014 - Aug 2016