Sumit Sourabh
Sumit Sourabh is working as a trading Quantitative Analyst within Financial Markets, ING Bank in Amsterdam. He is responsible for the development and implementation of data-driven pricing and risk models for trading desks and risk departments at ING. Sumit has a joint position as a Research Scientist at the Informatics Institute, University of Amsterdam. He is associated with the European Union H2020 Bigdata Finance project on machine learning for trading and risk management. Prior to his current position, Sumit did a PhD in Mathematics funded by an EU Erasmus Mundus grant at the University of Amsterdam specializing in mathematical logic and theoretical computer science.
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Articles by Sumit Sourabh
Quantifying systemic risk using Bayesian networks
Creditworthiness of individual entities may offer an insight into systemic risk of financial markets