SENIOR QUANT (LEAD LEVEL – L4), RSRL

Ratanlal Mahanta
Quantitative Research • Model Validation • AI Finance

Experienced Quantitative Researcher with 13+ years in computational finance, risk modelling, and AI-driven solutions. Specialized in model validation, credit risk modelling, market risk analytics, IRRBB, FRTB, CVA, tail risk hedging, derivatives pricing, and trading system design.

13+
Years Experience
IRRBB / FRTB / CVA
Core Domains
C++ • Python • R
Tech Stack

“Model risk is hidden risk.”

— Ratanlal Mahanta

Professional Overview

Research Visual Analytics

Citation growth, research concentration, and collaboration analytics.

Citation Growth Timeline

Simulated growth using provided profile trend (2015–2026).

Research Domain Concentration

Cross-domain influence across Quant Finance, Risk, AI, and Systems.

Research Collaboration Network

Viswa Viswanathan
Computing & Decision Sciences
Edina Berlinger
Quant Finance
Sergio Scandizzo
EIB • Risk Research
Dániel Havran
Capital Markets
Barbara Dömötör
Financial Data Science
Radia Johnson
AI & Life Sciences
Atmajitsinh Gohil
ML Research
Gergely Daróczi
Data Science
Chitro Majumdar
Mathematician
Sudarsan Padhy
Mathematician
Suresh Kumar Gorakala
Data Science
Eryk Lewinson
Data Science

Research Influence Radar

Relative strength across modelling, validation, AI, regulation and systems engineering.

Recent Publications

A Large Language Model for Corporate Credit Scoring

C Majumdar, S Scandizzo, R Mahanta, A Mandal…

International Risk Management Conference, Milan 2024 · arXiv:2511.02593 · 2025

A Structural Approach to Pricing Credit Default Swaps

R Mahanta

SSRN 5783323 · 2025

AI-Driven CVA and Market Risk Modelling

Odisha AI Symposium (OAIS)

SSRN 6135009 · 2026

Systemic Risk and Stress Testing: Derivatives, XVA, and Endogenous Liquidity Amplification

SSRN 6142810 · 2026

Nonlinear Stochastic Differential Equations with Applications to Derivative Pricing and RegTech

ICAAA & Odisha Mathematical Society

SSRN 6171348 · 2026

Making Facts by Design

IIM Calcutta · 2026

CRYPTOCURRENCY TRADING

B Vaida

Packt Publishing Ltd · 2023

Hands-On Financial Trading with Python

J Pik, S Ghosh

Packt Publishing · 2021

2021

Python Algorithmic Trading Cookbook

P Dagade

Packt Publishing Ltd · 2020

2020

Python for Finance Cookbook

E Lewinson

Packt Publishing Ltd

2020

Learn Algorithmic Trading

S Donadio, S Ghosh

Packt Publishing Ltd

2019

Machine Learning with R Cookbook

AS Bhatia, CDC Yu-Wei

Packt Publishing Ltd

2017

R: Recipes for Analysis, Visualization and Machine Learning

V Viswanathan, S Viswanathan, A Gohil

Packt Publishing Ltd

2016

Building a Recommendation System with R

SK Gorakala, M Usuelli

Packt Publishing Ltd

2015

Mastering Python for Data Science

S Madhavan

Packt Publishing Ltd

2015

R Data Analysis Cookbook

V Viswanathan, S Viswanathan

Packt Publishing

2015

Machine Learning with R Cookbook

CDC Yu-Wei

Packt Publishing Ltd

2015

Mastering R for Quantitative Finance

E Berlinger et al.

Packt Publishing Ltd

2015

Mastering Scientific Computing with R

P Gerrard, RM Johnson

Packt Publishing Ltd

2014

R Machine Learning Essentials

M Usuelli

Packt Publishing Ltd

Quant Journey Timeline

Major milestones across research and engineering progression.

Core Quant Domains

📉

Model Validation

🧮

Stochastic Modeling

📊

Risk Analytics

🤖

AI Integration

RsRL Experience (2019–2025)

Derivative Pricing | May 2025 – Aug 2025

  • Executed full-scope model validations with reproducible Python code and audit-ready reports.
  • Challenged modelling assumptions and statistical tests across validation stages.
  • Delivered technical documentation aligned with quantitative best practices.

FRTB SA & Repo Pricing | May 2025 – Aug 2025

  • Built modular FRTB SBA platform aligned with Basel III BCBS d457.
  • Developed repo pricing framework covering collateral, haircut and funding risks.

IRRBB & FTP |Oct 2024 – Mar 2025

  • Led IRRBB balance-sheet simulation for EaR and EVE under regulatory scenarios.
  • Developed behavioural models for NMDs, prepayment, and early redemption risks.
  • Enhanced FTP curve construction and liquidity premium calibration.

CVA | Oct 2024 – Dec 2024

  • Computed CVA using Hull–White one-factor model and Monte Carlo simulations.

FRTB SA | May 2022 – Oct 2023

  • Implemented FRTB SA frameworks across FX, IR, commodities.
  • Managed model governance, documentation, and tail-risk hedging analysis.

Model Audit & Review | 2021

  • Validated VaR/ES models and governance policies.
  • Reviewed tail risk hedging frameworks independently.

Derivative Pricing | Aug 2019 – Mar 2021

  • Validated 18 FX and IR derivative products (vanilla & exotics).
  • Used SLV and HW2F models for MtM valuation and Greeks.
  • Finite difference Delta/Vega sensitivity analysis.

Model Validation | Jul 2014 – Jul 2015

  • Corporate default modelling using Merton distance-to-default approach.
  • Validation of pricing and hedging models for prudent risk management.

Quant Analytics Snapshot

Domain Distribution

Model Output Growth