Quantitative Opportunities within the Model Risk Group

Charts and Models Stock Image

Come find out about career choices for students with quantitative degrees and backgrounds.

Babbio Center Room 219 | Feb 16 | 5-6PM

We offer insights into choice of careers for graduating students with quantitative degrees and backgrounds. Areas like model development, validation, data and analytics have provided multiple options for career progressions in risk management, business and finance. We will provide more details on the options available with a focus on model validation and what prospective students may expect in such careers.


Samir Abrol Image

Samir Abrol is the Chief Model Risk Office and Head of Data Governance at Santander USA. Samir has 30+ years in Risk & Capital Markets managing global teams and content across multiple global banks and hedge funds covering portfolio trading and algorithmic trading (high and medium frequency), quantitative statistical arbitrage, model development, model risk/validation and model governance and addressing regulatory feedback.  He has worked at the Stock Exchange, Merrill Lynch , Morgan Stanley , Old Lane Hedge Fund , Citigroup and EY (consulting)  His experience spans a wide array of model types including trading and banking book, consumer, market and credit risk models. His academic background covers accounting, finance, quantitative and risk management degrees and published papers include risk of Market Microstructure and High Frequency Trading.

Siddharth Dagar Image

Siddharth Dagar is the Head of Model Validation at Santander USA. Siddharth has 20+ years of experience in Model Development and Validations at major global investment banks and financial services companies. Siddharth has an Masters in Business Administration (MBA Finance and Corporate Strategy) from University of Michigan and a Masters in Financial Engineering (MFE) from Baruch College, CUNY. Prior to joining Santander in 2022, Siddharth was heading Model risk for Asset and Wealth Management division at JP Morgan Chase and company.