Sudip Chatterjee

Sudip Chatterjee

Valuation & Business Analytics Managing Director

BDO New York - Park Avenue Office

212-404-5598

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Executive Summary

Sudip Chatterjee is a Managing Director in BDO’s Valuation & Business Analytics practice. He has close to 20 years of industry experience and 10 years of experience providing consulting services to large global banks and other financial institutions.
 
Sudip specializes in complex securities and derivatives valuation and asset/liability management.  He has experience providing guidance on model validation and model risk management, as well as guidance involving residential mortgage-backed securities (RMBSs), asset-backed securities (ABSs), credit default swaps (CDSs), and collateralized debt obligations (CDOs). He has documented policies for a wide range of regulatory purposes, including stress testing and capital allocation analyses of banks’ balance sheets.
 
Sudip has developed and implemented price verification processes for the investment portfolios of global asset managers and opined on valuation techniques used to arrive at a fair market value of fixed income securities. He has also managed teams tasked with valuing RMBSs, ABSs, and CDOs.
 
At BDO, Sudip specializes in validating market, credit and operational risk models – based on the FED guidance on model validation and model risk management – for financial institutions of various sizes. He leads teams of analysts charged with managing interest rate risk for large financial institutions and presents the market value of equity and income simulation analyses to senior leadership.
 
Prior to joining BDO, Sudip worked at Navigant, where he led engagements related to valuation and validation of complex instrument models. Sudip has also held positions at Merrill Lynch, Mortgage IT Holdings, the Federal Home Loan Bank of New York, and Donaldson, Lufkin & Jenrette Securities.

Education

M.B.A., Finance and Marketing, University of Rochester Simon School of Business
B.S., Mechanical Engineering and Management, Illinois Institute of Technology