Savita Verma

Savita Verma is a financial risk management professional with expertise in market and credit risk. Her work experience covers risk management in the banking industry, in the financial risk management systems design and delivery industry, as a finance academic, and in marketing research. With more than 24 years of experience, Savita has held roles covering economic capital methodologies, credit and risk analytics, financial engineering, and academic and applied research in a number of countries. RBC Capital Markets, Algorithmics, Misys, Scotiabank and at the Schulich School of Business at York University, Toronto are among the institutions she has worked at. She has authored and co-authored articles and books on finance.

Savita has a Ph.D. in Business Administration (Finance) from the University of British Columbia, Canada, and a Ph.D. in Mathematics from the Indian Institute of Technology in Kanpur, India. She is currently Manager, Quantitative Modeling Team of the Risk Architecture Department and a member of the Analytics & Risk Technology (ART) Project Team - at the UK Financial Services Authority (UK FSA).

Book contributions by Savita Verma

Managing Illiquid Assets

Edited by Savita Verma, Vijay Krishnaswamy, Eric Takigawa and Michael Schouten

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