Anindya Basu currently heads the Rapid Stress Testing (RST) program at Citi which is part of the Enterprise Risk Management (ERM) division. The RST program was set up to perform a quick assessment of the potential impact of rapidly evolving active and emerging risks and complements regulatory stress testing programs such as CCAR.

Prior to this Anindya has held roles as a fixed income researcher where he was ranked by Instituational Investors in the top 3 Credit Derivative strategists 3 years in a row and as a quant developer for credit trading strategies and pricing models for structured products.