Chris Pinto is a quantitative risk analyst and AVP based in New York with eight years of cross-functional experience blending market risk, model validation, and data analytics—particularly as the sole Market and Model Risk analyst for an Agency MBS desk at BNP Paribas. Trained as a chemical engineer and later earning an MS in Management Science & Engineering from Columbia, he brings an uncommon systems-thinking perspective to interest-rate, prepayment and current-coupon dynamics, VaR/sVaR, stress testing, and regulatory reporting. Comfortable building Python-driven reports and dashboards, he also validates in-house models including prepayment dialing, IPV and reserves, and has rotated through counterparty, credit and AML model work. Early roles in sustainability, e-commerce forecasting and product leadership evidence a practical mix of technical, commercial and operational instincts, and a track record of scaling products and processes across teams and regions. Chris pairs data-curiosity with hands-on risk engineering to translate complex fixed-income drivers into actionable risk controls.
7 years of coding experience
2 years of employment as a software developer
Master of Science - MS, Management Science & Engineering, Master of Science - MS, Management Science & Engineering at Columbia Business School
Bachelor of Technology - BTech, Chemical Engineering, Bachelor of Technology - BTech, Chemical Engineering at Manipal Institute of Technology
Master of Science - MS, Management Science & Engineering, Master of Science - MS, Management Science & Engineering at Columbia University
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