Chitro Majumdar

Chief Founder, Managing Director & Chief Strategist of Models


Chitro is a global voice on CAT (Natural Catastrophic Model: Earth Quake & Cyclone) Risk and Climate Risk Measure. Chitro is the key initiator of Climate Finance Risk Forum (proposal on the road to COP21, Paris summit). Chitro is a senior researcher on Applied Probability Theory who is currently designing algorithm on AI Ethics. Chitro has Chaired European Commission’s AI Policy panel in Brussels end of 2017.

Since last two decades Chitro’s key leadership has been reinvigorated sovereign institutions on Model Validation & Investment Risk across countries. Chitro is a global expert in Strategic Risk Measures, Climate Risk, Enterprise Risk Management, Operational Risk, Asset Allocation & Financial Risk Management, consulted multi-national funds, Swiss, Italian, Omani Pension Funds, UAE Govt. bodies and Bermuda Monetary Authority.


He has worked with major banks, (re)insurance entities, investment and reinsurance bodies in NY, London, and Zürich and has connections in the BFSI and energy industries, including in the “C” suites of major participating firms. Chitro is a frequent speaker of climate risk, quantitative model based risk and model risk conferences across Asia, Middle East and Europe. He has developed strategic level operational, financial, actuarial engineering tools via Dynamic Financial analysis (DFA) in 2007 from Zürich.  


Since year 2000, Chitro is a seasoned speaker in BFSI and actuarial seminars globally and well known in the seminar circuit. Chitro has published many articles in global magazines in the BFSI domain. His academic work includes doctoral research in risk management partially with ETH-Zürich and MMC-Kiel; in 2004 he has initiated Non-linear Stochastic Markov chain Monte Carlo Methods for Actuarial Engineering at Harvard. Since 2010 Chitro has been working-on various projects on investment risk, counterparty risk and currency risk mitigation strategies based asset allocation for SWF/Pension Fund.

Titre 1


Thursday, 19th -11:20 p.m. to 12:10 p.m.

Concurrent session 1.3 - Climate at Risk: a Risk Management approach


Climate risk is a major risk requiring the development of monitoring tools in the same way as traditional risk types. Quantitative and transparent methodologies are urgently needed. We propose an approach in the quest for this measure.

·       Framework of the urgency

·       State of the art

·       CaR measure : Climate at Risk measure

with Dr. Luc Neuberg, Chairman of the Board, ALRiM

        Prof. Dr. Martin Voigt, Professor, Trier University of Applied Sciences

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