Chitro is the founding Chief Scientific Officer (CSO) of R-square RiskLab (RsRL). Founded in 2010 with the ETH-Zürich spin-off mathematics professor emeritus, RsRL is an independent strategic risk advisory along with one of the key specializations of organizing consortia for ministries and CEOs. Chitro is a global expert in Energy-Finance (Climate-Finance), Strategic Risk Measures, 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 energy & 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, energy finance and actuarial seminars globally and well known in the seminar circuit. Chitro has published many articles in global magazines in the BFSI and energy finance domains. His academic work includes doctoral research in risk management partially with ETH-Zürich and MMC-Kiel; in 2004 he has contributed Non-linear Stochastic Markov chain Monte Carlo Methods for Actuarial Engineering in University of Harvard. Later in 2005 based on those mathematical theories he has developed DFA (Dynamic Financial Analysis). Since 2010 Chitro has been working-on various projects on investment risk, counterparty risk, derivatives and currency risk mitigation strategies based asset liability management (ALM) for financial institutions which include SWFs/Pension Funds.
Chitro is also a senior academic researcher on Applied Probability Theory who is currently designing algorithm on AI Ethics concepts. Chitro’s criticism could help of building framework for sovereign’s AI Policy, Ethics, Regulations and Supervision.