• Valuing derivative products, including IRS, IRS Cap/Floor, FX Forwards, Options, Cross Currency IRS, CDS, CDX, and Structured Derivatives.
• Conducting quantitative analysis to validate hedge effectiveness of derivative instruments.
• Assessing and valuing clients’ derivative trading book portfolios, including amortization schedules and vanilla structures.
• Leading pricing model vetting, applying quantitative modeling techniques for risk assessment and pricing precision.
• Guiding and training the team, effectively integrating resources on complex projects for optimal results.
• Streamlining data resources to enhance accuracy in derivative product valuations.
• Developing and implementing risk assessment frameworks to analyze exposure across derivative products and market factors.
• Monitoring and stress-testing portfolios to evaluate sensitivity to market fluctuations, credit risks, and counterparty exposure.
• Conducting backtesting and benchmarking of risk models to validate performance against historical data and market trends.
• Engaging in regulatory reporting and compliance reviews, ensuring adherence to Basel III, FRTB, and other market risk requirements.
• Analyzing liquidity risk in derivative portfolios and recommending strategies for optimal asset allocation and funding.

• Developed and refined a model ecosystem for Multi-Asset Portfolios in Excel and Python, using regime shift, statistical, and econometric modeling.
• Conducted rigorous backtesting of models and indicators to enhance portfolio efficacy and guide strategic asset allocation.
• Researched asset allocation and risk mitigation strategies to inform portfolio decisions and drive alpha generation.
• Provided marketing support through performance attribution, detailed analysis, and reporting on portfolio insights.
• Optimized portfolio risk-return profiles by integrating quantitative factors and macroeconomic indicators into investment models.
• Designed scenario analyses and stress tests to assess portfolio resilience under various market conditions.
• Enhanced model accuracy through machine learning techniques, refining predictive capabilities in asset allocation decisions.
• Built dashboards to visualize key portfolio metrics and performance trends, facilitating real-time decision support for investment teams.
• Supported portfolio rebalancing strategies based on market signals, economic shifts, and evolving risk parameters.

• Developed and maintained performance monitoring frameworks for DB Pension Schemes, focusing on valuations, asset allocation, and funding levels.
• Conducted emerging risk assessments and tracked funding levels to support strategic decisions for DB Pension Schemes.
• Monitored LDI portfolios and Clwyd alternative investment schemes, with a focus on £500 million AUM.
• Automated fund overview processes for 150+ funds, implementing scalable models with automated inputs and output reports.
• Reconciled IRR and fund performance, facilitating effective communication with UK counterparts.

INTERNSHIPS :

JMarathon Advisory Services Pvt. Ltd.
April 2020 – June 2020

• Conducted in-depth analysis of Indian stocks, commodities, derivatives, currencies, and global markets using fundamental and technical analysis techniques.
• Participated in live trading sessions alongside research analysts, applying real-time strategies for market gains.
• Utilized econometric models for comprehensive currency and commodity analysis, supporting data-driven decision-making.

Bombay Stock Exchange
July 2018 – October 2018

• Analyzed seasonal behavior patterns in companies, building a model to identify and categorize seasonal trends.
• Developed a statistical model to detect and quantify seasonality in companies, enhancing predictability in market movements.
• Translated qualitative seasonality into quantitative data, enabling systematic ranking of companies based on seasonal performance factors.

• IISER Spread the Smile (2013): Volunteered as a teaching assistant, supporting educational initiatives.
• Lok Raj Sanghathan (2013-2017): Served as a member, contributing to community-focused activities.
• Event Head – Science Exhibition, V.G. Vaze College (2015): Conceptualized and organized a successful science exhibition, showcasing innovative projects.

ACHIEVEMENTS :

• 1st Place – Trading Competition at JMarathon (2020): Won first place in a competitive trading simulation.
• 1st and 3rd Place – Science Exhibitions (2011-2013): Awarded top positions in science exhibitions at both school and college levels.
• Vedic Mathematics Achievements (2008-2009): Secured 2nd, 1st, and 3rd place in Levels I, II, III, and IV of Vedic Mathematics competitions.