Oct 2014 – May 2022 · 7 yrs 7 mos · London, United Kingdom

• JPMorgan Chase & Co. (NYSE: JPM) is a leading global financial services firm with assets of $2.6 trillion and operations worldwide. The Firm is a leader in investment banking, financial services for consumers and small businesses, commercial banking, financial transaction processing, and asset management. A component of the Dow Jones Industrial Average, JPMorgan Chase & Co. serves millions of consumers in the United States and many of the world's most prominent corporate, institutional and government clients under its J.P. Morgan and Chase brands. Information about JPMorgan Chase & Co. is available at www.jpmorganchase.com.

Jan 2008 – Jun 2014 · 6 yrs 5 mos

• Worked on designing new in-house risk and portfolio management application. This involved building in house Quant library as well as using opensource library QuantLib.
• Defining and developing instrument, pricing the instrument and risk calculations.( Among the implementation done, one of the pricing model involved implementing Least Square Distributed Monte Carlo for pricing American and Bermuda options.)
• Portfolio management. This also involved calculation of Pnl, development of tools for Portfolio stress testing, and tool for calculating hedge effectiveness of possible hedges using statistical techniques such as VAR Reduction Analysis, Regression Analysis, Dollar Offset Analysis and Variance reduction Analysis.
• Implemented VAR using Historical and Monte Carlo Simulation.
• Worked on designing new in-house product for analysing new investment strategy using Real option and Game-theory. This involved building in house Quant library as these kind of product currently don't exist in the market. In Real option one of the project I worked on was Biotechnology Investment Valuation(Part of INBIOSOIL Biological Control EU FP7 Funded Consortium). Implemented Real Options using Distributed Monte Carlo Simulations combining it with decision tree.

Jan 2004 – Jan 2008 · 4 yrs

• o Worked on the implementation of the Feature Recognition Library on Solid Works for
• Halliburton. Mainly involved in the development of Feature Recognition algorithms and its
• implementation for special counter grooves, hole in the solid body using the concepts of solid
• modeling. Main work was in the field of Turn Feature Recognition.
• o Worked on Development of API (Application Programming Interface) libraries for ACIS which
• is the kernel for solid modeling. This will be used for the development of Solid Works based on
• ACIS. My work in the ACIS kernel is the development of Healer Algorithm. The healer is the
• API that is used for repairing the defective models. These defects get generated when the
• model developed on one modeller is transformed into the other modeler type using the
• translator. These defects are of the type of change of topology, gaps between faces, edges
• and vertices etc.