Jan 2017 – Jun 2020 · 3 yrs 5 mos

• Project - Fundamental Review of Trade Booking (FRTB)
• . FRTB is a revised standard propsed by Basel Committee on Banking
• supervision, to start reporting minimum capital requirement for market risk.
• . As part of the regulations, a trade reporting framework for all asset classes was
• developed after revising internal model approach for computing risk.
• . Developed extensive architecture comprising of micro services to have high
• reliability, performance and abstraction on each layer of trade flow and pricing of
• Fixed Income assets. Separate recon and monitoring/alerting systems were also
• placed to track and report acks/nacks.

Dec 2015 – Dec 2016 · 1 yr

• Project - QLM

Jul 2014 – Nov 2015 · 1 yr 4 mos

• Project - Banamex
• . Part of team repsonbile for developing a Front and Middle Office application
• providing Pricing and Risk/PnL calculation of various flavors of Fixed Income
• assets for the Citigroup subsidiary.
• . Multi-tier Web-based and Desktop technoligies were implemented for pricing,
• reporting and maintenance, along with separate stand alone services and
• frameworks to report trades/handoff to other Back Office and partner system
• . Responsibilities also included a good analysis of business functionality to develop
• complex pricing and reporting logics.

Oct 2009 – Jul 2011 · 1 yr 9 mos · Bengaluru, Karnataka, India

• Project - Infosys Contact Center Reporting Solutions (ICCRS)
• . Part of team responsible for developing is an integrated Web Based ASP.NET
• application, to serve as a Common Intranet application for 3 different client
• engagements