Apr 2018 – Jun 2019 · 1 yr 2 mos

• Derivative Valuations

Jan 2016 – Mar 2018 · 2 yrs 2 mos

• Derivatives valuations, Development of quantitative solutions across multiple asset classes

Jan 2015 – Dec 2015 · 11 mos · Mumbai Area, India

• Valuations - Counterparty credit risk (CVA, DVA), Funding valuation adjustments (FVA), Valuations of structured credit products (CDS, CDO, CVA Portfolios) , IPV Calculations, Stress Testing & Regulatory Reporting.

May 2013 – Jan 2015 · 1 yr 8 mos · Hyderabad Area, India

• Work closely with Structuring, Trading and Sales desks to come up with structured derivatives solutions for bank’s clients across interest rates, FX, indices and credit
• Managing stakeholder relationships various structured product team
• End to end delivery management including hiring, training and performance appraisal
• Manage and oversee timely and accurate delivery of projects and day to day assignments

Dec 2011 – May 2013 · 1 yr 5 mos · Kolkata Area, India

• Set up operations of business from zero level by hiring recruiters, acquiring infrastructure and setting up office. Maintained strong relationships with key contacts in existing client base and expand new client base. Prepared and conduct client presentations to showcase capabilities to new clients

Feb 2011 – Nov 2011 · 9 mos

• The Corporate Sales team, Singapore, proposes investment and hedging ideas to corporates across APAC region across interest rates, FX, commodities and credit.
• Worked closely with Debt & Equity Capital Markets and Wealth Management to identify and understand client’s financial exposure to interest rates and FX and structure solutions to meet the requirements

Jan 2008 – Jan 2011 · 3 yrs

• − Developed both asset and liability side solutions for clients by understanding client’s risk/ return profile
• − Risk management solutions –market risk, credit risk and liquidity risk management strategies
• − Priced exotic derivative structures – Monte-Carlo simulation, numerical methods like Newton-Raphson techniques, pricing using legacy models
• − Developed and maintained structured product templates for re-pricing and risk assessment
• − Performed scenario and sensitivity analysis of various derivative structures
• − Performed back-testing of various Indices linked structures
• − Prepared bespoke client presentations and marketing materials
• − Worked with legal and compliance teams to draft term-sheets of trades

Jan 2006 – Dec 2007 · 1 yr 11 mos · Kolkata Area, India

• Traded Short Term Interest Rate derivatives strategies in LIFFE and EUREX. Took short term positions in outright future contracts, calendar spreads and butterflies based on technical analysis of market levels
• Worked closely with other traders to develop and implement yield curve strategies on US and German govt. bond futures.

Jun 2005 – Dec 2005 · 6 mos