Vikas Jaiswal

Product Manager

Mumbai, Maharashtra, India5 yrs 8 mos experience

Key Highlights

Expert in Public Credit and CLOs with extensive market knowledge.
Proficient in Python, SQL, and advanced data analytics.
Strong background in quantitative finance and risk management.

Stackforce AI infers this person is a Fintech professional specializing in quantitative finance and risk analytics.

Contact

Skills

Core Skills

Portfolio Risk AnalyticsPython ProgrammingQuantitative AnalysisStatistical ModellingData AnalyticsQuantitative Modelling

Other Skills

Amazon EC2Amazon Web Services (AWS)AnacondaAnova | Variance Matrix | Contingency Table | Confusion MatrixAnti-Money LaunderingBloomberg Terminal | Reuters for Bond Data | Internal Software ToolsCC++CLOColabCommunication at Work PlaceCorporate CommunicationsCredit ResearchCronCross-functional Team Leadership

About

I am currently working in the field of Public Credit specifically in CLOs, Lev Loans and Liquid Loans as Products for European and US Markets. I have studied this field in depth and covered all aspects of the portfolio. When it comes to Research, I have heavily utilised my skills in Python (for writing Cleaning, Pre-Processing and Strategising), SQL (for Data Sourcing) and Excel (for Charts). Had already worked on deconstruction of Loans as well as High Yields vis a vis their returns over Daily, Monthly and Quarterly data since 2015. Started my career in this field with JP Morgan, I have completed CFA Level 1 and B.Tech & M.Tech from IIT Kharagpur. Let's connect if you have a passion towards Public Credit, CLOs, Lev Loans , Private Credit and Other Derivatives products in your portfolio.

Experience

5 yrs 8 mos

Total Experience

1 yr 10 mos

Average Tenure

2 yrs

Current Experience

Hps investment partners (a part of blackrock)

Senior Developer- Portfolio Risk Analytics

Jun 2024 – Present · 2 yrs · Bengaluru, Karnataka, India · On-site

Built Portfolio Comparison Tool for our Risk Engine that decomposes Risk among multiple dimensions.
Built Index Risk Metrics across multiple themes and subjects, developed new features and strategized in a Python Programming Language (Mainly Pandas, Excel and SQL)
Built Funds PnL Engine and deconstructed Weights, Returns and other Analytics as per Ratings, Sector, Combined
Built monthly Premium Features with the help of Index Constituent Files and generated new Analytics as a New Product.
Built a Portfolio Risk Analytics file for over 10 Indices and 20 Funds from that produce real time results for checking on Stress in the Market

PythonSQLExcelPortfolio Risk AnalyticsPython Programming

Zelta labs

Senior Quantitative Analyst

Sep 2022 – Mar 2024 · 1 yr 6 mos · Jaipur, Rajasthan, India

Built Dashboards, PNL Charts, Backtesting Engine, Visualisation, Macro Research , Reading Charts through Crossover Region , Labelling Trading Positions, Risk Modelling , VaR Testing
Formulated and Deployed Statistical Models including Hypothesis Testing, Data Analysis, Taking trade position and Walk Forward Testing.
Portfolio Drawdown, Consistency, Maximum Dip, Win Rate, Sharpe, Sortino and Treynor.
Modelled the codes in Python Modules. Optimised the function with Efficient Memory Management in terms of CPU computation and GPU configuration.
Fine tuned the strategy by writing OOPS programming in Python and by writing efficient Python Functions to perform the task.
Deployed the final strategy over AWS EC2 Instance and using Developer Tools for continuous Monitoring.

PythonStatistical ModelsRisk ModellingQuantitative AnalysisStatistical Modelling

Jpmorgan chase & co.

Fixed Income Index Research- Data Analytics

Dec 2018 – Feb 2021 · 2 yrs 2 mos · Mumbai

Quantitative modelling of bonds with sector of issuance, industrial outlook using JP Morgan's Reference Data Tool and created monthly Quantitative Credit Rating Movement report
Integrated Bloomberg, Moody, Fitch, S&P ratings through API to capture movements/mismatches in ratings overnight and weekly report
Generated report on fundamentals vis-a-vis rating changes of universe covering Local Currency, Corporate and Sovereign bonds and their volatility in the time series
Performed sectoral risk analysis using DTAA Agreements and created methods for comparing sectors using Tax Adjusted Index Yield that seeks arbitrage opportunity in the market
Published Credit Research Report highlighting IG HY default, Sectoral default and Sovereign defaults
engaging support teams from Mumbai, Delaware and NY
Ad hoc meetings with NY Trading Desks and Equity Research Fundamentals Desk for modeling price-yield bond statistics to curate Internal Reference Data

Quantitative ModellingData AnalyticsCredit Research