Jun 2022 – Mar 2024 · 1 yr 9 mos · Hybrid

• Worked on Calypso V16 and V17 - XVA and MCPFE

Nov 2020 – Jun 2022 · 1 yr 7 mos · Pune, Maharashtra, India

• Worked on an Intra Month Subledger issues related to suspense and Intercompany stream.
• Responsibility of capturing details related to issues from product controllers and obtaining sign-off on proposed solutions.
• Co-ordination with IT Team and Stakeholders for understanding of issues and complete resolution of the issues.
• Responsible for capturing the test results together with QA & testing team as well as clients.
• Issues related to Trial Balances and Mapping related to Trial Balance.
• Worked on the configuration changes for clearing the suspense in postings.
• Worked on Documentation related to release process and approvals from various department to make the change live.

Jun 2020 – Mar 2024 · 3 yrs 9 mos · Pune, Maharashtra, India · Remote

• Specialist (Trading, Research & Back testing Activity)
• Worked in Equity (EQ), Equity Index, and Futures & Options (including both Index and Equity Options), with a deep understanding of various financial instruments and market dynamics.
• Developed strategies focused on Index options, particularly for expiry and intraday trades, aimed at capitalizing on short-term market movements and maximizing profitability.
• Strong knowledge of pricing and payoff structures for multiple strategies, with specialized expertise in replicating futures payoffs using synthetic options.
• Good Understanding of Greeks and Hedging (Delta Neutral, Delta Gamma Neutral strategies).
• Backtesting: Led the backtesting process for different strategies across various timeframes to evaluate their performance under historical market conditions. Utilized Python-based automation to run simulations and refine strategies. Prepared detailed reports outlining the results, which were then presented to stakeholders for review and approval before the strategies implemented live.

Jun 2016 – Sep 2020 · 4 yrs 3 mos · Pune, Maharashtra, India

• Exposure to EQ, FX, FI & Swaps structured products (Derivatives)
• Experience of both waterfall & agile projects. Also, hands on JIRA.
• Ability to gather business requirement from the clients & provide end-to-end product solution. Also, Review & Implementation of business changes
• Good understanding of trading & clearing lifecycle, as well of regulatory requirements
• Analysed & configured complex financial structured products in EQ & FX Domain
• Conducted client training sessions attended by 15+ RM & Dealers
• Worked onshore with pre-sales team for demo sessions of new clients, business meetings
• Worked on FSD & BRD documentation
• Configuration support, Front office work-flows, Support related to front office static data creation, Support related to user access rights configuration & user management
• Worked closely with users in understanding requirements to enhance existing functionality. Management & resolution of any system issues that arise with users
• Ability to troubleshoot and identify problems, follow directions, collect data, establish facts and draw valid conclusions.
• Experience of working with company’s senior stakeholders.
• Review/sign off on QA test cases and provide inputs for UAT plans. Coordinate for UAT execution, defect management & support
• Responsible for tracking of the production incident, service request & made sure that it is closed in strict timeline
• Coordinated with various teams including offshore support staff for all issues, analyse root cause & assist in efficient resolution of all production issues
• Worked on various interfaces like T24 Core Banking, Datawarehouse, Front Arena
• Test Closure & Monitoring: Participated in Post-Project review & track post-install incidents for root cause analysis & improvement opportunities