Oct 2018 – Apr 2023 · 4 yrs 6 mos

• Push the firm’s Equities Axe List Offering to Systematic and Quant clients across Developed & Emerging Markets
• Major responsibilities include pricing analytics and developing an internal model for Cusip level funding cost and liquidity cost to selectively offer tighter axed pricing
• Led an initiative to systematically generate funding cost based axed pricing proposals for multiple clients & markets
• Track Pricing Stability, Client Hit Rate and use the feedback loop to improve pricing model, Client experience, Balances and Pnl Growth

Oct 2018 – Jan 2021 · 2 yrs 3 mos

Aug 2017 – Oct 2018 · 1 yr 2 mos · London, United Kingdom

Mar 2015 – Feb 2017 · 1 yr 11 mos · Bengaluru Area, India

• o Devised and deployed a cross-exchange, multi-leg, statistical arbitrage strategy from scratch
• o Identified areas of improvements for increased market participation ( 4 %). Strategy has been running since Aug’ 2015
• o In-depth trade analytics (through Python) for classifying and reducing slippages and latency (across all components of a multi-server trading system and market data system)
• o Working knowledge of the ITCH, OUCH and FIX protocols to build a Multi Threaded Order Management System and Market Data Handler in Linux environment.
• o Proficient in developing production ready low latency strategies in C++ on the FlexTrade platform in Linux Environemnt

Feb 2014 – Dec 2014 · 10 mos · Singapore

• oLead and liaise on templates creation for pricing and risk analytics of vanilla and structured derivatives across Equity, FX and Interest Rate Asset Classes
• oIn-depth knowledge of pricing derivative products (Vanilla Option, Barrier Option, Accumulators, Equity Linked Note, Swap, Swaption, CapFloor and Range Accrual) by using standard Market Models (Black, Hull & White, Local Volatility and Stochastic Volatility)
• oUse pricing templates to develop custom implementations of Cross Asset Server, a derivative pricing and risk calculation server) to run end of the day mark-to-market valuations of a bank’s entire portfolio
• oAssist Quantitative Support team on client queries related to Price and Greeks behavior w.r.t models and numerical methods usage
• oManage client and vendor during project execution and provide onsite client support
• oAssist in preparing pre sales demo for potential clients; test new products in pipeline

Oct 2012 – Apr 2013 · 6 mos · Singapore

• oImplemented Reverse Scenario Analysis, on the basis of variation explained by Principal Components
• oStrengthened the Quantitative Modeling efforts for Soft Commodities and Base Metals
• oProgrammed a multi-threaded back-end system (of an investment Analytics Platform) having large memory footprint and in-memory computations, including end-to-end bug fixing.

Dec 2011 – Jul 2012 · 7 mos · New Delhi Area, India

• oBuilt a constrained linear optimization algorithm to estimate time of arrival of next bus (in real time)
• oCoded the backend system for the same in C++, which is currently being used to display time of arrival of next bus, on the Public Information System
• oModeled real time traffic condition and created a prototype of heat-map, by analyzing GPS data from the public transit buses in Delhi as probes.

Jul 2010 – Dec 2011 · 1 yr 5 mos · Hyderabad Area, India

• oConceptualized & developed a diagnostics framework for the software product, SOA Gateway
• oImplemented new functionalities, migrated old functionalities and assisted testing team for release

May 2009 – Jul 2009 · 2 mos

• Developed a compression algorithm for directed graphs based on existing scheme for undirected graphs. It Compresses the brain graph model up to 60% whereas comparable random graphs are only 25% compressed. Thus it established the existence of a pattern of connectivity in brain as opposed to being a random graph.