Ameya Vijayakar, FRM

CEO

Mumbai, Maharashtra, India22 yrs 5 mos experience

Most Likely To SwitchHighly Stable

Key Highlights

20+ years in banking technology leadership
Expert in scalable analytics platforms
Proven track record in team building and global collaboration

Stackforce AI infers this person is a Fintech expert specializing in risk management and analytics platforms.

Contact

Skills

Core Skills

Technology LeadershipProject ManagementFx DerivativesRisk ManagementAnalytics

Other Skills

AkkaAmazon Web Services (AWS)Business Stakeholder EngagementC++Capital MarketsCloud-Native ApplicationsCore JavaDistributed SystemsFX OptionsFinancial Risk ManagementFixed Income TechnologyIT & Business Strategy AlignmentInterest Rate DerivativesLinuxManagement

About

Senior banking technology professional with 20+ years of experience building high performance teams and platforms for Front Office Risk and Analytics. My area of expertise lies in building highly scalable and distributed platforms for Analytics and Risk Reporting across Rates and FX Derivatives, Corporate Credit, CDS, CDX, Indices and SPG. On a day to day basis my sphere of engagement involves working with Flow Traders, FO Supervisory Risk Managers, Quants and IT Management. I have also built teams for global delivery centers for banks like Morgan Stanley and Nomura where I have been in involved with hiring of highly skilled and motivated individuals, defined an engagement model to integrate with other global teams across New York, London, Budapest, Singapore and Tokyo. This also involves creating a roadmap for skilling, knowledge acquisition and coaching of the team in concepts of Pricing, Valuation, Risk Sensitivities, Product knowledge of Rates, FX and Credit Derivatives. My Domain skills include Rates, FX and Credit Derivatives, Option Mechanics, Payoffs, Greeks, P&L Explains, Mortgage Backed Securities, TBAs, Passthrus, Pools, CMOs, Trade Lifecycle and Valuation, Front Office & Middle Office flows, Quant Model Integration My Technology skills include C++, Python, GIT, Jenkins, Ansible, JIRA, Visual Studio 17, Linux I have also successfully pursued FRM 1&2 and CFA 1

Experience

Morgan stanley

2 roles

Executive Director

Jul 2023 – Present · 2 yrs 8 mos · Mumbai, Maharashtra, India

Parametric partners with advisors, institutions, and consultants to build portfolios focused on what’s important to them and their clients.
We continue to innovate and build on a history of helping investors access efficient market exposures, solve implementation challenges, and design portfolios that respond to investors’ evolving needs. Parametric is part of Morgan Stanley Investment Management, the asset management division of Morgan Stanley.

Team BuildingProject ManagementTechnology LeadershipBusiness Stakeholder EngagementAmazon Web Services (AWS)Cloud-Native Applications+2

Executive Director

Sep 2021 – Jun 2023 · 1 yr 9 mos · Mumbai, Maharashtra, India

India head of Credit Strategists, building a highly motivated team to work alongside voice, algo traders and credit modelers in the Credit Complex business covering Corporate Credit, CDS, CDX, Indices and SPG.

Nomura

2 roles

Senior Vice President | India Head of FX & Rates Derivatives Intraday Risk

Promoted

Mar 2013 – Sep 2021 · 8 yrs 6 mos

Front Office Risk and Analytics Platform used by Traders andRisk Management for Valuations, P&L Explains, Scenario Analysis and First and Second order sensitivities to Market Factors.
Liaising with Trading Desks, Supervisory Risk Management and Quants for Book of Work prioritization, Sprint Scope and Business Requirement Analysis
Hands on contributor writing efficient pricing engines on a distributed computation model and integrating quant models using technologies such as C++, Linux, Boost, STL and Python
Tools used: GIT, Jenkins, Ansible and JIRA.
Working with Teams and users spanning New York, London, Singapore, Tokyo and Mumbai

PythonBusiness Stakeholder EngagementC++Team LeadershipTeam ManagementFX Derivatives+5

Principal

Dec 2008 – Feb 2013 · 4 yrs 2 mos

Residential Mortgage Backed Securities | June 2010 - Feb 2013
Worked with a US based Mortgage Analytics Team to setup an analytics platform for Relative Value Analysis, Risk Measures and Valuation of MBS products covering Agency TBAs, CMOs, Passthrus and pools.
Managed the team buildout in Mumbai from hiring, defining the engagement model, coaching in Mortgage Analytics and managing the delivery pipeline.
Hands on contributor using C++, Scala, Linux
Counterparty Credit Risk | Dec 2008 - May 2010
Worked with a Japan based Quant team enhancing a counterparty credit risk system for calculation of exposure and reserve requirements. Products covered: IRS, CCS
C++

Lehman brothers

Senior Developer | Fixed Income Technology and Analytics

Mar 2008 – Sep 2008 · 6 mos · Mumbai, Maharashtra, India

Rates flow technology. Worked extensively on fixed income derivatives trade capture system, interfacing the workflow components and downstream systems. SUMMIT was mainly used as a trade repository and for analytics.
C++/Solaris

Amdocs

Senior Subject Matter Expert

Sep 2004 – Feb 2008 · 3 yrs 5 mos

Worked for large scale Amdocs 6.0 (Enabler) rating engine implementation for clients like Bell Canada and Telus. The engine is primarily responsible for rating of postpaid cdr's using configured price plans.
C++/Solaris
Worked in the Amdocs R&D, Amdocs Commerce Broker conceptualization and development of certain components. The Broker is an authentication and authorization engine for VAS to be provided over GSM, IPTV platform clients. This was a very strategic fit in the Amdocs porfolio of BSS/OSS products.
C++/HP-UX/Solaris

Tata consultancy services

Systems Engineer

Dec 2003 – Aug 2004 · 8 mos

Developed utility and entertainment applications for Qualcomm based BREW phones for the CDMA networks. Frameworks were designed for phones with very limited computing and memory resources. Custom user controls were created for specific target phones to enhance the user experience. Caching mechanisms were used to minimize data request bottlenecks.
C/BREW/ARM

Yahoo!

Software Engineer

Jun 2002 – Feb 2003 · 8 mos

Developed VAS applications to be used over GSM networks. These were sms based applications with a server side command parser and business logic implementation. Inventive User Interaction models were used to maximize UI effectiveness.
C++/Free BSD