Aug 2024 – Jun 2025 · 10 mos · Mumbai, Maharashtra, India · Hybrid

• Worked as a Business Analyst In Retail lending & Payments - Mortgage Team.

Aug 2022 – Apr 2023 · 8 mos · Kharagpur, West Bengal, India · On-site

• Supervisor: Prof. Sujoy Bhattacharya, Vinod Gupta School of Management, IIT Kharagpur
• Project -2
• Objective:- Prediction of Tail Risk Interconnectedness for the banking industry in the Asia-Pacific region.
• Extracted Data of Daily Returns and 6 Macro State Variables like 3 months, 10 year T-bond yields, Interbank Offer Rate for more than 5 countries Initially
• Trained GARCH(1,1) model to get data for market volatility
• Used LassoNet model that helped to increase the accuracy of prediction by reducing Quntile Loss by 12% than previous best GBM model
• Project-1
• Objective:- Prediction of one month ahead Idiosyncratic Volatility and analysis of IVOl over period of COVID-19
• Collected Daily return data for 770 +firms trading on NSE over period of 10 Year
• Used EGARCH model to predict 1 month ahead Idiosyncratic Volatility for each firm.
• Analyzed impact of COVID -19 with Fama - French 3 factor model.

Jun 2022 – Aug 2022 · 2 mos

• We developed a hedging strategy with Nifty 50 Put Options for our portfolio in the down-trending market.
• 1) When do we need to hedge?
• Analyzed Nifty50 historical data and found that at the time of High PE ratio and Low Volatility, we need to hedge
• 2) How do we going to hedge?
• After consideration of various strategies we decided to go with Nifty50 Options
• Collected data on the Price of Option, Strike Price, and Underlying Price for Nifty50 options with the help of Python and NSEpy over 21 years
• Used Nifty50 Option with various monthly expiries buying them with Nifty50 on a rolling basis in difficult times
• Got a CAGR of 12.97%, beating CAGR of 9.62% for a Portfolio that consisted of Nifty50 over the same period of time

Jun 2021 – Jul 2021 · 1 mo · Remote

• Analyzed Cement Manufacturer Company performance by evaluating financial ratios like Debt-equity, Current, & Acid-test for FY 2019-20
• Forecasted Financial statements for FY 2022-24 using a revenue model framed with the help of management calls & external market news
• Determined that stock is undervalued by 64% by estimating its intrinsic value using Discounted Cash Flow method and Relative Valuation

Jun 2020 – May 2021 · 11 mos

Sep 2019 – May 2020 · 8 mos