May 2022 – Present · 3 yrs 10 mos

• Vice President - Credit Systematic Market Making - Credit Portfolio Trading.
• Pricing, inventory and risk management of credit portfolio trades.
• Designing synthetic custom trades and indexation strategies to run a low cost hedging book.
• Structuring trade solutions for asset managers and insurance companies with focus on index tracking, xccy repacks, thematic portfolio baskets, custom investment criterias, buy/sell proposals to optimize fund holdings etc.

Jun 2017 – May 2022 · 4 yrs 11 mos

• As a strat with the Prime Brokerage and Synthetic Products desk, My focus has been on:
• > Inventory Management: Building a central inventory data driven analytics to understand the factors driving the equities financing business run rate. These analytics also flow into client pricing and liquidity risk engines.
• > Funding: Building the tool to efficiently manage the firm's funding liabilities( secured and unsecured ) by generating an optimal deal action plan under inventory, capital and liquidity constraints.
• > Liquidity risk: Involved in liquidity risk modelling with focus on generating contingent trade proposals to minimize liquidity need in stress conditions accounting for capital metrics, regulations and trade optionality.
• > Risk Analytics: Analyse and suggest minimal cost IR swap portfolio to hedge desk IR exposure

May 2016 – Jul 2016 · 2 mos · Bengaluru Area, India

• As an intern with the Synthetic Products desk, I worked on optimizing for the bond portfolio to be traded with treasury to cover the desk funding needs.