Aug 2021 – Jun 2022 · 10 mos

• ▪ Model testing and validation of pricing models implemented in MUREX (MX.3), Kondor, and Quantum for a European bank
• ▪ Tested the pricing and risk sensitivities of Fixed and Floating Rate Corporate Bonds, Senior Bonds, Tier2 Callable Bonds, Covered Bonds, Loans & Deposits, Vanilla Interest Rate Swaps
• ▪ Benchmarking of live trades with Excel and Python implementation
• ▪ Documentation of test results and model specifications using LaTeX
• ▪ Tested IR products under the new discounting framework using SOFR curve
• ▪ Tests conducted: Price Replication, Risk sensitivities benchmarking, Sensitivity Analysis, Lifecycle events
• ▪ Documenting test results for a selective list of trades on a monthly basis - to ensure the soundness of the model

Jan 2019 – Aug 2021 · 2 yrs 7 mos

• >> Applying Econometric Methods, delivering projects using STATA, guiding students in core economics subjects
• Data Methodologies learnt and applied  Fixed and Random Effects estimation, Probit/Logit Regression, Two-Stage Least-Squares (2SLS) estimation, Difference and System Generalized method of Moments (GMM), Static and Dynamic Panel threshold estimation, Pooled Mean Group estimation, ARCH, GARCH, Vector Error Correction Model (VECM), Extreme Bound Analysis, Principal Component Analysis, Ordinary Least Squares, Granger Causality, Structural Equation Modelling and Hypothesis Testing
• Application of above methodologies using STATA
• Teaching Assistant for courses  Principles of Economics, Econometric Methods, Issues in Economic Development and Financial Risk and Analytics
• >> Key projects
• RFM Analysis – using K-means clustering
• Impact of Globalization on Economic growth: Case of Economic Globalization (Under Review)
• Interactive Effect of Foreign Aid and Institutional Quality on Economic Growth in Developing Countries
• Impact of Economic Growth on Environment: Using Adjusted Net Savings (ANS)
• Evaluation of India’s Trade: A Gravity Model Approach

Oct 2017 – Sep 2018 · 11 mos · Mumbai, Maharashtra, India

• ▪ Compiling sensitivities and full revaluation P/L numbers for CCAR 14Q submissions-Trading Schedule and producing documentation and presentation to senior management and regulators related to regulatory capital stress-testing.
• ▪ Awarded Certificate of Recognition for outstanding performance and contribution to Deutsche Bank’s Risk Narrative

Jul 2016 – Dec 2016 · 5 mos · Mumbai Area, India

• ▪ Tracking, analyzing and escalating issues in Market Risk sensitivity numbers used for bank’s internal risk calculation, specific to Credit Line of Business.