Sep 2015 – Aug 2019 · 3 yrs 11 mos

Mar 2013 – Aug 2015 · 2 yrs 5 mos

• August, 2014 - August, 2015: GSM Strategic (Agency Mortgages & Rates Prop.) Trading
• Supported senior mortgage and rates traders on the desk in bond analysis & trade execution, risk management & scenario analysis and researching Macro themes
• Built analytical tools to identify & back-test trade ideas and better monitor markets
• August, 2013 - July, 2014: Index Exotics Trading
• Priced vanilla and exotic derivatives on US equity indices and macro and international ETFs
• Helped risk manage and position the book by identifying opportunities and trading vanilla options on international ETFs
• Built a suite of tools to automate processes, decrease turnaround time for quotes and help the desk better manage risks
• March,2013 - June, 2013: Muni Derivatives Trading

Jun 2012 – Aug 2012 · 2 mos · Greater New York City Area

• Constructed transaction cost efficient tracking portfolios (containing only around half the original index constituents) for credit indices, using Hybrid Genetic Algorithms
• Evaluated the effectiveness of CDX HY18 payer options as hedge against default risk

Mar 2011 – Jul 2011 · 4 mos · Gurgaon, India

• Part of a team developing quantitative Long Short & Long only trading strategies for Indian equity market, based on a combination of fundamental, technical & sentiment driven indicators
• Designed and implemented back-testing and analysis framework for the trading strategies, using C# and R
• Developed an optimizer in R to maximize portfolio alpha, subject to constraints on portfolio beta, turnover, position and sector concentration
• Developed factor attribution module for attribution of alpha to portfolio's exposure to risk factors

Mar 2010 – Mar 2011 · 1 yr · Gurgaon, India

• Worked on quantitative market research projects for a leading pharmaceutical company in diabetes care
• Analyzed large data sets to develop market insights for client to help them target their marketing efforts

Aug 2009 – Feb 2010 · 6 mos

• Modelled, characterized and analyzed the performance of NetApp storage systems and enhanced the Sizing Tools (used by the Sales Representatives to find matching hardware configurations for customer's requirements) based on feedback from Sales Representatives

Jun 2009 – Jul 2009 · 1 mo · Oxford, United Kingdom

• Researched “Local Search in Model Checking”, a new strategy for structuring large searches in model checking, designed to optimize the amount of checking that is done in respect to communication

May 2008 – Jul 2008 · 2 mos · Saarbrücken Area, Germany

• Improved the performance of ARMC, a Software Model Checking tool, by removing its limitation of being single-threaded and redesigning it to run on clusters and multi-core processors

Jun 2007 – Jul 2007 · 1 mo