Oct 2021 – Mar 2022 · 5 mos · Bengaluru, Karnataka, India

Nov 2018 – Feb 2021 · 2 yrs 3 mos · Gurgaon, India

• Managed and improved market making strategies in delta one products across multiple exchanges.

Apr 2018 – Sep 2018 · 5 mos · Bengaluru Area, India

• Quant research for developing a decentralized Content Delivery Network using blockchain.

Jun 2016 – Apr 2018 · 1 yr 10 mos · Bengaluru Area, India

• Worked with London based AFT(Asset Financing and Trading) team which originated Mortgage Backed Securities across Europe.
• Did pricing analysis on multiple mortgage pools (of > 500 mm USD notional) across countries and collateral types in Europe.
• Built in-house models to gauge expected ratings on MBS from rating agencies (S&P, Moodys, Fitch, DBRS) by using their rating methodology published publically. Calibrated the parameters in the models which were not disclosed publically by backtesting on previously rated deals.
• Built an optimizer to calculate the most optimal capital and payment structure of securitization to achieve the best ratings and maximum profit.

May 2015 – Jul 2015 · 2 mos · Bangalore

• Improved the machine learning model used to predict the default/fraud probability of a credit card swipe.

May 2014 – Jul 2014 · 2 mos · Hyderabad Area, India

• Reading research papers on value investing techniques and backtesting whether they work in Indian market.