Jan 2022 – Nov 2023 · 1 yr 10 mos

• ALM Research Dept. - Interest rate risk- Python
• Quant Research Dept. - Investible Index for all 3 markets(USA, EUROPE, ASIA), Trading strategies - Python

May 2019 – Jan 2022 · 2 yrs 8 mos

• Quant Research Dept. - Credit Risk!- Python
• Statistical Models, Merton model, Black scholes option pricing model, stochastic calculus, multivariate normal distribution, gaussian distribution - Python
• Python, Hierarchical Data Structures, Big Data, Quant Models, Algorithms

Mar 2019 – Apr 2019 · 1 mo

Dec 2017 – Feb 2019 · 1 yr 2 mos

• Python
• The Most awaited HACKATHON project:-
• Automatic Text summarization and keyword Extraction:-
• After the observation of intense similarity between Google’s Page Rank algorithm technique and finding important words or lines from provided Text, we observed this analogy may give us great result and let’s give it a try. We implemented it as part of Factset Hackathon Project and it was a great success. Later, It is in process of becoming one of the important features of News dept via Factset Lab Projects since this was indeed one of the major requirement of clients. This was also the most Trending Project of Hackathon in all offices of FACTSET Research System. My responsibilities included “Giving Idea and Implementing Google’s Page Rank Algorithm”.- Python

Jun 2016 – Nov 2017 · 1 yr 5 mos

• PRU Job(Client job:Command Line Tool , Python): - AWS
• It is client's job which runs on daily basis and validates client's financial data. PRU job have its own engine to take decision of failures for securities and engine also tries to resolve securities on its own.
• My Role:-Written a complete new project from scratch to integrate PRU job with other Workflow tool for all the reports and linked it with PRU job. This project was consisting of many modules for different reports. This will fetch large chunks of data such as all sorts of reason of failures of a investigation, date of creation, portfolio-name, client name, status of investigation, different other fields related to a security etc. from client's database and store it in temporary files and then will send these files to provided FTP location. of other applications.
• )Automate investigation stuff which is currently done by analysts. After observing some pattern from analyst's investigation, we made some rules based on those patterns and automated that investigation. Its basically reducing redundant job of analysts.
• PRU(CLIENT application:Ownership on history feature):-
• History is a feature by which clients and analysts can see all previous actions done by analysts on that security, a lot of other stuff related to that security, all the failure data and reason of failures etc. in one shot. Complete backend stuff was done by me.
• PINT(Estimating analysts performance):-
• A feature in application which can estimate performance of analysts automatically, they do it manually, so we automated this manual workflow.
• Worked on oop(Python), AngularJS, MS SQL Server etc.(Mainly Python as a backend developer).
• Won STAR award for excellent performance in Portfolio Analytics dept.
• Won Blue-Ribbon Award for special contribution in the team.
• Did a lot of enhancements to do automation for processes in the workflow.
• Collaborated with different teams to do integration of our project to other team.

Jul 2015 – Jul 2015 · 0 mo · Online

• Went through a Summer Training program and implemented a number of basic building blocks of Big Data & Hadoop, hands-on experiments on hadoop installation in ubuntu environment, implementation & execution of map reduce algorithm, pig, hive, sqoop, hbase & yarn commands, and Big data based projects under the International training program brought together by Aavriti-IIT Bombay and Technophilia Systems and certified by RCAi-USA.

May 2015 – Jun 2015 · 1 mo · Patna Area, India

• I worked on OMNET++(A network simulator tool in a kinda C++) with framework OVERSIM & INETMANET2.0- Python
• Simulated OLSR protocol in underlay layer with pastry protocol in overlay layer for Mobile adhoc network (P2P).- Python