Nov 2022 – Jun 2023 · 7 mos · Hybrid

Jun 2021 – Nov 2022 · 1 yr 5 mos · Greater London, England, United Kingdom

Oct 2020 – Jun 2021 · 8 mos · Greater London, England, United Kingdom

Nov 2018 – Oct 2020 · 1 yr 11 mos · London Area, United Kingdom

Apr 2018 – Sep 2018 · 5 mos · London Area, United Kingdom

• Worked as a Quantitative Analyst (consultant) for Citi group in Equity derivatives

Dec 2016 – Dec 2017 · 1 yr · London Area, United Kingdom

• Working as Quantitative analyst/ developer for Equity Derivatives as Sapient consultant.

Mar 2015 – Dec 2016 · 1 yr 9 mos

• Worked on FRTB (Fundamental review of Trading book)
• to access modelability criteria specified by regulators across all asset classes.

May 2011 – Mar 2015 · 3 yrs 10 mos

• Quant developer working in Equity Derivatives Market Risk
• Developed a system to analyse and bump volatility surfaces to run different scenarios and capture changes in risk and PnL,
• Also involved in development of a project to analyse clustering risk and working on implementaion of volatility model in the system.
• Role involves
• Business interaction.
• Direct Interaction with Quants
• Developing models in C++ / C#
• Platform / Languages: Microsoft Windows, VC++ (MFC / ATL), C# .Net 4.0

Nov 2009 – May 2011 · 1 yr 6 mos

• Main responsibilities included support and enhancement of existing C++ services and API that were deployed in production and developing new services.
• Apart from that role included.
• Performance improvement of various Components: This included enhancing the performance of various C++ windows based services and the Custom API that is exposed out to various downstream systems.
• Developing new Monitoring and Memory management Services.
• Developing new services to get data from upstream systems and distributing it to downstream system in real time.
• Platform / Languages: Microsoft Windows, Linux, C++, VC++, Managed C++, C# .Net 3.5

Jul 2009 – Nov 2009 · 4 mos

• Worked as a a IT consultant in C++ and Managed C++

May 2008 – Jul 2009 · 1 yr 2 mos

• Worked as a server side software developer. Role included development and support of existing software, getting involved in design disucussions with end client and product definition team.
• Platform / Languages: Linux, C++ (STL, Multithreaded programming), Oracle and Perl scripting

Sep 2005 – Mar 2008 · 2 yrs 6 mos

• Worked as Development Lead in Dell. Job resoponsibilities included interacting with business, understanding requirements and analysing their technical feasibility, leading in design and development of the final solution including various technologies as C++, Visual Basic, C#, Oracle PL / SQL etc. from the development team in Bangalore (India).
• Platform / Languages: Windows, VC++ (STL, ATL,MFC,COM,DCOM), VB 6.0, Microsoft .Net 2.0, C#, XML, WebSphere MQ, Oralce 10g (PL/SQL)

Mar 2001 – Sep 2005 · 4 yrs 6 mos

• Sub contracted to Siemens from March 2001 to September 2005 and worked on C, C++, VC++ (MFC, COM, DCOM) VB6.0 , Visual Studio .Net and on different platforms such as AIX 6.0, Windows 2003

Oct 1999 – Oct 2005 · 6 yrs

• Worked with Corbus from October 1999 to March 2001 as systems engineer on various techonologies for e.g. C++, VC++ (MFC, COM, DCOM) VB6.0, ASP