Feb 2024 – Apr 2024 · 2 mos · San Francisco, California, United States · Hybrid

• Portfolio Construction

May 2021 – Feb 2024 · 2 yrs 9 mos · Newport Beach, California, United States · Hybrid

• ● Cash Flow Management Application [Python, Snowflake, Postgres, AWS, S3, SQL, Beacon]:
• o Developed a web application to manage cash flows from complex portfolios containing liquid and illiquid assets.
• o Included implementing a statistical model to predict returns in different market environments, and simulating portfolios based on users-defined cash flows, rebalancing conditions, and liquidity configurations/distributions of illiquid assets.
• o Reduced run-time from hours to 3 sec by optimizing the code and running blocks of simulations in parallel servers
• o Used by product strategists for investment solution studies for institutional clients.
• ● Portfolio Optimization Engine [Python, Snowflake, MATLAB, Postgres, AWS, S3, SQL, Beacon]:
• o Developed an optimization engine for constructing portfolios having maximum returns for a predefined risk level subject to user-defined non-linear and linear constraints.
• o Regularly utilized by account managers for multi-billion dollar investment portfolios of health & life insurance clients.
• ● Stress Testing Framework [Python, Snowflake, Postgres, AWS, S3, SQL, Beacon]:
• o Designed and implemented a framework to stress test portfolio returns in varying market environments.
• o Used by product strategists for analyzing market scenarios on multi-billion dollar accounts of institutional clients.

Oct 2020 – Dec 2020 · 2 mos · Newport Beach, California, United States · Remote

Mar 2020 – Mar 2021 · 1 yr · Berkeley, California, United States · Remote

Jun 2017 – Feb 2020 · 2 yrs 8 mos · Bengaluru Area, India · On-site

• ● Email Work Item Service: [Java, SQL, ElasticSearch, AWS, S3, REST, Dropwizard]:
• o Developed a scheduler for archiving completed work items for a software used to convert email threads to work items.
• o Wrote optimized queries to get completed work items from DB2, designed schema to insert into a queue and maintain processing status, parallel-processed them using multi-threaded ExecutorService in Java, finally stored them in S3 and ElasticSearch. Developed a service to trigger scheduler from the UI.
• o Maintained 3 clusters of a distributed email work item service built using Geode and Hibernate, deployed on KeepAlive.
• o Resolved production issues faced by 500+ business critical shared mailboxes and saved engineering effort by 20%.
• ● Data Refinement Service [Java, SQL, HDFS]:
• o Developed data refiners to extract insights from HDFS data sets (10B rows), transform them into datasets for business analytics, and publish to data warehouses. Designed an optimal partitioning strategy to perform in-memory join operations. Implemented role-based authorization for each warehouse.
• o Used by Operations for reporting turnaround time for 500+ shared mailboxes.
• ● Loan Sizing Estimation [Python, HDFS, Spark]:
• o Analyzed TransUnion data using Spark to estimate the maximum loan amount that could be disbursed to clear existing loans in the unsecured lending business at Marcus by Goldman Sachs. Risk evaluation was based on credit scores.
• o Resulted in $12M in annual loan origination.

May 2016 – Jul 2016 · 2 mos · Bengaluru Area, India · On-site

May 2015 – Jul 2015 · 2 mos · Bengaluru Area, India · On-site