Jan 2024 – Jul 2024 · 6 mos · New York, New York, United States

May 2022 – Jan 2024 · 1 yr 8 mos · New York, New York, United States

Feb 2022 – Mar 2022 · 1 mo

Oct 2021 – Jan 2022 · 3 mos

• Internship at Blackstone Credit Group with Systematic Strategies, Research Team from Oct, 2021 - Jan 2022

May 2019 – Dec 2020 · 1 yr 7 mos · Pune Area, India

• Role – Development and ownership of equity structured products pricing library- ELN, FCN, DRA, Phoenix, Snowball, etc.
• Implemented FX pricing models for exotics and trading strategies- Accumulators, TARF, Pivot, Barrier, Touch options
• Built Stochastic volatility (Heston & Double Heston), Dupire local volatility, Stochastic local volatility models
• Worked on structuring products via payoff scripts and model selection. Feature enhancement of workbench & workflows
• Built optimized bulk pricers, greeks calculators, finite difference solvers, advanced volatility surface interpolators
• Responsibilities – Steered a team of 4 MBA graduates for the R&D of multi asset models in FX & Equity asset classes
• Managed 7 interns on LFM (IR), Double Heston (Eq & FX), and Li-model with gaussian copula (Credit) development

May 2018 – Jun 2018 · 1 mo · Pune Area, India

• Worked in a team of 7 to develop local and stochastic volatility models for pricing Structured Products.
• Built GUI enabled pricer for ‘Daily Range Accrual’ product using C# to code and linked with Excel.
• Valued the firm and other competitive firms in the Fintech space for strategic view of the top management.

Jun 2015 – May 2017 · 1 yr 11 mos · Bengaluru Area, India

• Worked with CPU Design Team, as Power Lead.
• Power Lead for CPU design team for Mobile Data Modem & Mobile Station Modem Projects in BDC
• Team lead for power deliverables; Worked on 7 projects, coordinating with 10+ cross-functional teams
• Responsible for all 8 cores in CPU, for low power in 3 Snapdragon projects; partially owned in other 4
• Conducted training for 50+ employees on low power tools, enabling them to run the tools efficiently
• Mentored 5+ new joiners, got them up to speed with RTL handling, database management & tool setup

May 2014 – Jul 2014 · 2 mos · Banglore

• Summer Intern at Qualcomm Bangalore, System Performance Testing Team.
• One among the top interns to receive a Pre-Placement Offer (PPO) due to excellent performance as intern from Qualcomm.
• Internship Idea Quest competition finalist, top 5 out of 50+ ideas were selected.