Oct 2019 – Aug 2021 · 1 yr 10 mos · Bangalore

• 1) Working as frontline implementation strategist to understand, design and solutionize regulatory and internal liquidity metrics in SCB systems
• 2) Building and updating tools for treasury liquidity management for metrics including OLAR, CFMR and Funding in Resolution (FIR)
• 3) Leading projects to improve efficiency of liquidity tools by re-designing solutions in Python and data aggregation
• 4) Undertaking projects focused on improving data flow and data accuracy both tactically using manual adjustments and strategically by making upstream system fixes

Apr 2018 – Sep 2019 · 1 yr 5 mos · Bengaluru, Karnataka, India

• Working with an offshore engagement of a major European bank’s treasury desk providing hedging strategies to corporates
• Analysed the risk inherent in corporates’ EBITDA and debt structure by studying annual reports and quantified the foreign exchange and interest rate risk using quantitative models
• Simulated market variables using Monte-Carlo simulation and statistical forecasting techniques
• Suggested appropriate risk optimization strategies by means of derivative contracts including FX forwards, interest rate swaps, caps and floors and presented the findings in a risk-return framework
• Developed parametric calibration algorithm in Python with Numpy, Pandas and Scipy for one-factor Gaussian model for interest rates using caps and swaptions
• Implemented the FX model using Geometric Brownian Motion in Python and developed a web-based reactive dashboard with Python libraries Dash and Plotly for sensitivity analysis of forward FX rates, volatilities and correlation frequency on hedge cost, standard deviation and VaR
• Responsible for all client deliverables, reviews, quality control and tool enhancements

Feb 2017 – Mar 2018 · 1 yr 1 mo · Bengaluru, Karnataka, India

Jul 2015 – Jan 2017 · 1 yr 6 mos · Hyderabad Area, India

• Responsible for generating end of day prices of CDS, Fx Forwards, ABS and Futures using in-house models and feeds
• Modelled Exotic Options (Cliquet) by performing Monte-Carlo simulation of option methodologies
• Designed a model for Fx Forwards using interest rate parity conditions and linear interpolation of forward points
• Streamlined FX Forward and CDS security set-up by working closely with middle office for effective automation in prices

Apr 2015 – Jun 2015 · 2 mos · Hyderabad Area, India

Apr 2014 – May 2014 · 1 mo

• Identified firms within pharmaceuticals and ITES industries which could have requirement for private equity, based on parameters including revenue, PAT margin, company age, industry growth and geography
• Analysed industry trends and evaluated company profitability and business to judge whether it is in conformity with investment requirements
• Carried out a detailed performance analysis of an engineering firm by analyzing cash flows, calculating financial ratios and break-even levels

Dec 2011 – Apr 2013 · 1 yr 4 mos

• Tracked and analysed merger & acquisition transactions including TNK BP - British Petroleum, AAR ($54 billion), Xstrata - Glencore ($33 billion), NYSE - ICE ($8 billion)
• Analysed the contours of the deals including features, conditions, consideration etc, prepared a layout and presented the information to the client
• Valued companies’ ESOPs and warrants from information available in filings and annual reports
• Assembled advisory information from investment banks, legal advisors and accountants

May 2009 – Jun 2009 · 1 mo

• Comprehensive coverage on working of Depositories and Depository Participants
• Understood client queries and provided details on account opening, share prices and their respective holdings with the company