Apr 2024 – Nov 2025 · 1 yr 7 mos · Gurugram, Haryana, India · Hybrid

• o Extensive knowledge of Different interpolation techniques and rate forecasting for different derivatives and maturity structures using Bloomberg, FIMMDA.
• o Derivative pricing using models such as Monte Carlo, BSM, Black -76 , Binomial option pricing model.
• o Model performance of commodity derivatives. Checking the Hedge effectiveness for the same for a major chemical client using Bloomberg and excel.
• o Detecting misunderstood and/or understated risks and identifying unnoticed market changes (e.g. new traded products) which affect current valuation/risk management methods
• o Research, support, enhance and maintain quantitative models of market risk (including, for example, VaR, SVaR , ES, FRTB , JTD) as part of the bank's growing Risk Analytics group in the field of regulatory capital calculations.
• o Model Validation for various price forecasting techniques such as GBM, MC and risk methodologies such as VAR and ES.
• o Work with existing market risk models, and propose solutions where weaknesses are identified in testing, or where new business needs require model enhancements
• o Exploration of Volatility smile and volatility surface using Stochastic Volatility models such as SABR and Heston and inputs calibration.
• o XVA charges calculation and exposure modeling using Affine processes and different no arbitrage and derivative pricing models.
• o Interest rate modeling using single No Arbitrage models such as Ho & Lee Model and HULL White Model as well as equilibrium models such as Vasicek and CIR.
• o Detailed understanding of Bloomberg and its functions and different tools.
• o Assessing hedge effectiveness (both fair value and cash hedges) and calculating hedge ineffectiveness with changing inputs and circumstances using Bloomberg.
• o Knowledge of various requisites of Pre-sales support like deck preparation, proposals creation and RFP replies.

Nov 2022 – Mar 2024 · 1 yr 4 mos · Gurugram, Haryana, India · Hybrid

May 2014 – Jan 2023 · 8 yrs 8 mos · Greater Delhi Area · Hybrid

• o Implement, modify and develop new equities index/strategies. Styles include Fundamental Spreads, momentum, etc. using technical analysis and fundamental analysis software/applications such as falcon, ticker tape.
• o Developing different strategies based on volatility , momentum and bi directional strategies using historical data and forecasting.
• o Automation of pricing solutions with deep dive into portfolio valuations.
• o Perform and update performance attribution of index/strategies and highlight performance drivers using market knowledge and python libraries.
• o Risk management – Using VAR, VWAP and technical indicators such as PSAR and super trend for controlling drawdowns and market slippages.

Jan 2012 – May 2014 · 2 yrs 4 mos · Greater Delhi Area · Remote

• Brand development, web site traffic growth, web site UI and advertising revenue.
• Brand strategy development and Strategic Consulting, including business plan & sales strategy development.
• Drafting privacy policies and structuring commercial transactions.
• Policies and Procedures development and its implementation.
• Setting up of new centers and offices across Delhi NCR.
• Developed a detailed analysis for the current market scenario as well as the forecasts for the coming years.
• Working hence and forth towards the Goal of SIMPLIFYING EDUCATION

Sep 2011 – Jan 2012 · 4 mos · Doha , Qatar · On-site

• KRAs for the Position:
•  Established and worked on the execution of operating plans for the Athletes Village.
•  Coordinate with Venues Directorate for their specific FFE requirements for the competition and their lead time for the operation of the Village for bump-in purpose as well as the bump out.

Jan 2010 – Nov 2010 · 10 mos

•  Looking after the Scheduling of the Bump In of the Games Village for 34 towers comprising of approx 1100 flats in 7-9 storeys and spread over 11.68 hectares, accommodation for athletes of approximately 8000 bed spaces.
•  Conception, Development, Integration and Implementation of supplier management policies/processes and procedures for four major suppliers of more than FF&E 200 items of (Furniture, Fixtures and Equipment).
•  Preparation of the checklists to be used for the Bump-In of FF&E as well as for Asset Management (Room Inventory Kit, Space Planning layouts for individual items in every room i.e. approx 4000 rooms) during Games time.
•  Provisioning and Equipping of Para Sport friendly items for 112 rooms to accommodate 224 Para Sport athletes of many of the 71 nations participating in the Delhi 2010 Commonwealth Games.
•  Planning of the Bump-In procedure in order to carry out bump-in of approx 24 flats or approximately 160 bed spaces on a daily basis.
•  Planning and execution of procedures and policies in order to carry out a successful bump-in.
•  Development of Procedures for the Command, Coordination and Control of all entry and exit movements of suppliers, contractors, labour, paid staff and volunteers related to Games Village Support Operations.
•  Warehouse Management and movement of goods between the warehouse and destinations within the village.
•  Monitoring of the Master Delivery Schedule (MDS) and constant and continuous coordination with different security agencies.
•  Planning for closure and smooth handover of all assets to different agencies as part of planned Legacy.
•  Planning and execution of Policies/Processes and procedures to be carried out for a successful Bump Out of the Games Village.

Jun 2009 – Dec 2009 · 6 mos

• portfolio management