Oct 2013 – Dec 2025 · 12 yrs 2 mos · Greater New York City Area

• CIB - Quantitative Research : Credit Risk
• Lead a team responsible for implementing Loss and Stress forecast models for wholesale lending portfolio ( CRE, HFS/FVO , CMBS portfolios)
• Analyze the stress testing results and provide the narratives to lines of businesses.
• Respond to Audit and Review groups about model performance, what-if scenarios, sensitivity analysis
• Built the B3 Revised Standardized RWA Calculator; assessed it's impact on the Capital Ratios
• Built Portfolio Analytics models to calculate IRR, ROIC based on Regulatory Capital
• Help respond to regulatory data requests.

Jun 2011 – Sep 2013 · 2 yrs 3 mos

• Business Analyst at JPMorgan Alternative Asset Management.

Apr 2008 – Jun 2011 · 3 yrs 2 mos

• Prime Services Equity Finance Technology - Built risk based portfolio margin models. Some of those include
• margin based on position and portfolio VaR taking into account the effects of diversification, concentration, liquidation charges etc
• margin calculation for specific strategies such as convertible arb, Equity L/S
• Prime Client Reporting - Generate the suite of reports to support the hedge fund client.
• Technology Stack : C++ and Java on Linux

Apr 2008 – Oct 2008 · 6 mos

• Prime Client Reporting, Prime Brokerage group

Sep 2001 – Mar 2008 · 6 yrs 6 mos

• FX Technology : As a senior systems analyst, was involved in building systems that covered all aspected of FX Trading. This includes pricing, order managenment, trade booking, risk management, trade confirmation and settlement for spot/fwd/ndf for Citi-Fx.

Jan 1997 – Jan 2003 · 6 yrs

• Consulted for Citigroup Capital Markets (FX Technology) from Sep-2001.