Sep 2020 – Sep 2021 · 1 yr · Bengaluru, Karnataka, India

Oct 2017 – Sep 2020 · 2 yrs 11 mos · Mumbai Area, India

• Worked in Central Risk Team. With the flow coming from different desks, task was to optimise Citi Central Risk Book.

Oct 2016 – Oct 2017 · 1 yr · Gurgaon, India

• Worked in developing market making strategies across different markets. Used python to work in model development. Implemented strategy in C++ for live trading.

May 2014 – Jul 2014 · 2 mos · Gurgaon, India

• Developed understanding of International Futures, Forwards and Options markets and features of derivatives trading and associated strategies.
• Developed understanding of various technical indicators (Bollinger Bnads, RSI, MACD, SMA, EMA ) and their strategic role for trading in international markets.
• Traded on Simulator (Stellar) for 2 months.
• Designed a mathematical indicator using Principal Component Analysis (PCA) for trading efficiently in Equities Indices Futures markets. This indicator was developed in Excel using VBA Programming.
• Designed and Improved a strategy subsequently that incorporates both PCA and technical indicators for trading efficiently in Equities Indices Futures.
• Developed understanding of Ninja trader programming Software and designed some indicators and strategies on it.
• Developed understanding of Operations on financial software Bloomberg Terminal and Thomson Reuters Eikon.

May 2013 – Jul 2013 · 2 mos · Mumbai Area, India

• Developed Mathematical Model to explain working of pregnancy kit based on antibody-antigen technology to test pregnancy of women.
• Developed various methods to solve the problem which is essentially a Partial Differential Equation with some initial and boundary conditions .
• Developed Matlab programs for the methods and obtained the expected curves.
• Used Laplace Transformation to convert P.D.E. into non-linear Volterra Integro-Differential Equation and then solved it Numerically.
• Used Finite Difference Schemes to get Matrix Equations and then solved them Numerically.
• Showed experimentally that various finite difference schemes work to solve the problem.

Jul 2010 – Jun 2015 · 4 yrs 11 mos