Feb 2022 – Jul 2023 · 1 yr 5 mos

• Responsible for quantitative strategies implementation by conversion from Jupyter Notebooks to production code. Writing ETL pipelines for pricing and alternative data to be converted to signals.
• Setting up a platform for research and engineering on the cloud.

Jun 2019 – Feb 2022 · 2 yrs 8 mos

• Quant working in Structured Finance and Commodities Trading with specialization in XVA. Wrote payoff and risk calculation packages for vanilla and physical tradables. Maintained and upgraded Risk Management setup used by Commodity Structured Finance

Jan 2019 – May 2019 · 4 mos

• Set up and mentored Commodity Strats in Banglore which served the Global Commodity
• business.
• Work with Trading and Sales to understand and explain the pricing and risk of Credit Valuation
• Adjustment( CVA ) for all regions in the Commodities Desk

Jun 2016 – Dec 2018 · 2 yrs 6 mos

• Work with Credit Valuation Adjustment Team to enhance Counterparty Risk pricing model.
• Responsible for daily PnL and Risk reporting for Commodity CVA.

Jun 2015 – Jul 2015 · 1 mo · Hyderabad Area, India

• Worked on Java EE with Spring and Mybatis in backend and Javascript with Jquery and Joint JS in front end.