Mar 2022 – Aug 2022 · 5 mos

• Credit Risk Technology - Integrated Credit Risk Desktop - integrating with credit data lakes/ ponds

Sep 2021 – Mar 2022 · 6 mos

• Credit Risk Technology - Credit Risk Reporting System

Oct 2014 – Sep 2021 · 6 yrs 11 mos

• Real Time and EOD derivatives risk and pricing - listed, index, converts and structured products,
• Led a team of around 15 developers.
• Primarily comprised of - Coherence, HBase, Core Java, Streams, Microservices, IBM Symphony grid

Oct 2014 – Sep 2016 · 1 yr 11 mos

• Electronic Trading -
• Algorithmic Trading - Strategies - FI and EQ
• Order Management System
• Core Framework Development Team

Jul 2012 – Oct 2014 · 2 yrs 3 mos · Bengaluru, Karnataka, India

• Collateral and Clearance Risk Management
• I was responsible for design, development , requirement analysis for a project which was more of an EAI application. Data from various systems were persisted post validation ,transformation etc. and thereafter made available to mainframes processing in various ways. Mule which uses the SEDA based approach for services was used for handling workflows and being a database driven system , it essentially was a task for doing various manipulations to monitor and tune the performance of the end to end flows. Transactions played a key role and wise handling of these transactions were essential to keep the system in the correct state.

Oct 2009 – Jun 2012 · 2 yrs 8 mos · Gurgaon, India

• Middle Office Credit and Market Risk
• My core tasks involved design, development, requirements analysis, mentoring and leading team members. I was also actively involved with business analysts in communicating and understanding of various requirements and even with the QA team in the project initiation phase.The issuer risk application is a product to portray information on the risk associated with an issuer of a bond to which the bank was exposed. The bonds are partitioned into various categories with various levels of bond quality. Apart from the issuer risk I was involved in credit risk application development. The requirement was to move the calculation logic of regulatory numbers from legacy system to the current Java based framework. Being totally implemented in sequential programming style in DB , this was a major challenge as the core requirement was documented long time back and a gradual relevant benchmarking was needed keeping in mind the corresponding changes that were done to various other dependent systems.

Mar 2009 – Sep 2009 · 6 mos

• Forecasting and Optimization of Airline Tickets for Lufthansa in association with Applied Mathematics Department [using Statistical Techniques]
• As a technical lead I was involved in the design and implementation of a product for a client into airline business. The product was designed for new revenue managers as well as experts to successfully play around with various parameters and optimize the revenue generation. The forecasting horizon was planned for a year for the airline tickets and based on historical data and various models forecasting was simulated. This gave the revenue strategists confidence to go ahead with new forecasting options.
• Typically used complex logistic and linear regression models

Feb 2008 – Feb 2009 · 1 yr · Gurugram, Haryana, India

• Java Consultant with The Royal Bank of Scotland
• As a consultant with The Royal Bank of Scotland, I was involved in design and implementation of a product in the IB Operations department. The product was used by various stakeholders as a state-of-art reconciliation tool. The main attraction of the product was its simplicity but yet performing complex reconciliations of EOD as well intraday trades. This was even enhanced to show the positions of bonds as well as exposures from futures and options across the clients. Information flowing from various front desk trading systems was orchestrated to give a compact and comprehensive view to the user. Although it was more of a read only screen , enhancements were subsequently made to change data in the screen in the event when a change was necessary taking into consideration the security role restrictions.

May 2006 – Jan 2008 · 1 yr 8 mos

• Amdocs Product Development Organisation (APDO)
• My core tasks were mostly around design , implementation and mentoring in the Amdocs Product Development Organization. I was working with various modules of a product called Clarify CRM encompassing various offerings which had a similar context as a modern BPM engine/rule engine .
• Apart from this I had the opportunity to be involved in client facing communication and bridging the gap across various stakeholders.

Jan 2004 – Jan 2006 · 2 yrs · Bengaluru, Karnataka, India

• Enterprise Solutions - Enterprise Application Integration
• I was working with the Enterprise Solutions group as a developer involving EAI frameworks. The core functional domain was more involved in the retail sector. The project revolved around the transportation management of the client with the sole intention of minimizing the cost involved. Various technologies involving EAI frameworks like TIBCO BW, ETL were used along with Core Java framework
• Apart from the development tasks I was involved in preparation of design and implementation details of the modules and also preparing artifacts like traceability matrix etc.