Jun 2022 – Jan 2023 · 7 mos

• Enterprise Data & Analytics Quant Calculation Platform
• > Empower business users to express Data Models, Data Quality Validations and Data Model Evolution in an abstract, portable fashion.
• > Enable Quants to run their Analytics Models within a single Global Addressing Space on a scalable platform, processing Terabytes of data daily.
• > Leveraged ANTS Performance Profiler and Kibana for in-depth codebase analysis, identifying bottlenecks and time-intensive tasks to reduce cloud costs.
• > Partner with senior leaders of Global Markets IT and CRO Quant organisations. Assisting in developing strategies for the Quant Calculation Platform with senior leaders.
• > Exposing new end-points to retrieve Time Series from the database to reduce failed API calls from 0.3 million to zero, to improve the caching mechanism.
• > Designing a validation framework for generating data issues reports from the calculation logs for model owners to reconcile calculations across various environments.
• > Enhancing the data integrity tests for time series models, financial models, etc (NUnit)

Dec 2021 – Jun 2022 · 6 mos

Jul 2017 – Nov 2021 · 4 yrs 4 mos

• > Developing the low-level design for financial calculators.
• > Leveraged in-depth knowledge of internal compiler mechanisms (Roslyn-based tool) and batch scripting to develop and implement financial models following BCBS guidelines.
• > Implementing the Model Eligibility Tester microservice for all the financial asset classes.
• > Consuming the Market Data APIs and front office data, and exposing it to various asset classes.
• > Implement an impact assessment analytical library to assess different risk methodologies and integrate it with the legacy system.
• > Conducting the testing and handling software release cycle – Assisting various stages of software testing from the unit (Resharper) to acceptance testing.
• > Devising and implementing the methodology to capture the data issues across all the calculators and generating an impact assessment of missing data.
• > Developing scripts to generate mock data for model testing.

Jan 2017 – Jun 2017 · 5 mos

• Market Risk Analyst in Equity Consolidation Team
• 1) Member of Equity Market Risk consolidation covering sensitivity changes, VaR movements and Risk not in VaR.
• 2) Developing and Designing the Shared Backed financing report to compute ERC for Share Backed financing Deals.

Jun 2016 – Dec 2016 · 6 mos

• Credit Risk Analyst
• 1) Compiling all the Internal Credit Suisse Default Data and submitting the default data to GCD.
• 2) Developing and designing the data checks to test the integrity for internal portfolio and creating a documentation for the same.

Jan 2016 – Apr 2016 · 3 mos · India

• Teaching Assistant for the Course Principle of Economics
• 1) Designing the Content and Material for the course.
• 2) Creating the Question Banks for Evaluation components.