Sep 2016 – Apr 2017 · 7 mos

• Transitioned from an analyst to senior analyst role in less than 2 months period.
• Pricing and calculation of quantitative index strategies in the IOSCO and ESMA-EBA framework.
• Development of long-neutral, long-short and long-long leveraged-short strategies with underlyings such as equity indices, commodity futures and equity futures.
• Index Pricing and Calculation of multi-contract commodity future indices, indices with volatility control overlay and FX hedged indices.
• Automation of index strategies in Python. Automation being performed to reduce risks and mismatch errors.
• Actively involved in documentation of risks across various desks in the Global Analytics division of RBS.

Jul 2016 – Sep 2016 · 2 mos

• Worked on index pricing and calculation. The pricing of indices required thorough understanding of the index strategies, which also includes a understanding of the various underlying. The underlyings include Equities, FX and commodities. Also working on servicing the futures contracts for our clients.
• The job requires extensive knowledge of the various financial securities and knowledge of statistics.

Jun 2015 – Jul 2015 · 1 mo · Mumbai Metropolitan Region

• Well log interpretation in open hole and case hole condition. Determination of volumetric fraction of various components using Elan. Processing of RST (Reservoir Saturation Tool) data in cased hole condition to determine saturation. Comparison of cased hole and open saturation to estimate depletion.

May 2015 – May 2016 · 1 yr · Roorkee

• The dearth of industry-academia collaboration inspired me and my colleagues to start the AAPG students chapter. since it's inception, the chapter has grown in size, both in terms of head counts and finances accrued. The chapter, under my presidency had the honour of organising an industry-academia meet, for which the organising team was able to rope in some of the big names in oil and gas sector.

Jan 2013 – Jan 2014 · 1 yr