Jan 2024 – Apr 2024 · 3 mos · Boston, Massachusetts, United States

• Led client integration ($Tn+ AMC, Invesco) into the firm’s processes, managing a team of 40+ stakeholders

Dec 2019 – Feb 2023 · 3 yrs 2 mos

• Led, a team of 3, the global FX/EM risk analytics pod ($2B+ biz.) delivering market risk management solutions.
• 1. Developed a suite of scalable, data-driven risk-explanation products such as risk attribution, scenario analysis, risk dashboards etc. to enhance unreliable manual excel analysis. Reduced turnaround time by ~40%, improved accuracy saving regulatory capital and minimized regulatory findings.
• 2. Drove daily cross-functional collaboration and managed FED (US) & PRA (UK) Stress test exercises, to analyze economic risks and firm PnL during market stress.
• Led, a team of 5, owning the risk market data product (1M+ daily data flow), that feeds into all GS risk computations.
• 1. Developed scalable ML products leveraging Anomaly Detection, Decision Trees etc. to revamp manual imprecise time-series integrity checks & unreliable daily sourcing processes. Reduced capital costs & solely handled FINRA, PRA audits (US, UK regulators) with no findings, saving regulatory costs. Owned daily data management & integrity processes.

Jan 2018 – Dec 2019 · 1 yr 11 mos

• Worked in the core modelling team building a new 0-1 market risk model, as banks move to new FRTB regulations
• 1. Built entire model architecture from defining risk factors to computing the regulatory capital costs for all trading desks

May 2015 – Dec 2017 · 2 yrs 7 mos

• Exotic Trade Structuring
• 1. Structured FX/EM portfolio management solutions like structured forwards for corporates & Directional/Relative Value opportunities for fast & real money investors across EMEA/Asia, generating $100M+ biz (100+ trades). Managed end-to-end trade flow from ideation (sales pitches), pre-trade analytics to trade execution.
• Product Development
• 1. Conceptualized & built a suite of quantitative tools/products (both front-end and back-end) to automate trade analytics, and, identify new biz. & trade restructuring opportunities for all GS FX/EM clientele, delivering $10M+ biz
• 2. Managed the technical & biz. execution of Largest Wall Street investor survey product for 1000+ clients, with $Tn+ AUM

Apr 2014 – Jun 2014 · 2 mos · Mumbai Area, India

• Awarded formal employment, having directly reported to the former SEBI Executive Director, Mr. S.Ravindran, working on reducing the impact of tail-end stock market movements on the formulaic regulatory minimum price a firm has to offer while buying investor shares during company takeovers
• Would have resulted in 30% investor savings when tested on all the takeovers happened in 08' crisis

May 2012 – Jul 2012 · 2 mos · Hosur, Tamil Nadu, India

• Awarded PPO, having directly reported to the Senior VP at Advanced Engineering Group (akin to stealth new technology build), working on assessing the feasibility of adding an electric supercharger as a power booster to premium 2-wheelers, like TVS Apache
• Model results indicated adding a supercharger about 25% reduction in the time to accelerate the vehicle, plus, a significant increase in fuel efficiency