Jun 2017 – Jun 2019 · 2 yrs · Bangalore, India

May 2016 – Jul 2016 · 2 mos · Gurgaon, India

• Development of Simulation Environment for Market Trading Strategies
• Worked towards developing a simulation environment for using historical market data to emulate trading strategies and analyze their relative performance
• Assisted in parallelizing the simulator, enabling it to evaluate strategies over different values of parameters at once
• Designed a command line application in Python for fast statistical analysis of daily P&L statements
• Developed a script for aggregating and filtering of analysis results based on user provided evaluation criteria
• Developed scripts for automatically generating config files and reporting multicast channels used while trading

May 2015 – Jul 2015 · 2 mos · Delhi Area, India

• Electronic Intelligence System using Mondrian Cubes
• Objective was to flag possible fraudulent data among financial data presented in the context of government data
• Used Pentaho Schema Workbench and Pivot4J Mondrian Cubes to provide a multidimensional aggregated view offinancial data spread across various tables
• Deployed and ran a predictive analysis system using Pentaho Business Analytics platform to giving insight into financialdata in various contexts/scenarios and detecting inconsistencies