Jun 2020 – Jul 2024 · 4 yrs 1 mo

• Projects & Capabilities
• Volatility Lens:
• Dash App evaluates vol parameters like Synthetic Forward, live DTE fraction, Implied Moves, ATM/F IV, ATMF Straddle Price, Synthetic Fut yield, UpVar, DownVar, Skew metrics, Vanna strike levels, 1-3 SD strikes
• Feature to determine Required RV, Skew IV, & absolute move for spot/synthetic fut for any strike
• Term Structure Dashboard:
• Visualizes Volatility Term Structure, Smiles, Forward Volatility Horizontal Matrix
• Displays Synthetic Futures data (Expiry, DTE, Forward, IV, Basis, Annualized Yield) & Greeks
• Smile VCR:
• Reconstructs 1Hz option smiles from historical option prices
• Timestamp slider to track vertical vol arbs & capturing flows
• SpreadFinder:
• Recreates option chain, calculating synthetic forwards, IVs & Greeks
• Generates unique strike pair combinations for 1:1 spreads
• Computes Credit/Debit, % StrikeDiff (ann), PoP, MaxLoss, Kelly fraction, Δ, θ, ν, Γ
• Dash app for index & strike selection, sorting & data export
• LongTails Strategy:
• Evaluate pricing for far OTM tail deltas
• Backtests a systematic long tail gamma strategy held to expiry
• Process: Downloads price data, form chains, identifies ATMF strikes, calculates IVs & Δ, builds cashflow to analyze XIRR
• Arbitrage-Free with SVI:
• Developed a 5-DOF SVI model in Excel using GRG optimizer; upgrading to SLSQP for speed
• Market Making using arb-free smile
• Structured Products:
• MC based pricing tool for exotic structures
• Simulates stochastic price, volatility, SpotVol beta
• Evaluates business feasibility, hurdle rates, & interest rate impact
• Miscellaneous Tools:
• Odds Dashboards: Bayesian event probabilities
• Dispersion Dashboard: Index vs. constituent dispersion analysis
• Historical Volatility Metrics: Various methods & SpotVol Betas
• MAD/SD Indicator: (5, 20, 50) window tail fatness evaluation
• Minimum Variance Portfolio: Backtest equity baskets
• Implied Distribution: Breeden-Litzenberger theorem using butterfly prices
• Returns Surface Plotting: Identify demand & supply zones

Sep 2019 – Apr 2020 · 7 mos · Gurgaon, Haryana, India

• As part of the Solutions Development team, I work on building customized offerings for accounts in the Consumer Electronics vertical. As a third party logistics provider, Delhivery offers Transportation and Warehousing offerings with a native technology platform to enable ERP system level integration. As part of the transportation offering, I work on pitching FTL and PTL services to the industry.
• The primary focus of the Solutions Development team is to build a sustainable pipeline of large Enterprise Accounts and then up-sell the integrated End-to-End offering to them. We also appraise the potential of regional accounts to be Enterprise E2E accounts from time-to-time.
• There is significant cross functional interaction involved in the Solutions Development role:
• a. Interaction with Data Analytics team to build an optimized solution and develop it further with the customer
• b. Interaction with Service Specialists (FTL, PTL, Warehousing etc) to tailor commercials for E2E offering
• c. Interaction with Customer Service and Billing Team for regular operations
• d. Interaction with Operations team to verify feasibility of proposal
• e. Interaction with Senior Leaders and decision makers in customer organisation for business discussions

Jan 2018 – Jun 2019 · 1 yr 5 mos

• I work with extensively with Automotive accounts in Pune in addition to a set of Defence accounts, Engineering Services organisations and Tier I Academic Institutions.
• As a Key Accounts Manager, I lead the Annual Account Plan with the help of different functions in the organisation such as Marketing, Systems Engineering, Application Engineering, Product R&D, Sales Operations etc.
• I develop and execute comprehensive Account Plans for my Accounts. Such an account plan would typically consist of the following:
• a. Executive Summary of the Account - Historical business from the account. Projections of Account business based on opportunity pipeline
• b. Overview of the customer
• c. Map & Gaps : An account of different levels of penetration in different departments
• d. Key Relationship activities with senior leaders in the Account
• e. ROA Summary (Results, Objectives and Activities)
• In this exercise, cross-functional collaboration is important to identify and delegate relevant activities to the appropriate functions and get an agreement from them on the same. The resultant Account Map is a robust living document being lead by the Account Manager, but referred to as a guide by colleagues and Managers from multiple functions across the global Sales organisation to plan and execute their effort.
• I work with the R&D departments in Automotive Accounts in Pune on Hardware-in-the-Loop Testing and different stages in the V-curve of ECU development.
• This consists development of Techno-Commercial proposals for different types of Automated Test Equipment (ATE).
• These ATEs range from simple functional test benches to complex multi-platform HIL systems with the requisite software tool-chain.
• I work on sales pipeline management using SalesForce tool. This includes creating a forecast for the quarter which is updated weekly based on the Account activities done in the week.
• At NI, we work on a monthly forecast granularity.

Jan 2017 – Jan 2018 · 1 yr

• Managing the Mumbai region also included accounts in Nashik and Gujarat. I worked with customers from different horizontals spanning from Manufacturing to Engineering Services. I had exposure in working with some of the following domains:
• 1. Pharma manufacturing
• 2. Sheet metal manufacturing
• 3. Technology/engineering services
• 4. Machine manufacturers
• 5. Indian Navy
• 6. Switchgear manufacturing
• 7. MNCs etc
• Working with these customers in the industry, I have developed domain understanding in the following areas
• 1. Data acquisition
• 2. Automated testing
• 3. Software development
• 4. Hardware in the loop (HIL) tests
• 5. Embedded development
• 6. Vision development and vision inspection
• 7. Integrating SCADA systems
• This has given me cross domain and cross technology exposure over a wide spectrum.

Jun 2015 – Dec 2016 · 1 yr 6 mos

• As a Territory Sales Manager, I am responsible for driving sales for NI in Bangalore, Goa, Mysore, Hubli and Belgaum from the industrial accounts. This includes direct B2B consultative selling, Account Management, Partner Development of different types of partners such as Value Added Resellers, System Integrators and different levels of Alliance Partners. Some of the key deliverables are QoQ and YoY growth in revenue and preparing techno-commercial proposals for prospects in the public and private sector. Activities include servicing the inbound sales opportunities as well as developing accounts through outbound interaction.

Oct 2014 – Nov 2014 · 1 mo · Powai, Mumbai

• Pre-launched an advertising campaign for an IT Forum, Software Pundits, on various social media platforms such as LinkedIN, Twitter and Facebook. I also worked on planning a Google Adwords campaign to augment the launch of the website.

Apr 2014 – May 2014 · 1 mo · Pune, Maharashtra

• Worked on finding patterns and signals in actual secondary sales and corresponding quotations submitted to dealers/distributors of Cummins. These patterns/signals can be used to improve demand forecasting and in turn optimize the value chain.
• Got to learn a lot about the planning process done by production and warehousing and forecasting process of the sales department.
• In my proposed theoretical model, the demand fulfillment improved by ~30% due to implementation of pull mechanism

Jan 2014 – Jan 2014 · 0 mo · Powai, Mumbai, Maharashtra

• To devise a marketing and sales strategy for market-entry of a toy e-tailing startup www.brainologi.com:
• Surveyed the market, designed a workshop to exhibit the products, worked out the financial structure of the workshop, worked on package design and label design of products, setup a social media channel for the firm, studied the competitors of the firm, got two schools to pilot the designed workshop

Feb 2012 – Dec 2012 · 10 mos · Pune Area, India

• Responsibilities:
• Contributed to API development for the driver SDKs which helps 3rd party developers in developing their code
• Contributed to the testing and maintenance activity of software drivers for graphics cards
• Developed sample codes which are shipped with every SDK release to clients such as Disney, Citrix etc.
• Achievements:
• Filed a patent application in collaboration with Nvidia Inc., US

Jul 2011 – Jan 2012 · 6 mos · Pune Area, India

• Responsible for remote management of firewalls owned by Vodafone network operators in Europe
• Responsible for implementing network rules on the firewall and proxy devices
• Reported cumulative updates of the change management activity performed by the team during the week