Deployment Team Lead

• Apr 2023 - Present

Deployment Strategist

• Mar 2022 - Present

Associate

• May 2020 - Mar 2022

Counterparty Risk Analytics • Developed and implemented a model for Credit Risk Capital charge calculation based on VaR multiplier back-testing. Led the approval process and present backtesting results at quarterly meetings with SEC. Resulted in significant decrease of regulatory capital. • Develop PFE model for Listed Bond Forward trades - code prototyping and back-testing in Python, UAT testing of model code, prepare model validation and governance filings. • Leading a… Show more Counterparty Risk Analytics • Developed and implemented a model for Credit Risk Capital charge calculation based on VaR multiplier back-testing. Led the approval process and present backtesting results at quarterly meetings with SEC. Resulted in significant decrease of regulatory capital. • Develop PFE model for Listed Bond Forward trades - code prototyping and back-testing in Python, UAT testing of model code, prepare model validation and governance filings. • Leading a project from Risk Analytics to onboard E*-Trade client derivatives for IMM EAD modeling • Liaise with Credit Risk Managers, IT and Credit Middle Office to remediate modeling issues and investigate exposure changes. Show less Counterparty Risk Analytics • Developed and implemented a model for Credit Risk Capital charge calculation based on VaR multiplier back-testing. Led the approval process and present backtesting results at quarterly meetings with SEC. Resulted in significant decrease of regulatory capital. • Develop PFE model for Listed Bond Forward trades - code prototyping and back-testing in Python, UAT testing of model code, prepare model validation and governance filings. • Leading a… Show more Counterparty Risk Analytics • Developed and implemented a model for Credit Risk Capital charge calculation based on VaR multiplier back-testing. Led the approval process and present backtesting results at quarterly meetings with SEC. Resulted in significant decrease of regulatory capital. • Develop PFE model for Listed Bond Forward trades - code prototyping and back-testing in Python, UAT testing of model code, prepare model validation and governance filings. • Leading a project from Risk Analytics to onboard E*-Trade client derivatives for IMM EAD modeling • Liaise with Credit Risk Managers, IT and Credit Middle Office to remediate modeling issues and investigate exposure changes. Show less

Research Assistant

• Aug 2015 - Apr 2020

Dissertation research based on computationally modeling active transport of actin in neurons. Undertook large scale imaging data analysis to incorporate in the simulations. Designed stochastic reaction-diffusion simulations and novel photoactivation simulations that were robustly verified by experiments. Significant results published in high-impact journals and presented in leading US conferences. 1st authored article in Physical Biology (IOP Press) selected as "Editor's choice"… Show more Dissertation research based on computationally modeling active transport of actin in neurons. Undertook large scale imaging data analysis to incorporate in the simulations. Designed stochastic reaction-diffusion simulations and novel photoactivation simulations that were robustly verified by experiments. Significant results published in high-impact journals and presented in leading US conferences. 1st authored article in Physical Biology (IOP Press) selected as "Editor's choice" for 2019.

Teaching Assistant

• Aug 2014 - Feb 2020

Lead Instructor, "Python Boot Camp" for high school teachers of Southeastern Ohio. Integrated basic physics simulations and animations for the K12 curriculum. Graduate courses: Computational Physics, Quantum Mechanics I Undergraduate courses: PHYS 2050 series (calculus based introductory physics), PHYS 2000 series (algebra based introductory physics). Led weekly discussion sessions and laboratory groups. Participated in a Physics pedagogy course, "Problems in Teaching… Show more Lead Instructor, "Python Boot Camp" for high school teachers of Southeastern Ohio. Integrated basic physics simulations and animations for the K12 curriculum. Graduate courses: Computational Physics, Quantum Mechanics I Undergraduate courses: PHYS 2050 series (calculus based introductory physics), PHYS 2000 series (algebra based introductory physics). Led weekly discussion sessions and laboratory groups. Participated in a Physics pedagogy course, "Problems in Teaching College Physics" where new learning methods like active learning styles and teaching design were taught.

Quantitative Risk Intern

• Jun 2019 - Aug 2019

Market Risk Analytics, Securitized Products Desk. Developed and implemented a DTW clustering-based analysis (Python) to hierarchically construct cohorts of Agency Specified Pool Mortgage Backed Securities. Implemented an Expectation-Maximization algorithm (Python) to infill return data of cohort members. Project focused on moving benchmarks from RNIVs to VaR resulted in regulatory capital decrease. Market Risk Analytics, Securitized Products Desk. Developed and implemented a DTW clustering-based analysis (Python) to hierarchically construct cohorts of Agency Specified Pool Mortgage Backed Securities. Implemented an Expectation-Maximization algorithm (Python) to infill return data of cohort members. Project focused on moving benchmarks from RNIVs to VaR resulted in regulatory capital decrease.

Visiting Research Fellow - Neuroscience Center

• Jun 2018 - Aug 2018

Analyzed effects of cellular crowding on neurofilament transport using stochastic models of molecular collisions. Adapted the Gillespie algorithm to incorporate molecule sizes and collision statistics. Analyzed effects of cellular crowding on neurofilament transport using stochastic models of molecular collisions. Adapted the Gillespie algorithm to incorporate molecule sizes and collision statistics.

Summer Intern - Center for the Physics of Living Cells

• Jul 2017 - Jul 2017

Center of Physics of Living Cells summer school. Lab of Prof. Jingyi Fei (University of Chicago) and Prof. Zaida Luthey-Schulten. Modeled RNA expression using CUDA Python based spatial stochastic simulation software Lattice Microbes running on NVIDIA GPUs. Employed a DBSCAN clustering algorithm in Lattice Microbes to analyze RNA copy number from Superresolution microscopy images. Center of Physics of Living Cells summer school. Lab of Prof. Jingyi Fei (University of Chicago) and Prof. Zaida Luthey-Schulten. Modeled RNA expression using CUDA Python based spatial stochastic simulation software Lattice Microbes running on NVIDIA GPUs. Employed a DBSCAN clustering algorithm in Lattice Microbes to analyze RNA copy number from Superresolution microscopy images.

Summer Intern - Econophysics Research Group

• May 2013 - Aug 2013

Indian Academy of Sciences Fellow. Tested various stochastic strategies to optimize utilization fraction in a version of a multiple choice game called the Kolkata Paise Restaurant problem. Performed agent based Monte-Carlo simulations to numerically test various optimization strategies. Developed an analytic solution to the system of stochastic differential equations such that the utilization becomes effective for all the agents, keeping fluctuations arbitrarily small. Indian Academy of Sciences Fellow. Tested various stochastic strategies to optimize utilization fraction in a version of a multiple choice game called the Kolkata Paise Restaurant problem. Performed agent based Monte-Carlo simulations to numerically test various optimization strategies. Developed an analytic solution to the system of stochastic differential equations such that the utilization becomes effective for all the agents, keeping fluctuations arbitrarily small.