Quantitative Researcher

• Jul 2023 - Present

Working on building a CART model for optimizing portfolio manager performance attribution and selection Working on building a CART model for optimizing portfolio manager performance attribution and selection

Quant Summer Associate

• Jun 2023 - Aug 2023

Scholar

• May 2021 - Jun 2023

Quantitative Risk Analyst

• May 2019 - Jun 2022

• Performed risk computation and analysis of a $136mn delta OTC derivative portfolio, spanning across 120 product types. (Exotic Swaps, FX Forwards, XCCY Swaps, Tenor Basis Swaps, OIS, etc) • Primarily priced and analysed FVA, CVA, and DVA. (Valuation adjustments to OTC derivatives). Part of the CPM Risk Desk (Counterparty Portfolio Management). • Developed the 16 by 16 Cross Gamma Matrix to estimate portfolio risk and P&L changes arising from intraday moves in Interest Rate spreads, Volatility Curves, FX, and Credit Spreads. • Initiated cross team interaction with technology and strategy teams to develop and enhance risk computation methods for complex derivative products and new risk parameters across Rates, FX, and Credit desks. • Actively engaged in the seamless transition of our trading portfolio due to IBOR switch (EONIA-ESTR, USDOIS-SOFR) • Played a key role in Assymetric FVA desk set up to onbaord new businesses. Show less

Business Delegate

• Aug 2018 - Sep 2018

Competition cum conference related to Asset Management, Mergers and Acquisitions, Sales and Trading. Presented an Equity Research Report on Starbucks Inc. Competition cum conference related to Asset Management, Mergers and Acquisitions, Sales and Trading. Presented an Equity Research Report on Starbucks Inc.

Campus Ambassador

• Jan 2018 - Jan 2018

Enagaged with global business leaders and change makers to discuss new projects and initiatives in the international policy and economics space. Enagaged with global business leaders and change makers to discuss new projects and initiatives in the international policy and economics space.

Investment management trainee

• Jul 2017 - Aug 2017

• Analysed India’s largest steel services center for its operational and financial competitiveness amongst its global peers and suggested strategies which could add 2% to its after tax margins. • Worked with the Group Investment Management Team on formulating expansionary plans for the upcoming steel service centers. • Analysed India’s largest steel services center for its operational and financial competitiveness amongst its global peers and suggested strategies which could add 2% to its after tax margins. • Worked with the Group Investment Management Team on formulating expansionary plans for the upcoming steel service centers.

Asset Management Trainee

• May 2017 - Jul 2017

• Worked with the Fixed Income department, as part of a team which looked after the currency and bond valuation and trading. • Worked on the $10mn multi-asset portfolio of High Networth Individuals (HNI) clients, understanding the trade cycle, building futures and options strategies. • Worked with the Fixed Income department, as part of a team which looked after the currency and bond valuation and trading. • Worked on the $10mn multi-asset portfolio of High Networth Individuals (HNI) clients, understanding the trade cycle, building futures and options strategies.