- Human -
Experienced quantitative professional with a demonstrated history of work in the financial services industry. Skilled in risk management, financial products, financial modeling, system design, programming, and data analytics
September 2022 - January 2023
Product Specialist, Pilot
Developed data model for bookkeeping as a service
Technical optimization of current product offering
Developed guidelines for high velocity prototyping
April 2021 - ongoing
Financial Trader, Ventura Securities Ltd
Advise and manage equity portfolios for clients investing in the Indian market. Design data-driven trading strategies to drive growth.
February 2015 - January 2021
Vice President, Goldman Sachs
Lead - Market Risk Analytics and Reporting
Responsible for quantification, review, and reporting of the firm's Market Risk and Capital usage using risk measures such as VaR, Stress Tests, and Expected shortfall.
Worked extensively with pricing and risk models across Equities and Interest Rates.
Built end-to-end products to kickstart a paradigm shift in how the firm analyzed and reported risk. This includes building anomaly detection systems, commentary suites, workflow management tools, database design and, sign-off and reporting frameworks
January 2013 - January 2015
Analyst - Prime Brokerage,
Barclays Investment Bank
Asset-Liability-Tenor management: Maintenance of tenor wise data and costs of funding to have a clear view of the liquidity in the firm.
Counterparty Risk analysis: Asset Rehypothecation, analysis of loan facilities, and translating loan terms into machine usable code.
Regulatory Reporting - Form PF Submitted to SEC by Prime brokerage firms.
September 2022 - June 2024
Masters of Science - Software Management, Carnegie Mellon University
Product development and Validation
February 2021 - February 2022
Statistics and Data Science, Micromasters, MITx on edX
Data Science for Social Analytics
August 2010 - May 2012
Master of Science - MS, Financial Engineering, Illinois Tech Stuart School of Business
Corporate Finance and Investment Banking
Algorithmic Trading Strategies and Systems
August 2005 - July 2010
Bachelor's in Computer Engineering, University of Mumbai
Data Structures and Algorithms
My skills have been built up over years of professional work experience as well as research and simple observation. I have a great balance between industry-specific skills and soft skills, which means I have what it takes to do brilliant work and make a contribution to any team. If you’re interested in getting to know more about me, and the skills I possess, get in touch. I’d love to discuss with you all the tools, skills and more I can put to use for you.
Finance and Risk Management
As a quantitative risk manager, I have developed a deep understanding of global markets, financial products, and models used to price them. The experience has also trained me to stay calm in difficult situations and act in a rational manner.
Software Programming and System Design
“You might not think that programmers are artists but programming is an extremely creative profession. It is logic-base creativity.”
– John Romero
Building prototypes has perhaps been one of the most effective tools in my journey in managing products.
I have worked on the below languages and BI tools
MS Office Suite
For everything else, I use StackOverflow
I have experience building end-to-end products in the b2b environment. I prefer using Agile which is an iterative approach where we build and release product features quickly based on priority queues and then refine them based on user feedback.
Analytics is one of the driving forces behind quantitative risk management. I have used analytics to mine insights from large data sets to help drive trading decisions.
In addition, I have also used analytics to measure performance and drive the products we have built forward.
Leadership and Team Building
A philosophy that I have imbibed is: “You are the average of the five people you spend the most time with.”
Over my career, I have learned to work in and build diverse, cohesive, and high-achieving teams, where everyone has unique personalities, and we all learn from each other.
In my role as a leader, I enjoy setting a vision and working with the team to determine the path required to get there.