Macroeconomic Research for Fixed income markets, Client and media interaction.

Macroeconomic market research entailing tracking of parameters like GDP, Balance of Payments, Inflation, Monetary and Liquidity parameters, Fiscal Balances for providing inputs to the Rates and FX desk.Event based report writing for client dissemination including academic articles on behalf of the Bank in various publications.

Handling Macroeconomic research for the Fixed Income and Debt capital markets team. Programming in house codes for the trading team for daily P & LWriting detailed notes on various topics of interest in the fixed income space for internal and client use.

Modelling and data analysis, work related to study of yield spreads, interest rate models, benchmark yield curve.Analysing the Money Markets, Fixed Income Markets as well the Forex Markets using advanced statistical procedures.Development of a generic code to interpolate using spline based methodology to find out the respective yield for any given tenorDevelopment of CCIL Tenor-Wise Index for the Indian Debt market. Development of CCIL State Development Loans Index  for the Indian debt marketImplementing the Principal Components approach to understand the composition nature and evolution of the Indian bond market curve a project done in co-ordination with the Reserve Bank of IndiaValue-at-Risk Modelling for a leading PD while at CCILPaper titled Understanding Credit Derivatives published in Rakshitra Paper titled Evolution of the Indian G-Sec Yield Curve-A Semiparametric Approach in RakshitraDeveloping question banks for the CCIL certification program modules (Debt, Forex and Risk Management)Training market participants comprising of bankers, bond dealers, mutual fund dealers on subjects like Value at Risk, Credit Risk, Credit Derivatives, Fixed income analytics.

I worked as a Management and Business Development Executive.

I worked as a Research Assistant in Gokhale Institute of Politics & Economics studying Agriculture and allied topics analyzing trends and patterns for the State Government of Maharashtra. My research focused on the policy matrix for Fisheries in India at IIM-Ahmedabad. I also taught Macroeconomics and International Economics at IMDR and S.P College Pune.