Ajay Kumar Email & Phone Number

Berkeley, Ca, Us

San Francisco, California, United States

San Francisco Bay Area

San Francisco Bay Area

• Built PD, LGD and EL Credit Risk models for Structured Products based on Beta and Exponential distributions• Implemented advanced non-smooth, non-derivative optimization methods for global minima mapping in python

New York, United States

1. Constructed IR>0, SR>1 portfolio from topological measures, graph-theory & network-engineered predictors2. Performed time-series, Kalman Filter & and random forest analysis to predict mean/variance of 200+ stocks3. Optimized portfolios with fuzzy and k-means clustering constrained to maximize Sharpe & Mean-Variances

Gurugram, Haryana, India

• Built methodology for calculation of Performance, Risk, Liquidity, Collateral, Investor, and Trade Reporting across all asset classes (CDS, IRS, Options, Forwards, and Equity) in Python and SQL. Specifically, to be reported to SEC and ESMA.• Formulated product roadmap, features, prioritization, pricing, and GTM for various offerings. Product Development for middle and back office operations automation for Hedge Funds across US and EU.

Gurugram, Haryana, India

• Led analysts to analyze Collateral and Valuation calculations across derivatives for all Natwest trades using MongoDB and VBA.• Laid down specifications for new product building that reported EMIR, CFTC and MAS for Natwest Trades.

Noida Area, India

• Estimated VaR, Volatility (Corner Fisher), Market Risk Measure, Credit Risk Measure, and Performance scenarios using Monte Carlo simulations for EU-packaged structured retail products.• Developed Commitment and Gross Leverage calculator for AIFs to calculate netted and non-netted exposures; • Consulting and Gap Analysis for Hedge Funds and Alternative Asset Managers for streamlining and automating middle and back office operations.• Developed ESG offerings across security… Show more • Estimated VaR, Volatility (Corner Fisher), Market Risk Measure, Credit Risk Measure, and Performance scenarios using Monte Carlo simulations for EU-packaged structured retail products.• Developed Commitment and Gross Leverage calculator for AIFs to calculate netted and non-netted exposures; • Consulting and Gap Analysis for Hedge Funds and Alternative Asset Managers for streamlining and automating middle and back office operations.• Developed ESG offerings across security management, reporting standards, and performance analytics based on SASB standards.• Product Manager for Regulatory Reporting of Funds: Form PF, AIFMD, MiFID, EMIR, Short Selling Regulations, TR, CPO, OPERA, MAS, Cayman Filings, UCITS, PRIIPs Show less

Bengaluru Area, India

• Financial Modelling of Commercial Real Estate Rentals• Risk assessment: based on forecast of Income, Cash Flow and Balance Sheet of a beverage provider.• Identification of new to-business opportunities, initiating corporate client engagements and managing present clients

Pune Area, India

• Implementation of DIAMETER (uses tcp and sctp) to monetize data revenue at pan India telecom operator.• Analysis of Call Detail Records for accurate billing of telecom services at a pan India telecom operator.

Master'S Degree, Financial Mathematics, 3.75

- Machine Learning - Neural Networks - Empirical Methods - Stochastic Calculus - Investments and Derivatives - Fixed Income and Structured.

Master Of Business Administration (M.B.A.), Finance, General, 3.20 / 4.00

Major of my subjects and highest scores were in accounting, advanced finance, economics, econometrics, and advanced statistics. My average.

Bachelor'S Degree, Electronics And Communications Engineering

Activities and Societies: 1. Chief Editor of annual institute magazine. 2. Training and Placement Representative. 1. Chaired a board of 25.