• Re-performing Loan Portfolio (RPL) – Identify primary drivers for delinquencies and defaults through statistical analysis and develop Loss Mitigation programs to address them• Develop Risk Models - Mortgage Default and Re-default (after Modification) models using statistical inference (R, Tableau and MS SQL)• Develop and maintain Decision engines and models in the default servicing area (Excel/VBA,C#.NET & MS SQL)

The Financial Modeling Group in BlackRock Solutions (BRS-FMG) partnered with a major client to develop the suite of models for PPNR and Gross Loss Projection. The models – Transition Matrix, New Origination, Sales and Loss Given Default were developed based primarily on Macro economic sensitivities with overlays to reflect business policies and promotions. • Correlations Analysis to identify correlation between various transitions that helped to bring down the total number of transition / models. • Back testing the model with actuals and validating the projections against business expectations.• Developed the Cash Flow Engine in SAS / IML and generated the Synchrony Balance Sheet from the cash flow projections.• Sensitivity Testing of PPNR and Loss to top 5 macro economic factors.

Quantitative support for the Held for Investment (HFI) / Portfolio Loans. - Cash Flow Analytics & Jumbo Prime and HE Prepayment Analysis- Valuation & Pricing - Attribution Analysis

• Analysis and optimization of the daily ‘best execution price’ delivered to the Loan origination divisions by monitoring all the pricing components such as market price, base and excess servicing, net interest income and hedge cost.• Developed ‘Live’ LIBOR rates from daily BBA LIBOR quotes and Euro Dollar Futures for intraday pricing of loans and servicing portfolios.• Contributed to projecting Agency MBS Buyup and Buydown Ratios for outer months, as a constant spread over excess servicing, which allows identifying pricing impacts due to Interest rate movements.

 Interest Rates Term Structure Models:- • Developed the Government/Treasury default free forward rates curve using the bootstrap (direct) method and the LIBOR forward curves based on the LIBOR Market Model.• Modeled Cost of funds (COFI) forward curve by regressing on 3M LIB (short rate) and 10Yr Swap (long rate). Structured Finance Models - Maintain and enhanced the Over Collateralization Model (mortgage cash flow model used in the valuation of Whole Loan portfolios, Mortgage Backed Securities (MBS) and the Residual interest) • Enhancements include adding: a) new loan products such as Hybrid NegAm and HELOCs to collateral/asset side; b) new tranches to the Bond Structure and b) CAPs and Swaption contracts to hedge the basis risk.• Developed a mortgage cash flow model for valuation of Mortgage Servicing portfolios with Option Adjusted Spread capability (involves estimation of costs and revenues associated with servicing Prime, Alt-A and Subprime Loans.) Developed models in MS Excel/VBA/C++ for • Pricing Swaptions using Black’s Model• Identifying and pricing the cheapest to deliver treasury bond

• Industry analysis and company analysis for small cap firms in finance and tech.• Coordinated offshore development activities.• Developed search algorithms that scan folders iteratively, Auto Upgrade and Web File transfer.

TATA CONSULTANCY SERVICES Project Manager 2003 – 2004 EMC Corporation, Hopkinton, Massachusetts, 2004• Developed and managed the TCS team for supporting EMC’s Navisphere - the web-based management suite for EMC’s Mid-Range CLARiiON storage arrays.• Developed project plan, identifying risks and mitigation procedures.Hutchinson Whampoa Ltd., United Kingdom, July – December 2003• Contributed to the development of TCS engagement model for HWL.• Initiated and coordinated HWL’s system study and requirements analysis and devised staged outsourcing plan to TCS (Primarily analysis and Quality Assurance Functions).Business AnalystAmerican Express Financial Advisors, Minneapolis, Minnesota, April – June 2003• Performed detailed analyses of business and systems requirements and developed specifications for financial services division that performs more than 1,000 transactions per day, generating annual revenues of more than $3 billion.