Domain: Consulting, Solutioning, Sales, Pre Sales & Demand GenerationIndustry: Technology, Software Products and Platforms

Indian Market Volatility estimation and Risk identification using GARCH model; Used GARCH model in developing Delta Neutral riskdefined option selling strategies• Used Black Scholes Model for calculating option Greeks; Used option Greeks and their impact on option premiums for developing deltaneutral, short Volatility strategies for capturing Theta• Modeling Implied Volatility using live option prices (ATM & OTM) for real time risk identification (used Black Scholes Model and python)• Modified Black Scholes Model according to Indian Indices; calculated weekly futures and synthetic futures for better IV calculation forIndian markets• Creating Risk Metrics by Factoring in Implied volatility• Derivatives Analysis proficiency – Open Interest analysis, FII Data analysis, Rollover analysis, Hedging Strategies and Option Strategies• Developed derivative pricing and valuation systems. Learnt about modeling of a variety of financial instruments• Strategy Development: Final level back-testing (in-sample data) and forward testing (out-sample data) simultaneously triple checking ofthe trade entries with dynamic and complex stop losses, re-entry and exit position sizing, order management considering slippages

Domain: ConsultingIndustry: Healthcare & Health Insurance

Domain: Solutioning, Business Analysis, Data Analysis, Technology Consulting & Change ManagementIndustry: Healthcare, Auto & Finance