www.akto.iohttps://github.com/akto-api-security/akto

VALUATION OF FINANCIAL DERIVATIVES :(Collaboration with the traders, desk and IT teams from New York, London, Tokyo, Hong Kong, Shanghai)• Developed and deployed a data driven, functional pricing engine for valuation of all interest rate derivatives• Represented interest rate products traded by the firm in a domain specific language• Responsible for modelling and pricing of all options on rate-future/bond/bond-future traded in LN and NYPROSPECTIVE TRADES RISK AND OTHER VALUATIONS :(Excel sheet actively used by Interest Rate Traders)• Responsible for providing auxiliary and intermediate pricing information for prospective trades• Retired the old infra to save maintenance cost• Improved the efficiency by 80% compared to the legacy systems• Expire Legacy Trade Valuation SystemANALYTICS ENGINE TO PRICE TRADES VIA SIMULATIONS :• Established robust message communication between existing analytics engine and new Valuation Systems• Completed the switch for a book containing Cancellable SwapsOTHERS :• Recruitment : Actively participated and organized the recruitment process for the team for 4 years• Part of the team that received the CEO Special Team India Award - 2012• SKILLS LEARNED : Functional Programming, Scala, C++, Boost, Pricing Models, Design, GIT, Google Buffer

• Proposed a privacy preserving user discovery service to match and connect smart-phone users withsimilar location and interests – first of its kind• Modeled some well known attacks and incorporated appropriate defenses to ensure user privacy• Applications include well-targeted advertising, dating and social networking• Technologies used were C#, ASP.NET, PHP• Developed a proof-of-concept and filed a patent for the same