Avinash Dubey

Avinash Dubey Email and Phone Number

VP Engineering Manager / Product Lead with Investment Banks for 15+ years (Front office/Finance - Fixed Income and Credit Derivatives) @ ANZ
melbourne, victoria, australia
Avinash Dubey's Location
Singapore, Singapore
Avinash Dubey's Contact Details

Avinash Dubey work email

Avinash Dubey personal email

About Avinash Dubey

I am essentially a problem solver with the ability to take on different skills as required, but here are a few skills I have specialized in during my decade+ long career in Investment Banking Technology.► Functional: ▪️ Project Life cycle - Have played the role of scrum master and release manager with previous projects. I am also a NUS (National University of Singapore) ISS certified PM for IT.▪️ Investment Banking - Markets (with focus on Fixed Income and Derivatives) and Finance. I am also a candidate pursuing PRM (Professional Risk Management) certification which is branched from the widely-known FRM.▪️ Fintech - Blockchain, ML/AI, Certification in Machine Learning from Stanford University through Coursera► Technical: ▪️ C#, .NET and related frameworks (WPF, WCF, etc.)▪️ Javascript (ES6) and related frameworks (React/Redux/Angular), HTML5, CSS3 and frameworks, Rest API▪️ Analytics (BI) with Qlik View and Qlik Sense▪️ T-SQL and Microsoft BI suite (SSIS/SSRS/SSAS) ‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾A few recent examples that describe me well:▪️ Problem solving - Created an analytical Qlik application which allows exploration of time series P&L and risk (IR, FX, vols, etc.) with different orders (delta, gamma, vega, volga, vanna, etc.). It also providers the ability to slice and dice the data and explore the data through multiple dimensions (desk, risk types, trade types, etc.)▪️ Sharing - Did a series of sessions on blockchain for the Singapore Project and Markets Finance teams covering basic principles to advanced topics. I am also a writer on machine learning for "Towards Data Science " at https://medium.com/@avinash_dubey▪️ Participation - Recently won bronze at the "Secure Code Warrior" competition held at ANZ-Singapore▪️ Curiosity - How to decide between ReLu, sigmoid, and tanh activations in neural networks?▪️ Learning - Reading "Mastering Bitcoin" by Andreas Antonopoulos to better understand the concepts of crypto-currencies and blockchain▪️ Learning some more... (the farther one travels, the less one knows)

Avinash Dubey's Current Company Details
ANZ

Anz

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VP Engineering Manager / Product Lead with Investment Banks for 15+ years (Front office/Finance - Fixed Income and Credit Derivatives)
melbourne, victoria, australia
Website:
anz.com
Employees:
44544
Avinash Dubey Work Experience Details
  • Anz
    Engineering Manager / Technical Product Lead
    Anz Mar 2015 - Present
    Singapore
    ►Role: Development Manager and Scrum Master with Markets Finance►Project: Odyssey/Plato is a transformation project in the Markets Finance space to create a strategic platform for processes related to Markets and Treasury Control (M&TC). My current stream is responsible for the integration of Odyssey with the strategic Front Office valuation/risk/attribution system (Sky) for Rates/FX/Credit/Commodities asset classes, enabling adjustments such as CVA, FVA, etc. to the P&L, providing FO-BO reconciliations and sending adjusted data downstream.►Role:▪️ Lead the delivery of an analytical Qliksense applications to enable (both time series and spot) exploration of risk measures (IR, FX, vol, etc.) across various orders (delta, gamma, vega, volga, vanna, etc.) and the corresponding impact on P&L with the associated market moves.▪️ I lead the implementation of a tactical project (Plato) to enable quick integration of valuations, MTM attributions/explains, and risk with front office valuation system (Sky) to provide a unified platform for P&L/attributions and other product control activities such as P&L adjustments, FOBO reconciliation, etc.▪️ I lead the integration of "Plato" into the strategic project "Odyssey" to set the stage for on-boarding current and future "Sky" phases. The integration was very synergetic as it saved a lot of time and effort that would otherwise be spent redeveloping the components already available.►Components ▪️ Technical: C#, ASP.NET MVC, Entity framework, T-SQL, SSIS, JavaScript, AngularJS, HTML5, CSS3, JQuery and related widgets, QlikSense▪️ Others: Understanding valuation, P&L, explains/attributions, market data and moves, various risk measures such as delta/gamma/vega/volga/vanna for IR/FX products. The scope includes FX and Rates products - both linear (swaps, futures, etc.) and non-linear (options, exotics, etc.)
  • Barclays
    Assistant Vice President
    Barclays 2010 - 2015
    Singapore
    ►Role: Release Lead and Analyst Developer/lead with Fixed Income►Projects:▪️ Trade Capture Workflow - It is a front office system which deals with the build and maintenance of trading blotters/tickets (Desktop Trading solutions) and their integration with external gateways, workflows, and valuation/risk systems for both G7 and EM.▪️ Fixings/reset system - Automated EOD system to perform fixings (or resets) on various kinds of Fixed Income trades. Created for G7 but later extended to EM as well.►Role:▪️ I was the release lead for the implementation of WPF based trade blotters/tickets and led the coordination of the migration away from the old ones with trading/MO desks in Australia/Japan. This included EM specific workflows for Russia, Korea, etc. to ensure support for compliance and regulatory requirements.▪️ I led the onboarding of the EM (emerging markets) business to the FI reset platform taking care of specific requirements such as ND/Synthetic currencies, holiday support, etc. as well. I also extended the FI system to have support for additional complex trade types such as TRS (Total Return Swaps).►Components: ▪️ Technical: C#, WPF, WCF, Winforms, Solace, XML based object database, SQL▪️ Others: Specifications, booking, workflow and risk/valuation of Fixed Income products (e.g. Bonds, IR Swaps, Swaption, Exotics, Asset Swaps, TRS, FRAs, etc.) and strategies (e.g. Iron Condors, Butterfly, etc.)
  • Barclays
    Assistant Vice President
    Barclays 2006 - 2010
    Singapore
    ►Role: Senior Analyst Developer with Credit Derivatives►Projects: ▪️ Front Office system for Credit Derivatives - trade booking, workflow, valuation and risk.▪️ Product Control related system for EOD calculation/reporting for P&L, explains, attributions, FOBO, risk & market moves, etc.►Role:▪️ I designed and implemented a trade consolidation framework to enable interaction with multiple Front Office and Back Office systems over multiple interfaces (MQ, Talarian, FTP, DTS, XCopy). It was first used for credit risk consolidation and reporting and then easily extended to other integrations.▪️ This was my induction into the world of Markets / Investment banking, and I had to act fast to be able to understand (and later speak) the language of the trading/product-control desks to work with them directly to create software that integrated well with their thought process and workflows.►Components: ▪️ Technical: C#, multithreading, MQ, Talarian, VBA, SSRS, SSIS, Sybase, SQL ▪️ Others: Specifications, booking, workflow and risk/valuation of Credit Derivative products (such as Vanilla CDS/CLN, and structured products - Tranched, NTD, MBS, CDO, CDO-squared etc.
  • Oracle Financial Services
    Manager (Associate Consultant)
    Oracle Financial Services Jul 2005 - Feb 2006
    Singapore/Mumbai
    ►Role: Team lead for grid component of "Bond analysis" project for Standard and Poor’s►Significant Achievements:Steep learning curve on two counts:▪️ This was my first real interaction with world of finance and fixed Income, and I had to learn the ropes in a very short span to interact with the client and analysts to have a good understanding of the requirements and then translate in technical terms to my team.▪️ I learnt and implemented advanced multi-threading design patterns to keep the UI responsive and available. I also worked with other component leads to design the event aggregation model and continuously monitored/reviewed the progress of my team to ensure the architechture layout and standards were followed.►Components: ▪️ Technical: Winforms and threading▪️ Others: Understanding of types of bonds and the internals used in their ratings►Learnings:It is crucial to keep your cool even when faced with a steep learning curve. Career advancements await you on the other end.
  • Capgemini (Erstwhile Patni Computer Systems)
    Software Engineer
    Capgemini (Erstwhile Patni Computer Systems) 2002 - 2005
    Mumbai Area, India
    ►Role: Handled multiple projects in the capacity of team member and team lead►Significant Achievements:In spite of being in the early stages of my career, I had the opportunity to lead a team to make fundamental updates to in-house "e-care" system to better handle employee appraisals, queries and grievances. ►Skills: ▪️ Technical: Winforms, Webforms with ASP.NET, ASP, Javascript, vbscript, VB, SQL▪️ Others: In-depth discussions on requirements with HR and employees to understand which kinds of workflows and interfaces would reduce turnaround time and make their life easier►Learnings carried forward to date:This was my first job after graduation, and I realized quickly that professional teams always support members if they lack in skills but make up for it with sincerity of effort. I have made it a habit to return the favor after transitioning to the stronger side.

Avinash Dubey Skills

Credit Derivatives Fixed Income Investment Banking Derivatives Equity Derivatives Trading Systems .net Trading C# Electronic Trading Business Analysis Interest Rate Derivatives Sybase Requirements Analysis

Avinash Dubey Education Details

Frequently Asked Questions about Avinash Dubey

What company does Avinash Dubey work for?

Avinash Dubey works for Anz

What is Avinash Dubey's role at the current company?

Avinash Dubey's current role is VP Engineering Manager / Product Lead with Investment Banks for 15+ years (Front office/Finance - Fixed Income and Credit Derivatives).

What is Avinash Dubey's email address?

Avinash Dubey's email address is wr****@****ail.com

What schools did Avinash Dubey attend?

Avinash Dubey attended Veermata Jijabai Technological Institute (Vjti).

What skills is Avinash Dubey known for?

Avinash Dubey has skills like Credit Derivatives, Fixed Income, Investment Banking, Derivatives, Equity Derivatives, Trading Systems, .net, Trading, C#, Electronic Trading, Business Analysis, Interest Rate Derivatives.

Who are Avinash Dubey's colleagues?

Avinash Dubey's colleagues are Matina Maharjan, Emily Ng, Marie Hakwa, Angel A, Paul Qin, Ace Hiken, Ulaganathan Muthiah.

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