Balgovind Jhunjhunwala Email & Phone Number

Bengaluru, Karnataka, India

Mumbai, Maharashtra

Mumbai Area, India

Mumbai, Maharashtra, India

• Worked with Collateral Optimization Unit, margining the Uncleared OTC Derivatives according to ISDA SIMM™ (Standard Initial Margin Model) and ensure that the daily margin posted and collected by Barclays on Uncleared OTC derivatives across all product classes - Equity, Rates, FX, Credit, Commodity - are in line with SIMM™. • Utilized the understanding of derivative greeks and regulatory IM Rules for different regimes (EMIR, USPR, CFTC, MAS, HKMA etc.) to resolve dispute reconciliations with counter-parties. • Back-tested the SIMM model quarterly and annually using full revaluation and sensitivity based approaches and produce high quality quarterly and annual reports for regulatory submissions on the same. • Also undertook what-if analysis on different portfolios to advise trading desks on margin requirements• Involved in Collateral Optimisation Exercises in-house and with tri-parties, and design tools for the same

Mumbai Area, India

Automating Risk Management Desk to assign additional margin limits to clients for conducting market trades based mainly on five parameters, i.e. client behavioural pattern, client leverage trend, market volatility, DP quality, and maximum allowable trade quantity.Created a Client Profiler system after conducting analysis on clients’ last 4 years trading history and successfully profiled their behaviour into 13 major and various sub parameters.Developed the data analysis and intelligence back-end for an Advisory Dashboard merging the above mentioned client profile data and the trade recommendations from the research team, and channelling it to the advisors.Developed the tick analysis and alerts generation section for an advisor and client notification system based on their portfolio and trade patterns.

Mumbai

Developed the Back-testing Platform on MATLAB for a Portfolio Optimization software as well as devised and analysed various optimization strategies for the portfolio management using simulation techniques. Also, worked in the final stages of the Portfolio Optimization software, implementing the optimization model and analysing the Pareto optimal front.Learnt and coded 15 popular Technical Indicators used in the markets on MATLAB and further a parameter Optimization Platform for the Technical Indicators using Genetic Algorithm to solve the NP hard multi-variable integer programming problem, thereby giving the best possible parameter values for a particular indicator after analysing the historical data.

Bachelor Of Technology (B.Tech.), Industrial Engineering

Activities and Societies: Associate Manager, Competitions and Head, Design Team at Entrepreneurship Cell , IIT Kharagpur

All India Secondary School Examination, Cbse