Devansh Chauhan Email & Phone Number

Mumbai, Maharashtra, India

Market Risk Management.

Pune, Maharashtra, India

Subject Matter Expert for VaR Backtesting and responsible for crucial Regulatory reporting.Collaborated closely with Risk Management, Quantitative Analytics, IT, and Product Control teams to facilitate seamless operations.Acted as key global contact from the Risk team at Barclays, delivering comprehensive reports and insights on Backtesting methodologies and observations.Conducted thorough Daily VaR and P&L analysis, providing valuable insights to support decision-making.Optimized core processes and automated routine tasks using Python, resulting in significant time savings for the team.

Gurgaon, India

Performed executions, monitored positions, and evaluated trading opportunities inthe B3(Brazil) exchange with an average monthly volume of over 50000 lots. Designed multiple trading systems using FRA values, Bond Auctions, Seasonality, Open Interest, Broker Data, and OTC derivative data among others. Tracked various economic data, global events, monetary policies of Brazil andmanaged open positions accordingly.

Gurugram, Haryana, India

Researched about the Brazilian Fixed Income and its related markets like Brazil Equities and currency pairs. Developed various tools like Copom Analyser using MS Excel and Refinitiv to track and analyze different market data. Applied Technical Analysis and Backtesting to develop multiple trading strategies.

Chennai Area, India

Developed a web application to manage the database of an existing project andincrease its usability using the MongoDB, ExpressJS, ReactJS, and NodeJS technologystack. Composed Python scripts for automated deployment of the above-mentionedproject.