Risk analytics team covering model testing and implementation on various Fixed Income projects

Quant developer for the muni desk. Worked on PRIIPs and pricing models on bond repacks, credit linked notes(CLNs), and other structured products.

• Developed models using C++ and Python on various asset classes, i.e Rates, Equity, FX and Base Metal Commodities. • Enhance models to enable business to assess RWA impact of new products and trading strategies.• Tested models from vendor systems such as Murex/Calypso/Summit/Sophis.• HSBC AI and Machine Learning Nano degree holder. Prototyped RegBot v1.0 using text analytics and NLP to read, categorize and generate replies on regulatory questions. Prototyped anomaly detection algorithms on rates market data using Keras/Tensorflow.

• Traveled globally to do in-person onsite implementations for local buy-side clients in countries including US, Canada, Brazil, Mexico, Cayman and Singapore/Malaysia. • Provided real-time trading floor support related to trade booking and execution, cash management, derivative pricing, and other issues include transaction cost impact and market microstructure models. • Ran demo/presentations and managed communications with client stakeholders.

North America professional services team on Sophis Risque and Value solutions. Provided consultancy services related to trade booking and pricing. Worked with desk quants on equities, rates, FX derivatives pricing under multi-curve framework.

• Financial engineering intern on CMRM's RSI project, implemented SunGard's Adaptiv system for delta one desk. • Focused on counterparty credit risk models, i.e PFE, CVA and other pre-deal checks.

• Developed desk apps/tools and provided ad hoc quant support for a Fixed Income trader (AUM $1B portfolio in muni bonds)

• Coded Fortran program for Prof. Chris Thompson to run Monte Carlo simulation of compton scattering near the surface of a black hole, under relativistic effects and Lorentz transformation.