Senior Software Engineer
Current• Built model validation framework to validate 20+ pricing models and generate report for validation result. Java, R• Building various business reports using Tableau to enable business users to analyze risk data at real time. • Building generic reporting framework to allow users to dynamically define a report by specifying data source, business entity, dimensions to slice and dice data, aggregators for data in each basket, and representation type, etc. and persist the report description in xml file. A report generator can then read the report description and generate report on demand. Java• Use ML to analyze large volume of securities for exceedance. Pandas, sklearn.