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.
- Use ML to analyze large volume of securities for exceedance. Pandas, sklearn.