● Performed daily BAU operations such as off-price checks (derivatives, FX, money market, and currency options), reporting PL explained, monitoring market risk sensitivities through portfolio greeks and VaR, Volcker Rule reporting and back-testing of VaR.● Developed PL attribution and sensitivity reporting tools for bond positions to explain price movements contributing to day-to-day movement and identify risk exposures via key duration analysis on bootstrapped yield curves.● Performed model validation and assessment for pricing models of complex derivative products, such as the application of the SABR model in interest rate cap, floor and swaptions products.● Spearheaded and actively supported initiatives to improve existing processes (revamping inefficiencies in reporting workflows, automation shift towards power-query, application of internal audit recommendations), involving liaising with key stakeholders and regional branches.

● Implemented Tableau dashboards to monitor risk exposures to emerging markets using economic and market indicators such as changes in credit default spreads, breakeven rates, debt ratio and compositions and commoditydependence.● Implemented Tableau dashboards to capture key portfolio metrics such as net interest income, asset-liability mismatch, regulatory capital and liquidity management ratios.

● Developed various models in Python for nowcasting GDP, CPI and recession probabilities which were applied to estimate the current macroeconomic state and updated based on new developments.● Applied feature selection techniques to improve the efficacy of the models, such as principal component analysis, vector autoregression, and dynamic factor models.● Developed deployment pipeline for trained models to facilitate recurring updates to inputs and back-testing for accuracy, and extendable design architecture to enable changes in model parameters or fitting of different models.

● Reporting of P&L explained, monitoring of trading limits and funds transfer pricing.● Implemented automated dashboards to analyze maturity profiles, nominal spread and net interest margins.● Researched and developed models to forecast yield curves movements and change in portfolio value