Working in Equities Risk and PnL team (Derivatives domain), as a developer, with responsibilities to design, code and test risk framework to compute end of day risk, generating Profit, Loss and many risk numbers (Delta, Gamma, etc.) for huge number of instruments using auto-triggered jobs and parallel computing.+ Restructured load on parallel processing grids by analyzing CPU times of different jobs, decreasing wait time by 40%.+ Decreased start time of risk report jobs by 30mins , by optimizing SQL queries for pre-processing transactions data.+ Discovered and reduced errors by 83% by filtering expired instruments before pricing.+ Created "Support tool", reducing time spent on production queries from 3hr to <30min per query by automating manual tasks using javascript, python and internal APIs.+ Developed python scripts for explaining mismatches in risk numbers while regression & UAT testing, decreasing from ~500 to ~100 mismatch JIRAs.+ Improved way of loading data by internal framework apps, resulting faster loading of daily used applications. + Designed & Built multiple new stacks of auto-triggered jobs for publishing swap regulatory report within tight SLAs.