• Planned overall software architecture• Built and managed whatsapp notification application

Handle processing of corporate actions for clients

• Calculate daily P&L for the desk, and other operational handovers from the Asian session to the American session• Running of simulations and pricing of exotic instruments for the structuring and private bank divisions mainly through Murex.• Built software for the automation of operational tasks by the desk, and for traders to manage risk and exposures during trading hours.• Wrote software for simulating & forecasting portfolio metrics such as average tenure and expected risk-weighted probability returns for each of the exotic positions.• Built inhouse Request for Quote (RFQ) application that sent, collated and presented prices from different counterparties though a GUI for the structuring and trading teams• Inhouse application built with python backend, flask for the GUI, and prostgres for the RDS, hosted on a local network

• Aided in the development of multivariate macroeconomic models to predict movement of various US indexes based on the house view on various macroeconomic factors in the US.• Built spread sheets to monitor and adjust the forecasted demand and supply imbalances for various commodities, working with external APIs to collate, manipulate data through python, presented in excel for staff to use.

Learnt how to conduct exploratory data analysis, develop and implement data pipeline, and engineer financial datasets for stock forecastingApplied data transformations for financial datasets to obtain more desired statistical properties via methods such as volume or dollar bars.

• Project is to price oil Asian options using GARCH and Empirical Martingale simulation on oil price futures• Assisted in the data gathering, programming of the model and ran optimization

• Designed and documented features, processes, and flows for the development team for the application• Coordinated with the various teams, development, UX, marketing, involved in the creation of processes and features on the application ensuring it fulfills the requirements of the respective teams• Pitching to prospective investors and updating current investors on the development of the application and features

• Researched and back tested quantitative momentum strategies • Created portfolio rebalancing programs using risk parity methods