My academic background in Operations Research and Data Science has helped me leverage my skills in solving several quantitative problems in Finance. My work primarily involves data integration and quantitative modelling. I have experience implementing several classical techniques for pricing fixed income structured products using Monte Carlo Simulation. My most recent work involves sensitivity analysis using automatic differentiation techniques, solvers for autocallable securities, pricing Quanto options and smile interpolations. My programming experience primarily includes Python, C++, R and SQL, and I have hands on experience, leveraging API tools such as Django, Flask, Kubernetes and Jenkins along with databases like Redis and MongoDB.