-Resolved an Federal Reserve issued MRA for a tier 1 US based global bank-Valuation of Securitised products including Agency and Non-Agency Products-Remediation of the valuation methodology and sensitivity calculations for Securitised Products-Valuation of OTC derivatives using SABR and HJM models, as well as the use of copulas-Implementation of the FRTB-SA for large banks-Model validation of financial products and exotic derivatives-Calculation of ECL under the IFRS 9 framework and calculation of TTC and PIT PDs.-Equilibrium and Arbitrage Free Interest Rate Models-Valuation of OTC Dervivatives including exotic options-VaR Calculation and Stress testing of Equities,Bonds and FX products-Calculation of Net Overnight Open Position-Implementation of a grid search LSTM for stock prediction

-Worked with various student-run startups in the NMIMS eco-system-Mentored and guided founders from the ideation to the revenue ready stage-Provided startups with the initial seed capital-Organised various events to promote entrepreneurship on campus

-Worked on developing relations in the trade credit insurance space-Framed a marketing and sales funnel for the trade credit insurance department

-Researched upon various liquidity risk mitigation techniques in the bond market-Studied the original methods to calculate option Greeks like bumping-Implemented the Adjoint Alogorithmic Differentiation for fast calculation of the Option Greeks of first and second order Greeks-Worked on calculation of exotic derivatives using the Monte Carlo simulation using Sobol numbers