Responsible for building and setting-up the Asset Backed Finance (ABF) team in Mumbai, where I lead the valuation and pricing of Complex Financial Instrument (CFI) engagements. This includes Rated Notes, Master/Feeder Funds, Convertible and Callable Notes, Structured Products, and Fixed Income Securities. I utilize advanced statistical and financial techniques, such as IntexCalc, Black-Scholes, Option Pricing Model (OPM), Bloomberg, Binomial Lattice, Monte Carlo Simulation S&P Capital IQ, and Structured Finance Models, to assist clients with their financial reporting and tax requirements.

EY Strategy and Transactions (SaT) team works with clients to manage their capital agenda to drive competitive advantage and increase returns.> My mandate is to service capital advisory (capital preserving, optimizing, raising or investing) and valuation part of M&A chain within SaT. The work entails pricing of complex payoffs and structures arising in M&A involving pricing of esoteric and complex securities.> Manage valuation engagements for external and internal (Audit Support Specialist) for financial reporting, tax, and management planning purposes.> Develop model to value a variety of financial instruments and to analyze various business solutions using Black Scholes, Option Pricing Model (OPM), Fixed Income, Monte Carle Simulation and Structured Finance Models.> Assessing the complex structures such as Convertible Notes, Bonds, Structured Products, Fixed Income Securities, Contingent Considerations under ASC 718, ASC 820, ASC 946 and ASC 805.> Extensive usage of Python, VBA, MATLAB, Power BI, Bloomberg, INTEX Calc, Thomson Reuters EIKON, IDC, S&P CapitalIQ and other valuation tools.> Actively involved in interviewing lateral hires and mentoring new joiners.

• Performed monthly/weekly Pricing & Valuation on TruPS CDO portfolio incorporated with market colors and indicative information from BWIC.• Built various Risk and Regulatory stress testing for Bank Holding Companies (BHCs) by running economic scenarios on their portfolios for example Fed Baseline CCAR Scenarios.• Build various automation processes using VBA macros and SQL by engaging 2-4 proprietary tools for internal quality assurance purposes and updated the stakeholders if something breached/compromised.• Performed and supported by commentary for the monthly jumps in the client’s portfolio using credit model explanations and any other macro vectors like Expected Default Frequency (EDF), Probability Of Default (PD), etc.• Performed quarter-end specific tasks like Estimated Fair Value and OTTI Projections, SSFA Numbers, AP and DP to help clients to better analyze their portfolios.• Engaged with various teams to make sure any new purchase by client is added to library and is modeled for Issuance/Update level.

• Built various Cash-flow models using MS Excel for new structured lending facilities backed by receivables (or hard assets in some cases) • Tracked and incorporated various breaches of deal-specific triggers/covenants and analyzed the impact of macro-economic indicators on the deal. • Run sensitivities/scenarios on pool of receivables to assess default and loss expectations. • Developed in-depth understanding of deal related documents which includes loan documents, investment memos, loan tapes etc.• Developed an understanding of credit aspects of structured transactions across different asset classes. • Updated the transaction models periodically as and when servicer reports are available

• Conducted review for pricing and trade data analysis for options, equities, futures, commercial papers, municipal bonds, forwards and swaps securities from different vendors as per the requested dates• Contributed in fair value analysis for RMBS & agency to find range of the price of the particular security from sources• Assigned Product Control work among the team members• Organized training sessions for the new hires and the team

The Valuation Control Group (VCG) is a control function, independent of the Front Office (FO), whose responsibilities include independent price verification (IPV) and the determination of any Pricing and/or Valuation Adjustments required to ensure that fair value estimates for the assets and liabilities that are recorded on the balance sheet at fair value are appropriate. Team has many sub-teams focussing upon varuious asset types like Structured Products (RMBS, CMBS, CLO etc), Equity, Emerging Markets and Currency Team.• Reviewing daily independent pricing verification testing runs for structured products for NA & EMEA regions• Executing price verification/ benchmark process including the calculation of fair value adjustments• Defining & calculating the threshold applied for various asset types across the line of businesses• Partnering with various functional groups on valuation related issues and developing/implementing appropriate measures with the goal of ensuring fair value• Working with price vendors like IDC RemotePlus, S&P Capital, Reuters (EIKON & DataScope Select), Markit, Intexetc to verify the rationale behind their prices• Created security specific pricing model in MS Excel to hand price during Month end inclusive of Buy and Sell concentrations. • Building various vendors templates for various line of business and built deal cashflow and collateral deal models.• Automated various working spreadsheets via VBA coding• Performing necessary work relating to management reporting, regulatory mandates and consistency within the broader VCG framework• Assigning and managing the BAU work among the team members• Conducting training sessions for the new hires and for the team

1. Senior review for Pricing Analysis and Trade Analysis for Equity, Options, Futures, Commercial Papers, Corporate Bonds, Govt. Bonds, Municipal Bonds, Forwards and Credit Default Swaps securities from different venders(IDC, Reuters, JPM and S&P).2. Create complex excel automation file to pull pricing information including Close/Bid/Ask/Net Asset Value, Currency/Country, Asset/Security Type, Dividend/Coupon and etc information directly from Vendors Reuters-EIKON.3. Performed Fair Value Analysis for RMBS and Agency to find the range of the Price of the particular security from various sources.4. Build Reg AB Cash-flow and Collateral models on US Bank, Nissan etc.5. Assigning and managing the Valuation and Pricing work among the team members.6. Conduct training sessions for the new hires and for the team. 7. Ability to read and understand various deal documents like the Indenture, Swap and Hedge Documents, Collateral Management Agreement, etc and translate them into excel models.

1. Performed the periodic Monthly Report/ Note Valuation Report for the CDO & CRE transactions and to ensure compliance with indenture on every distribution date, the work involves analyzing complex excel models and understanding the governing deal documents.2. Performed the Payment date procedures of CDO, CLO and CRE transactions.3. Reviewed and performed Risk Stratification of the client portfolios based on high/low risk uncertainty.4. Performed Pricing Analysis and Trade Data Analysis for Options, Equities, Futures, Commercial Papers, Municipal Bonds, Forwards and Swaps securities from different venders as per the requested dates.5. Conduct training sessions for the new hires and the team.6. Create Excel VBA macros for process improvement and efficiency.

I did 6 months Industry Internship in [24]7 Innovation Labs, Bangalore as a Business Analyst. Projects undertaken during Internship:1. Accomplished a deep study on Big Data & Predictive Analytic and its usefulness in various verticals.2. Accomplished a deep study on IVR, ANI & DNIS.3. Accomplished an analysis of incorrect emails which were sent by the agent of the Target company customer care to their store employees.