Chief Investment Office - The Investment Management Arm of PNC's bank portfolio which manages a +$100 Bn portfolio of fixed-income assets and derivative products including Swaps, Swaptions, Eurodollar and Treasury Futures/Options, Treasuries, MBS, CMBS, ABS, Corporate Bonds, and Municipals. - Interest Rate and Deposit Modeling

• Interest Rate Modelling: Developed and implemented Hull-White 2 Factor model for interest rate simulation using QuantLib library.• Derivative Pricing: Priced exotic derivatives using interest rate short-rate model and Monte Carlo simulation.• CCR Back-Testing: - Performed back-testing for models as part of the model validation exercise. - Enhanced back-testing process for models to capture CCR as part of the limit monitoring process.• Model Validation: Independent Pricing validation for derivative products across IR and FX asset classes.• IBOR Transition: - Developed derivative product pricer for ARR (SOFR, SONIA). - Developed a bootstrapping tool for interest rates using cash and swap rates.

• Interest-Rate Research: Developed trade ideas and produced thematic research about rates market moves.• Index Management: Developed and managed specific Bloomberg Indices as per client request.

• Owned Credit Stressed Scenarios methodology, its implementation, and Model validation for 9Q Scenarios. Liaise with Senior Management, Focus Groups, and Working Groups in methodology discussions and other strategic initiatives.• Performed scenario analysis on the counterparty scenario limit breaches to explain the underlying risk in the portfolio to credit officers and the front office to help identify corrective trades and unwinds.• Developed V.B.A.-based models to standardize the sensitivity analysis process, used to determine risk drivers; models decreased the work cycle by 10 days.• Derivative Pricing: Priced Options using the Black-Scholes Model, reduced exposure by 1 Billion $• Risk Management: Managed Counterparty Credit Risk and computed RWA and CVA Losses for Stressed Scenarios• Portfolio Management: Checked limit breaches for counterparty and worked with Credit Risk Management to unwind trading position to curtail exposure within limits• Programming: Developed tool for scenario definition generation and option pricing, minimized total time taken by 90%• Project Management: Owned, implemented, and managed CCAR 9Q Full Revaluation project in a team of 8 people worldwide• Data Analysis: Analyzed portfolio to design shocks for precise stressing of portfolio

• Represented students of BITS Pilani Hyderabad Campus to the recruiters• Was responsible for Job and internship opportunities of Final and Pre-Final year students respectively• Effected a Comprehensive training program for the students appearing for Placements in year 2016-17• Was Responsible for Pitching, Scheduling and handling logistics for the companies participating in recruitment seasonLeadership - Successfully hosted, handled and managed the Recruitment Season for Year 2016-17 with the Placement Statistics of 92%Team Management - Led a team of 70+ students and managed the recruitment of 800 students

• Responsible for designing the course curriculum with the Faculty In-charge• Responsible for preparing study materials for students in guidance of the Faculty In-charge• Responsible for conducting and evaluating lab assessments for students along with the Faculty In-charge

• Developed a regression model to generate scenario shocks with respect to changes in the macroeconomic factors• Developed a tool for Front Office revaluation for Impact Analysis• Automated of Regulatory report for L.P.A. and Scenario definition files using V.B.A.