Rates Trading, Structure Financing

• Involved in the construction of an Emerging Currency Risk Monitor using various State Street Risk Indices as well as other macro-variables in order to predict drawdowns in the markets and extended the model to the Emerging Equity Markets.• Successfully engineered and implemented innovative time series/cross sectional research ideas and investment strategies using Turbulence Index and Systematic Risk Indicators leading to a higher Sharpe ratio and lower turnover than a carry strategy in Emerging Currencies and Equity market portfolios.• Designed, built and automated a correlation surprise model reducing the execution time to predict risk and returns across a range of Developed markets foreign exchange, equity and fixed income applications.• Created and tested investment strategies in the Developed Currency markets using the PriceStats Index, an index which using its proprietary basket of goods provides daily price inflation numbers and is an indicator of the trends in the CPI.

• Developed complex MS Excel macro based financial reports for the Front and the Middle office operations of a Fortune 100 natural resources company. (Credit risk exposure report, Currency risk exposure report, etc.)• Synergized the training of personnel and the testing of reports to ensure flawless reporting presentation and implementation.• Contributed towards developing and implementing roadmap for the Service Design, Transition and Operation phase

• Managed risk projection, financial statement & credit ratio analysis in creating industry-wise credit models and recommended ratings based on detailed credit and business analysis.• Communicated with the senior management of the corporation being rated to understand their business model and strategies to mitigate industry specific, business and liquidity related risks leading to an increase in the accuracy of the rating on the qualitative as well as quantitative front.