Assisted a leading bank in establishing their derivatives desk and integrating a newly procured treasury system.Contributed to drafting the market risk and model risk policies for the bank.Developed multiple pricing and sensitivity models for various asset classes, including fixed income, money market, and derivatives.Conducted model validation activities for the newly acquired pricing system.Performed enterprise risk management (ERM) regulatory and best practices benchmarking for several insurance companies.Supported a leading multinational organization in implementing a new treasury system across 16 business units.Conducted reconciliation analysis on various risk reports such as LCR, NSFR, SLS, IRS, and STDL.Developed a data pipeline tool to automate the entire data validation and transformation process, producing detailed reports highlighting key data issues.

Developed the interest rate risk models and liquidity risk models for the firms proprietary asset liability management system.Assisted a leading NBFC in automating their entire asset liability management workflow, right from data validation, data transformation, cashflow projection, risk reports and reconciliation.