Involved in independent pricing various structured products instruments like RMBS, CMBS, ABS, CDO’s, CLO’s, Agency deals, Loans, Municipals bonds, Corporate bonds, IOs and Private placement securitiesExtensively worked on CMBS B Piece valuation which was previously carried out from USWork with valuation tools like Bloomberg, Intex, Markit, Yield Book, Capital IQ and other proprietary toolsBuild our own cash flow models based on the deal documentation

• Valuation and analysis of the portfolios of the clients including products ranging from equities, fixed income instruments(bonds, Convertible Bonds, Callable/Puttable Bonds) to derivatives like interest rate swaps, inflation swaps, cross currency swaps, total return swaps, credit default swaps, vanilla options, barrier options (Both American and European options ), Securitization/Structured Products (ABS, RMBS, CMBS, CLO & CDO ).• Tailor made modelling of complex structured products using simulation• SPPI testing and classification of financial instruments as per IFRS9 standards• Reporting of fair valuation and useful insights on various risk parameters to end clients and senior stakeholders• Providing derivatives risk advisory services for the implementation of recent regulatory changes in OTC derivatives markets like OIS discounting and reporting risk sensitivity parameters

Project : Understanding Risk Appetite of GTN Group in Forex and Commodity markets and evaluating requirement of investment in Derivatives MarketSuggested a comprehensive hedging strategy along with relevant financially modelled data for offsetting the transactions in currency & cotton exchange marketForecasted currency futures & options (F&O) prices (USD/INR) and price range of cotton grades ( American Pima, DCH-32) ,its substitute gradients in April 2016 using GARCH(1,1) volatility estimation technique and Monte Carlo SimulationDealt with understanding the profit/loss of company from FY2012-2015Financial Modelling of the returns from the investment in Cotton Futures and Options in the respective years. Pilot study of the potential investments in the 3 month duration.Monte Carlo Simulation of those prospective returns of investment in futures/options/swaps in the future. Studied about the working of various stock market exchanges including CME, SGX, NSE and MCX and brokers.

Key Responsibilities:• Requirement analysis and coding design, co-ordinating with the onshore peer teams in the USA regarding the software backup to new business plans & features that has to be rolled out to the customers.• Coding, writing UTC cases and unit testing.• Development of Java and Grails codes for new features of the product & stable defect fixing of prior releases of the project TAPSCAN, the major product of the company which is the platform for communication of TV and radio spots efficiency of various TV and radio channels across the United States of America for airing of commercials and their sell-off rates between the advertiser and ad agency concerned with the required company.• Rebranding the products of the company after acquisition by AC Nielsen, the global leader in market research.Key Assignments/ Initiatives:• Developed an application for the HR department for easy and compact processing of the application of the recruits of the company, maintain their bio-data, experience and generating various kinds of reports including the pay-trends in the market using JAVA, Richfaces and mySQL technologies using the latest Spring framework.• Provided additional support to PanelInspire project, software concerned with distribution of equipments and tools required for acquiring, interacting & sharing of consumer data between the company and selected panel candidates for the survey process, during the acquisition process of Nielsen.• Ensured quality & process compliance with high degree of application perfection.• Ensured zero schedule variance.