Product Analyst Intern
Mumbai Metropolitan Region
Risk and Finance Department - KORE (Interest Rate Derivatives & Investment Performance)1) Day-to-day tasks involved fixing or creating any changes in the product and consult with clients for month end reporting, addressing their doubts in the derivatives assessment and the Bonds attached to the deals.2) I created Risk measures and assessment models such as Sharpe Ratio, VAR, Treynor Ratio, Jensen's Alpha, Conditional VAR, TWRR, XIRR and Volatility & Tracking Error. I also created an automated MIS dashboard generator for the chosen date.3) Actively participate in meetings and collaborate with Team members in building new products for new clients from scratch, Understanding their needs, collecting relevant data and researching to perform and deliver accurate results with automation.4) Perform UAT's for new clients which are usually Leading Banks and Insurance companies of India. Understand their Investments in the derivatives market in the form of FRAs and IRFs.5) Team work has been very crucial and delivering the products and requirements with hardwork are some of the key things to thrive.6) I got the opportunity to learn and use Microsoft Azure and Linux which improved my software skills immensely.7) Worked on Market Risk, Credit Risk & Counterparty Risk.