Quant Analytics,FRTB,

• Valuation of various instruments like OTC derivatives,swaps, swaptions, variance/volatility swaps , credit default swap.• Implementation of MSCI Barra model to get factor analysis and Industry based attribution of portfolio exposure/sector.• Performing Stress tests across the group and generating basket of hedge books for reducing Value at Risk at group level.• Risk Management reporting that includes Contagion risk, Var Tracker, Liquidity modeling report, Limits Report, Index Sector decomposition, scenario analysis.• Risk Analysis of trading Strategies that include: -> Arbitrage Strategies desk -Index Arbitrage Strategy, Momentum Strategy, Index Rebalancing(Front Running ETFs) -> Quantitative Trading – Mean Reversion of various designed factors, Long-Short TradingDatasources: Bloomberg, MSCI BarraTechnology: Stata, Oracle database, ASP.NET/C#.

Alternative Investments:• Margin calculations of various Alternative Investments like Fund of Funds, Single Strategy hedge funds and Multi-strategy hedge funds, where Morgan Stanley is the broker.• Reconciiation of various fees involved like borrowing costs from various clients which mainly incudes Fund of Funds,hedge funds.• Using Investran data management system with that of various Fund Managers data to reconcile their positions on various deals based on the contract decided. • Interest calculations on short positions, where Morgan Stanley acts as investor.Fixed Income Securities:• Commercial Mortgage Securities: Using a model, pool of loans is securitized into Bonds and pricing is done based on scenarios considered like loan default, loan prepayment etc.• Dynamic hedging of various fixed income securities using Interest Rate Swaps, Credit Default Swaps etc.Datasources: InvestranTechnology: ASP.NET/C# , Core Java, SQL 2008