- Architect for the Machine Learning infrastructure: systems design & architecture by selecting the right technologies depending on the use-case. Balancing system flexibility with user requirements given time & resource constraints- Project Manager for FX Data platform: Working with senior management and sponsors to set strategic initiatives and manage project execution using Agile- Machine Learning (ML) model selection & tuning: building and productionizing models, setting up workflows pipelines, proposing expansion of ML applications supported by PoCs- Promoting best practices across teams: Test Driven Development (TDD), Continuous Integration (CI). Mentoring engineers to establish testable, modular, clean code flows for stable and repeatable results- Technologies: Python, scikit-learn, pandas, numpy, C++ (including standard containers, multi-threading, smart pointers), big data stack (hadoop, pyspark, sqoop), redis (distributed caching), Kafka, RabbitMQ, Cloud computing & storage (AWS), PostgreSQL, SOA, Javascript

Liquidity risk, Interest Rate risk management covering Money Market (MM) and Asset Liability Management (ALM) desks. Applied predictive analysis and derived data driven insights to implement key initiatives within Treasury. Built models for Basel III LCR, collateral management, Balance Sheet management. Technologies: C++, VBA, SQL using agile methodologies.

Market Risk Management of Equity Derivatives. Deep understanding of VaR, Stress VaR methodologies. Identified and interpreted effects of specific risk sensitivities based on large data sets. Programming: C++, VBA in Excel.

Responsible for market-making/ pricing in Asian Emerging Markets (EM) Foreign Exchange Derivatives and risk managing the resulting flows. Actively managed the portfolio using quantitative data analysis in R and Excel. Developed VBA based trading tools.

Fixed-income analytics on Asset Backed Securities.Designed & implemented a new analytics platform to handle large data sets in a multi-threaded, parallel processing environment. Developed using Object Oriented design patterns in C++ to achieve high performance and scalability on Linux. Technologies used: TIBCO EMS & Rendezvous (messaging middleware), PERL, XML, STL, Boost. Followed agile methodologies.

Developed and implemented efficient query optimization and storage architecture algorithms in C++ using Object Oriented design. Handled projects spanning the complete Software Development Life Cycle (SDLC), including development of an automated test suite. Followed waterfall model of development.