Sarun Ram

Sarun Ram Email and Phone Number

Chief Innovation Officer, Head of Product at Trajan.ai @ Trajan AI
Sarun Ram's Location
Bengaluru, Karnataka, India, India
Sarun Ram's Contact Details

Sarun Ram personal email

About Sarun Ram

Sarun Ram is a Chief Innovation Officer, Head of Product at Trajan.ai at Trajan AI. He possess expertise in financial risk management, market risk, equity derivatives, structured products, option pricing models and 9 more skills. He is proficient in English. Colleagues describe him as "Sarun has a good working knowledge of Derivatives and Structured Products. He is very motivated and self driven. He understands the broader business and is able provide innovative solutions with minimum guidance. The combination of quantitative, business and programming skills Sarun brings to the table sets him apart from his peers" and "It’s a delight to have worked with and to have managed Sarun at Credit Suisse. We hired Sarun for my team, Market Risk Management, for the European Equity Derivatives trading business of the Investment Banking division in CS. He made an early impression – within few months it was hard to believe that it was his first assignment in the industry. During his time in CS, Sarun delivered on various assignments and risk analysis projects for the derivatives trading desk in London. He was more than quick to understand trading and hedging strategies, complex be-spoke structured products, and their pricing and risk profiles – something, strongly appreciated by staff globally. One of the most distinct quality he displayed during this stint was looking at a bigger perspective – give him an assignment and he is thinking ahead of it on why and where it fits in the bigger picture of the business. His analysis work on one of the key business of CS is still referenced in the team for details. In addition to his business sense, he is one of the brightest talents I have seen in technology and computing skills, in the industry. He is very proficient in tools such as R, VBA, and SQL and built up analysis tools (with sharp logic!) – still referred as the gold standard of tactical solution for risk analysis by team across regions. Not to mention the little time frame he used to build these! I would strongly recommend Sarun for any potential assignment that requires high business and technical skillset – there is little possibility he would disappoint you!!"

Sarun Ram's Current Company Details
Trajan AI

Trajan Ai

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Chief Innovation Officer, Head of Product at Trajan.ai
Sarun Ram Work Experience Details
  • Trajan Ai
    Chief Innovation Officer, Head Of Product
    Trajan Ai Sep 2023 - Present
  • Pwc
    Senior Consultant
    Pwc Feb 2019 - Mar 2020
    Bengaluru Area, India
    Financial Risk & Regulations Advisory- Developed\validated various valuation and risk models - pricing, sensitivities, VaR, ES, RNIV etc. - for a number of clients- Supported a European investment bank in its plans of offshoring market risk management activities to India, by acting as a subject matter expert to provide market intelligence on relevant trends in the industry- Supported a European investment bank in its initiative of incorporating financial risks from climate change into its risk management framework- Developed\validated the expected credit loss (ECL) models as per the requirements of IFRS 9 for various banking and insurance clients- Published a thought leadership paper (attached) entitled "Risks not in VaR (RNIV) and their role in market risk management" against the backdrop of upcoming regulatory reforms
  • Self-Employed
    Derivatives Trader
    Self-Employed Oct 2016 - Jan 2019
    Bengaluru Area, India
    Trading futures and options listed on National Stock Exchange using a variety of trading strategiesDirectional Using futuresVolatility Using straddles and stranglesSkew Using risk reversals
  • Credit Suisse
    Market & Liquidity Risk Analyst
    Credit Suisse Dec 2014 - Sep 2016
    Mumbai Area, India
    Market & Liquidity Risk Management - Equity Derivatives, Investment BankingThe role involved managing market & liquidity risks across trading desks within the equity derivatives business, which, in turn, required reporting and analysis of relevant market data and the corresponding risk metrics at different levels and in different cohorts:- across trading desks - Corporate Derivatives, Flow Derivatives, Structured Hybrids, Vanillas etc.- across products - Collars, Callable Notes, Trigger Redeemables, Hybrid Range Accruals, Basket Options, Variance Swaps, Volatility Swaps, Correlation Swaps, Accumulators, Cliquets, Barrier Options, Asian Options, Outperformance Options, Dispersion Trades- across asset classes - equity, commodities, FX, interest rates, and inflationResponsibilities- Publication of periodic risk reports for use by senior management, front office and regulators- Validation and analysis of periodic risk changes with a focus on understanding the key drivers- Pre-trade approvals- Monitor adherence to risk limits - VaR, stressed VaR, RNIV, ES etc.- Scenario-based forecasting and analysis- P&L attribution
  • Dassault Systemes
    Management Trainee
    Dassault Systemes Apr 2013 - Apr 2014
    Bengaluru Area, India
    Business Development - Energy and AerospaceRole & Responsibilities- To support product offerrings in the energy and aerospace verticals- To develop, deliver & support high quality industry-proven brand offers- To conduct enablement programs and ensure pre-sales supportKey Takeaway- Acquired an understanding of some of the key business processes in the energy and aerospace industries
  • Reliance
    Intern
    Reliance Apr 2012 - Jun 2012
    Hazira, Gujarat
    Project TitleOptimization of contract labor workforce in the Hazira Manufacturing DivisionObjectiveTo conduct a comprehensive study of the plant operations for the purpose of identifying and proposing methods of process optimization.Outcome & Takeaways- Proposed a process optimization project with an expected NPV of Rs. 25.73 lacs and an IRR of 21%- Acquired a detailed knowledge of some of the production processes used in the textile industry

Sarun Ram Skills

Financial Risk Management Market Risk Equity Derivatives Structured Products Option Pricing Models Trading Strategies R Vba Microsoft Excel Sql C C++ Matlab Mathematica

Sarun Ram Education Details

Frequently Asked Questions about Sarun Ram

What company does Sarun Ram work for?

Sarun Ram works for Trajan Ai

What is Sarun Ram's role at the current company?

Sarun Ram's current role is Chief Innovation Officer, Head of Product at Trajan.ai.

What is Sarun Ram's email address?

Sarun Ram's email address is sh****@****ail.com

What schools did Sarun Ram attend?

Sarun Ram attended Indian Institute Of Management, Ahmedabad, Indian Institute Of Technology, Kharagpur.

What skills is Sarun Ram known for?

Sarun Ram has skills like Financial Risk Management, Market Risk, Equity Derivatives, Structured Products, Option Pricing Models, Trading Strategies, R, Vba, Microsoft Excel, Sql, C, C++.

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