Satprem Pamudurthy

Satprem Pamudurthy Email and Phone Number

Managing Director at Valitana @ VALITANA
Satprem Pamudurthy's Location
New York City Metropolitan Area, United States, United States
Satprem Pamudurthy's Contact Details

Satprem Pamudurthy work email

Satprem Pamudurthy personal email

About Satprem Pamudurthy

Satprem Pamudurthy is a Managing Director at Valitana at VALITANA. They possess expertise in fixed income, c++, python, derivatives, investment banking and 10 more skills. Colleagues describe them as "Satprem showed incredible drive and accountability for delivering high quality risk analytics, regularly under tight timelines. He was an important part of an impressive team at RBS North America, where he individually and as a member of the team collaborated very well with numerous stakeholders.", "I worked with Satprem for five year at RBS financial engineering group. Our group was responsible for providing analytics for mortgages, credit, asset-backed, and structured products to trading desk, securitization team and market risk. Satprem is an excellent C++programmer with extensive knowledge of mortgages and structured products. He was responsible for developing and maintaining our core analytics infrastructure. His knowledge of advanced design patterns combined with highly effective use of C++ resulted in the dramatic improvement to maintainability, speed and overall robustness of our pricing system. His broad experience with managing large scale development projects was evident in his innovative solutions to continuous integration, regression testing and issue tracking that improved delivery of new models and features. Relentless pursuit of continuous improvement and forward thinking is what sets him apart from his peers. He was constantly looking for ways to automate repetitive tasks, optimize performance and evaluate new technology in order to improve productivity and efficiency. Satprem has a very approachable personality and is always willing to answer questions and provide guidance and support.", and "I worked with Satprem for the better part of a decade. And, if I were to describe Satprem's contribution over that period in one word, it would be "Prolific". I first met Satprem at Bear Stearns (in the FAST group). At Bear, he was responsible for the development of the BondStudio calculator among other core components of the system. I think he was at the core of what made the BondStudio team great. Subsequently, we worked together at RBS, where Satprem was one of the principal architects of MyVantage, a multi-product structured product analytic system, which was used by virtually every desk (Agency, Non-Agency, CLO, etc...). I could go on about the massive amounts of quality code he has written, or the countless business needs he helped meet. But, I would prefer to describe what makes him truly great, what differentiates him. Satprem has the ability to almost instantly find the simplicity in a complex set of disparate requirements. Then, he creates a solution that not only solves the problem, but is resilient, and maintainable. Satprem will often go out of his way to help members of his team to remove obstacles in their way. He guided his direct reports and allowed them to grow their technical prowess, as well as their softer skills. On top of all that, Satprem is a great guy; He is friendly, outgoing, respectful, and a true pleasure to work with. I am proud to have worked with Satprem, and would jump at the chance to work with him again in the future."

Satprem Pamudurthy's Current Company Details
VALITANA

Valitana

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Managing Director at Valitana
Satprem Pamudurthy Work Experience Details
  • Valitana
    Managing Director
    Valitana Feb 2020 - Present
    Stamford, Connecticut, Us
  • Ellington Management Group
    Sr. Quantitative Developer
    Ellington Management Group May 2015 - Feb 2020
    Old Greenwich, Ct, Us
    • Lead developer for Ellington's CMO/MBS analytics platform. I work closely with the trading desk to add new features to the analytics system and implement/update model frameworks. I primarily develop in C++ and use Python as a scripting tool.
  • Royal Bank Of Scotland
    Director (Financial Engineering Group)
    Royal Bank Of Scotland Aug 2009 - May 2015
    Gogarburn, Gb
    • One of the principal architects and the senior developer for MyVantage, which is RBS’s flagship MBS/ABS/CLO analytics platform used by the trading desk and risk management for pricing and risk analyses. I primarily developed in C++, and used Python as a RAD tool for delivering tactical solutions to the trading desk.• Architected and developed the MyVantage analytics framework from the ground up. The framework is highly capable, providing a wide range of analytics for asset-backed products. It is used to run hundreds of thousands of simulations each day on our distributed computing cluster. I also played a critical role in selecting the software and the hardware infrastructure for our middle-tier services.• Managed and mentored developers in the US and in the off-shore team. Regularly interacted with the trading desks to understand their needs and deliver solutions, including ad-hoc analyses on a per-trade basis.• Solid understanding of the RMBS (agency and non-agency) and CLO product spaces, including cash-flow structures, pricing methodologies and various risk metrics. I developed most of the cash-flow generation, pricing and ROR (horizon analysis, dollar rolls etc) modules in MyVantage. Deep understanding of the Intex library for accessing data and running cashflows.• I also built the in-house cashflow library from the ground up that includes amortization routines, and Python-based cash-flow modeling and structuring modules. It is used extensively for pricing mortgage loan portfolios, creating and analyzing non-agency re-secs on-the-fly, and to structure and evaluate a range of agency CMO arbs (sequential, VADM, PAC/TAC, coupon splits) in an automated fashion. Other contributions to the securitization business include developing a PAC structure optimizer, and collaborating on a tool for streamlined evaluation of non-agency RMBS arbs.
  • Jpmorgan
    Vice President
    Jpmorgan Jun 2008 - Jul 2009
    New York, Ny, Us
    I continued my work on BondStudio after JPMorgan acquired Bear Stearns
  • Bear Stearns
    Vice President
    Bear Stearns Aug 2006 - Jun 2008
    • I was one of the primary developers for BondStudio, JPMorgan/Bear Stearns’s fixed-income analytics platform. I developed and maintained BondStudio’s single-cashflow and OAS calculators for mortgage products. I was also responsible for a number of back-end services that deal with market data, user entitlements and load balancing on our distributed computing cluster.• In my role, I supported research and trading desks by delivering reliable and robust analytics in a timely fashion, often on very tight schedules (same day to a few days). I worked very closely with the prepayment research and quantitative modeling teams on an on-going basis in order to integrate their models and updates into the BondStudio framework.• Architected and developed a framework for exposing BondStudio’s analytics through a web-based interface. Designed a scripting interface to BondStudio’s analytics.• Designed and developed a framework for reliably forecasting OAS-cashflows for a large number of loans (> 300,000) on a daily basis. This was integrated into JP Morgan’s mortgage servicing rights (MSR) valuation system.• Worked with the reverse-engineering desk to model cashflows certain mortgage-derivative trades. I also worked closely with the reverse-engineering desks on validating deal models against the prospectus supplements when necessary.
  • State University Of New York At Stony Brook
    Research Assistant
    State University Of New York At Stony Brook Aug 2003 - May 2006
    Stony Brook, Ny, Us

Satprem Pamudurthy Skills

Fixed Income C++ Python Derivatives Investment Banking Valuation Capital Markets Credit Derivatives Analytics Structured Finance Structured Products Securitization Mortgage Analytics Algorithms Cashflow Structures/waterfall

Satprem Pamudurthy Education Details

  • International Institute Of Information Technology Hyderabad (Iiith)
    International Institute Of Information Technology Hyderabad (Iiith)
    Computer Science
  • Indian Institute Of Information Technology Allahabad
    Indian Institute Of Information Technology Allahabad
    Computer Science
  • Stony Brook University
    Stony Brook University
    Computer Science

Frequently Asked Questions about Satprem Pamudurthy

What company does Satprem Pamudurthy work for?

Satprem Pamudurthy works for Valitana

What is Satprem Pamudurthy's role at the current company?

Satprem Pamudurthy's current role is Managing Director at Valitana.

What is Satprem Pamudurthy's email address?

Satprem Pamudurthy's email address is sa****@****ail.com

What schools did Satprem Pamudurthy attend?

Satprem Pamudurthy attended International Institute Of Information Technology Hyderabad (Iiith), Indian Institute Of Information Technology Allahabad, Stony Brook University.

What skills is Satprem Pamudurthy known for?

Satprem Pamudurthy has skills like Fixed Income, C++, Python, Derivatives, Investment Banking, Valuation, Capital Markets, Credit Derivatives, Analytics, Structured Finance, Structured Products, Securitization.

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