Global head Market Risk Applications

Co Head Risk Division India

Global Cohead Market Risk Applications

Head Post Execution SecDB Engineering India

Developer Market Risk Technology

Developer Market Risk Technology

Individual Contributer with Equity Linked Technology team.Working on RAM (Risk Analysis and Modeling)Part of Appserver module as a team member product development team. The AppServer combines transaction data, indicative data and market parameters with model library results.Adds/updates parameters (financial attributes used for pricing e.g. yield curves and dividend schedules) dynamically and aggregates/drills down to the detail of deals (a package of trades dealt with a counterparty over-the-counter that requires confirmation) and transactions (components of deals or standalone trades of exchange-listed products).Technologies Used: C++, Unix, Oracle

Part of Middle Office Global Equity Derivatives team. Hawks is the Equity Derivatives Middle Office product. Which takes care of the whole workflow of the trade lifecycle. Resetting, price calculation and generation of payment and cash flows are taken care by the system.Technologies Used: C++, Solaris, Sybase

I was a part of Fixed Income Technology and Analytics (Middle Office Rates Group, Change The Bank ) and handling a product called SmartTicket. SmartTicket is a global Fixed Income Derivative deal booking system which takes care of whole of the workflow of a deal from booking at front office to settling at back office. Deals are booked manually via traders and also fed from external feeds.The engines are developed in C++ on Solaris.Database used is Sybase.

I was deputed on client side( Clearing Corporation of India Ltd.).I have worked on “Collateralized Borrowing and Lending Obligation (CBLO)", trading and Settlement system and "FOREX ( Foreign Exchange)" Trading and Negotiation system modules.Part of the development and enhancement team there.Engines were developed in C++ on HP Unix.Database used was Oracle.