Investments, Management Consultancy, Debt Syndication, PE-Funding, SME / Mainboard IPOPre-Ipo funding and Growth Partnershipwith a pan-India client base.

Risk Management for Nomura Alternative Investment Management (NAIM) including Market Risk, Counterparty Risk, Liquidity Risk and Regulatory Reporting for UCITS, AIFM etc.

Currently active for the 'Next Round' (3rd) of funding for an attractive F&B space in India and a huge user base.www.grabmenu.com | www.grabrecipe.com | more coming soonStrategy and PlanningBusiness DevelopmentManaging ValuationsFinancial affairsInvestor Relations

• Supported Credit Trading desk (located in Hong Kong) for Risk Management analyzing exposures, credit sensitivities, VaR, Economic Capital and jump scenarios. • At Quant Capital, worked as a risk manager for Equity derivative trading desks - primarily vol traders and monitored their sensitivities in live as well as end-of-day basis.• Monitor various sensitivities (greeks), value-at-risk ( Var ), Gap opening scenarios on the portfolio and prepare MI reports• Monitor and manage utilization of exposure, margins and MTM limits for jobbing desks • Development of quantitative Credit Appraisal mechanism for the NBFC business• Develop mechanism to determine valuation oh haircut on equities, mutual funds and other assets as a collateral to NBFC

Responsibilities: • Work in a team of quantitative analysts that provides analytical and modeling support.• Use various Quantitative methods to test financial models like prepayment, futures and composite yield construction and Interest rate models for FRM, ARM, CMOs, Fixed and Floating Bonds, Caps/Floors, Swaps, Swaptions etc.• Verify the numbers generated by model by manually calculating cash flows, price, duration and other parameters to test proper integrationof model in the valuation system.• Verify on independent judgment about the suitability of model in various market conditions in regular and stressed environment.• Stress test models on various condition like shock in yield curve, twist and non-parallel shift in curves• Work with business areas to utilize quantitative risk methods in measuring asset and portfolio risks.• Analyze various components of prepayment model for MBS/CMO and determine the effect of each in various market condition

Responsibilities:• Develop Financial Tools / Models to enhance and support Bloomberg Applications.• Use financial modeling and statistical techniques to price various instruments, and implement pricing models using C, C++, Fortran and Bloomberg proprietary tools and databases both in Windows and Unix environment. • Enhance equity/bond valuations, Emerging market products and derivative analytics.• Design and develop all phases of tools ranging from Requirement analysis, User Interface, Functional Analytics and Implementation.• Worked in Bloomberg Fixed Income Team for functions like EMMV, TACT, TRAC, CAST etc…

Responsibilities:• Manage and Administer Alumni and Donors Database on ‘Raiser’s Edge’ – Black Baud Software.• Develop queries for generating various reports in Sql Server 2005 and display using Crystal Reports.• Research and Implement various database Optimizer Logic and De-duplication logic, employ QAS pro, Match It to cleanup database • Execute Stored Proc to perform periodic maintenance. Import & Export large datasets using queries and file formats

Solicit Clients, Build Customized Solutions, Provide Web Services.Platform: ASP, VB, MS Access, Sql Server 2000/05, IIS, VB/JScriptWeb Services : Domain names, Web Space, Mail Forwarding, mail2web, CPanel, Plesk, Whois