Emerging Markets

Global Rates and FX DerivativesThe role requires me to look at the international macroeconomic landscape with the objective of deciphering dislocations and fractures in the pricing of portfolio. - Liaising with trading desk to discuss and ascertain fair value marking of FX derivatives portfolio, based on independent pricing and enforcing valuation adjustments to the balance sheet - Managing projects focussed on automation and streamlining of processes using tools such as excel VBA, Python, Automation Anywhere etc. - Analyzing the impact of financial market events which helps inform management strategy for Rates/FX portfolio - Interacting with auditors to ensure the valuation processes conforms to best practices and complies with all relevant regulatory policies

Fund management and Actively manage Momentum based strategies- Trading option strategies in indices mainly on the basis of max pain analysis and technical analysis- Creating option trading strategies in stocks on the basis on realized and implied volatility model- Credit spread strategies based on Standard Deviation model calculation- Trading in commodity derivatives (ICE Gasoil, NYBOT Coffee and NYBOT Sugar) on intra-day basis with strategies like flies and condors- Trading money market instruments like Eurodollar based on yield curve shape and fed funds rate- Analyzing and creating a model based on daily OI data

- Conceptualizing and designing products for Automated and Algorithm based applications on Option Trading, Implied Volatility trading and Basket trading.- Interacting with clients and prospects to understand business requirements for further implementation

- Analyzed the Gasoil (LGO) market from fundamental as well as technical aspects- Applying various quantitative strategies to Derivatives instruments such as Futures Outrights, spreads (calendar & synthetic), butterfly's, intra & inter contract spreads for risk minimization.- Analyzing the impact of global economic events and data influencing the price movement in the market on daily basis by using Reuters and Bloomberg databases

Project Undertaken :Solar Space Technology Rights ValuationHighlights:1. Designed financial model for valuation of specific Solar Technology using companies and valuated the same on the basis of Companies Comparable Method (CCM). 2. Developed a research report on specific Solar Technologies for a company for licensing purpose. Steel Industry Analysis & ValuationHighlights: 1. Prepared a research report on Blue Chip Steel Companies and chosen the same on the basis of capital line plus database. 2. Studied the prospect of companies by research and calculated valuation multiples of steel companies using Comparable Companies Technique.Achievement- Received ‘Applaud Card’ from Ernst & Young Private Limited for a live project on “Technology Rights Valuation” - Gained knowledge on the valuation of companies with varied methodologies such as discounted cash flow (DCF) and companies comparable method (CCM). On technology rights valuation project the whole research on various solar technologies was given to me and report was submitted by me before the allotted time.