Experience

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  Pyxis systems pvt. ltd

  Mar 2007 - Jun 2010

  Financial engineer

  Quantitative Analyst/ Domain Expert/ Business Analyst- Incremental Default Risk Charge (IDRC) Model validation and implementation- Lead/Business Analyst, Rule Based Trading Application for FX spot Market for a FX Broker, using technical analysis, economic indexes and correlated assets- Lead, Derivatives Valuation Service, To provide bespoke valuation services to clients for illiquid, hard-to-value OTC securities and exotic structured products- Implementing FX, IR derivatives pricing analytics for Ionpot (Web based derivatives pricing and portfolio management system), Excel VBA pricing tools- Consultant, Treasury process and system implementation, Calypso at Kotak Mahindra Bank, Summit at Axis Bank Show less

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  Credit suisse

  Jul 2010 - Dec 2010

  Quantitative analyst

  - IPV, Asia Fixed Income Exotics desk, along with inflation and exotic components of FX Products- Model Validation/Sign-off for methodologies for fair value calculation- Implemented Excel VBA tool for risk based substantiation of price testing impacts

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  Citi

  Jan 2011 - Oct 2016

  Simpliciti (Pricing and Risk System) for LM Rates

  • AVP, FX Option e-Trading

    Sept 2015 - Oct 2016

  • AVP, FX Option e-Trading

    Jun 2014 - Aug 2015

  • AVP, Commodities Risk & PnL

    Sept 2012 - May 2014

  • Business Analyst, FXLM

    Jan 2011 - Aug 2012