Experience

• 

  Indian institute of technology, kharagpur

  May 2017 - May 2018

  Machine intelligence undergraduate research fellow

  Deep Learning | Computer Vision | Bio-Medical Imaging

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  Indian institute of management kashipur

  Jul 2019 - Apr 2021

  Executive member, the it and analytics club
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  Tata steel

  Apr 2020 - Jun 2020

  Management intern

  International B2B Business Strategy

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  Virtusa

  Jun 2021 - May 2022

  Associate consultant
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  Natwest group

  May 2022 - now

  Senior analyst - traded market risk

  Covering EMEA Fixed Income Rates & Credit Trading- Covering end-to-end Market Risk Management, Analytics and Reporting activities.- Developed factor-based P&L Attribution Model for EMEA Fixed Income Rates & Credit trading business. Modelled risk factors - Rates, Tenor Basis, Bond Swap Spread (for Govies), Credit Spreads (for Corporates, SSAs & CDS), Inflation, IOTA (for Linkers), Cash-Future Basis (for Bond Futures).- Explaining key risk-factors driving P&L to highlight any significant challenges the trading desk might be facing due to exposures to stressed risk factors.- Ownership of establishing, negotiating & monitoring key risk limits & utilizations for all the trading desks under Fixed Income Flow Credit trading business.- Ownership of analytics, quantification & sign-off of non-modellable risk factors through RNIVs for Fixed Income Flow Credit trading business.- Ownership of modelling, quantification, analytics & sign-off of stress-testing scenarios for Fixed Income Flow Credit trading business.- Ownership of making weekly Market Risk packs for regulatory reporting & highlighting significant challenges to the trading business based on risk exposures, key macro-developments & significant market events. Show less