Sunny Dhaliwal

Experience

• 

  University of Regina

  May 2017 - Aug 2019

  Research Assistant

  -Received funding for my summer research project in nuclear imaging through three NSERC undergraduate student research awards.-Engineered a cost-effective data acquisition system for nuclear imaging using Field-Programmable Gate Arrays (FPGAs) implemented in C++. This solution enhances data collection efficiency and adheres to budget constraints.-Designed and implemented a laboratory alarm system using Raspberry Pi and sensors to monitor water levels around a nuclear source. This innovative solution addressed a safety deficiency within the Physics department.-Led an extracurricular applied physics group that accomplished the construction of a neutron detector, utilizing Arduinos to achieve successful results. Show less

• 

  Scotiabank

  May 2020 - Nov 2020

  Market Risk Analyst

  -Developed an in-house data scraping framework designed to monitor credit trends in fixed income and equities swaps. The initiative enabled the business to proactively capitalize on future opportunities.-Developed a web-based user interface using Django Python for a risk model. Empowered the business to input deal structures directly and obtain real-time what-if scenario outputs, facilitating quicker decision-making and significantly reduced operational processing time.

• 

  CIBC

  Nov 2020 - Feb 2023

  -Conducted daily market risk analysis for Sell-Side exotic equity derivatives, overseeing the monitoring of VaR, stress scenarios, and Greeks, managing and adhering to risk limits.-Monitored capital utilization and offered strategic insights to the business on how to maximize on opportunities more effectively.-Developed dashboards using Python, Plotly Dash and Tableau to visualize and monitor market risk, enabled the business to streamline hedging strategies. -Developed and implemented an Internal Model Approach (IMA) equity repo risk model for FRTB. Utilized multifactor regression and correlated market factors to enhance the model's accuracy.

  • Senior Manager, Trading Market Risk - Equity Derivatives

    Aug 2021 - Feb 2023

  • Associate, Quantitative Risk Modelling - Equity Derivatives

    Nov 2020 - Aug 2021
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  Morgan Stanley

  Feb 2023 - now

  Quantitative Strategist, Equity Derivatives