Experience

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  Multitrade softech pvt ltd

  Jan 2011 - Jun 2011

  Quant (intern)

  • Proposed a trading idea to the company director and had won a project of trading system in commodity futures contracts.(MCX and ICX)• Led a team of 3 members (interns) during the whole product life cycle and delivered the system in 3 months• Achieved significant results from the system and put the system on live Markets. • Help company to grow business in automated trading vertical by coordinating in development of product marketing material and business proposals.

• 

  Accenture

  Jun 2011 - Sept 2012

  Sas programmer, software engineer

  • Acquired training in SAS BI tool and SAS Macros skills • Successfully completed several case studies and assignments on Banking and Clinical Data related projects in a most efficient and timely manner. • Worked with Resource Management team for 2 months to achieve specified targets for Global Career Program of Accenture.

• 

  Freelancer(part time)

  Aug 2011 - Oct 2012

  Trading system developer

  This was a part time Free Lancer Activity. • Developed a basic framework for trading system for Forex Spot market on Meta-trader 5 platform. • Helping several clients in developing trading systems for forex market as per their requirements.• Improving and enhancing client trading strategies and providing automation and programming services to them.• Major features include: - Signal Generation (Multiple Logic and conditions) - Slippages/ Whipsaw analysis - Timing Zone(US/London) based dynamic behavior - Position Sizing - Risk management - Trailing Stop loss/ Break even points - Simulation on past data ( Back-testing) - Trade information through Email/SMS Show less

• 

  R-square

  Oct 2012 - Oct 2013

  Investment analyst

  1. Analytics and modeling for corporate treasury functions - FX and interest rate risk management.  Risk management policy  Exposure identification and hedge strategy suggestions Back-testing of hedging strategies and monte-carlo simulations Application of efficient frontier to create multi-currency loan portfolio Development and refinement of derivative pricing tools(Swaps, options, forwards) Pricing of POS, CCIRS, LTFX, IRS and call spreads to verify bank quotes Built a multivariate regression model to predict currency using macroeconomic indicators like foreign portfolio investment, CAD, GDP growth, interest rate differential etc 2. Tracking macro-economic developments (Fiscal and monetary) across the globe, mostly US and India and the possible impact on currency and fixed income market in India.  Preparing weekly report which covers: policy and financial market updates of the last week, independent views on policy and market directions, technical analysis based views on market directions and key events for the next week.3. Investment product development for private wealth management business Goal base investment approach for individual investors Application of modern portfolio theory Client risk tolerance identification and quantification Diversification across asset classes to build all weather portfolio4. Algorithmic trading, research and development on quant based trading strategies. Developed an algorithm in MT4 to capture budding short term trends in currency and commodity futures market. Back-tested a pairs trading strategy and applied different analytics on results. 5. Business proposal writing and miscellaneous projects like designing and preparing marketing material (Website, Cards, PPTs), online media marketing to create a brand of the company. Show less

• 

  Idfc first bank

  Oct 2013 - Oct 2021

  Chief manager of analytics

  1. Data Analytics & BIU (Current Role) - Founding member to set up analytics Unit for retail liability & MSME. Business Partner for BB, CA & Few transformative Projects & Led a small team.Pre-approved OD line for CA clients and Automatic limit renewal for existing BB OD clients without paperwork through digital channels using algosCustomer Engagement Program for RMs – Xsell, Value Build Up, Relationship & Service Triggers; External Inquiry based loan leads & EWS for MSME clients;Developed Robo-advisory wealth solution for wealth RMs & clients; – Holistic wealth solution basis Goal, risk tolerance & tenor– investment/loan/insurance products; Applied Nobel prize winning Modern portfolio diversifaction theory;Automated BB/KCC/CA RM Performance Management - Incentive/Scorecard computationsData driven marketing/personalized campaigns for MSME clients and tracking & campaign learnings.Morning Breakfast Dashboards for CA & BB Portfolio to drive sales, improve quality of sourcing & productivity. Monitoring dashboards for online SA referral program & Video-Kyc. Credit funnel dashboard with TAT measurements for BB field team.RM workbench Project – Tableau Dashboards & Integration in SFDC to enable 1000+ RM to see their goals/KPIs & Achievement(Previous roles)2. Wholesale Bank Analytics1. Power Bi dashboards to provide data insights to improve the quality of business- client profitability/RORWA, overall trends, NTBs, Cross-sells, new leads, other portfolio analytics, sales team performance, competition banks benchmarking & other ad-hoc data/analysis.2. Built a pricing framework (transaction & Relation profitability) using risk-based pricing calculator (RORWA) to assess transaction profitability and provide support to 100+ RMs.3. Business decks to facilitate internal business review meetings3. Treasury Analytics : Designed a treasury analytics solution for FX -web-based tool for treasury clients to help them on three things: "What/when/how to hedge" Show less

• 

  Kotak mahindra bank

  Oct 2021 - now

  Implemented Data Driven solutions for acquisition, x-sell & attrition problems; Provided fresh business Insights & Received one of the highest NPS (9.5) score in analytics unit.1. Set up & led a team of 7-8 data analyst/scientist; Established Data science/advance BI capabilities for Current Account,POS Machine & GBG Tax Business of the bank.2. Developed a data led Current account acquisition program using enriched data from all internal & external data sources(MCA, Probe, UPI, Internal Transaction Mining, SA Self Employed, Assets (BL, LAP/HL SE), Fastag etc) - 10% of CA sourcingis data led.3. Developed a bank-wide product recommendation system for business customers to provide X-Sell/Up-sell/Deepeningsuggestions for both OTB & NTB customers; Working with Digital Platform team to render recommendations on MobileApp apart from RM Channel campaigns on CRM & D2C communications – 60%+ of X-sell through analytics suggestedproduct recommendations.4. Customer Attrition Models to prevent attrition – Program designed to prevent high value attrition problem5. Tie-up with external Data vendors (Probe, Karza, Bureau) to obtain alternative data to enhance CA Product X-Sell &Lending Opportunities using MCA, GST, EPFO, IEC & other data points6. Numerous portfolio & business insights, simulations, hypothesis testing, BI Dashboards, RBI/Compliance inputs tosupport design of new products and drive portfolio growth Show less

  • Vice President

    Apr 2024 - now

  • AVP Analytics

    Oct 2021 - May 2024