Ghr

Risk Manager and Derivatives trader with MBA in Finance and 10+ years of comprehensive experience in risk management, trading, and equity investment strategy development.

As a prop trader: Formulated, back tested, and executed trading strategies which generated revenue of over $1MM USD in 5 years. More than 6 years of market risk management experience in commodities (Oil, NG, Power, Emissions, Base Metas). Proficient in Microsoft Office, VBA and Python

Market Risk at Royal Bank of Canada (2019-05 – Present)

• Improved daily Limit Report framework, from VBA Macro based report to Python & Tableau based report, saving over 60% of time spent on report generation.
• Engaged Front Office desk heads and senior traders with respect to exposures, new business, market activity, risk controls, and risk appetite.
• Ensured risk completeness and accuracy, ensured that the limit framework and risk appetite is commensurate with infrastructure.
• Management of various limits, stress and reporting set-up. Daily monitoring of exposures against limits, analyzing limit breaches, finding trades causing the breach, and reporting it to senior management.
• Analyzed historical time series of data to Calibrate and implement stress scenarios for new business and trading activities.

Quantitative Strategist at Angel Broking Ltd. (2017-03 – 2018-07)

• Established lead propensity model by analyzing data of 100,000+ customers, collated by liaising between research, data and technology groups.
• Formed first Data Science Team for investment mobile application 'Angel Bee' by bringing together resources from research, data analysis, IT and marketing teams, led data science team to perform data cleansing and data analysis in order to create 'Golden Record' of customers.
• Developed financial planning module 'goal-based investment' which calculated approximate systematic investment plan amount, based on goal requirements e.g. amount, time horizon, inflation, & risk preference.

Prop trading at Futures First Info Services (2012-04 – 2017-03)

• Formulated, and executed trading strategies which generated revenue of over $1M in 5 years.
• Developed mean reversion strategy to benefit from volatility, mispricing and correlation between oil futures and calendar spreads using regression testing.
• Conducted comprehensive research on Brent, WTI oil fundamentals and technical analysis.
• Traded Brent, WTI oil derivatives (futures, intermonth spreads etc) on Nymex & ICE exchange, and identified arbitrage opportunities in related securities.
• Identified signs of potential risk, based on market exposure, liquidity, trends, and regulatory changes to cut down risky market positions.

Engineer at Qualcomm India Pvt. Ltd. (2007-07 – 2009-07)

Master's in Business Administration (MBA) in Finance – NMIMS Mumbai

Bachelor's in Electrical & Electronics Engineering & MSc in Economics – BITS Pilani