Experience
Jan 2024 - Dec 2025
2 years
- Project in Investment Management.
- Developed a web app for interactive yield curve modeling and visualization, streamlining daily QA and ad-hoc analysis.
- Implemented a process scheduling and orchestration solution, built CI/CD pipelines, enhancing deployment and infrastructure reliability.
- Business Domain: Quantitative yield curve modeling for bond portfolio valuation.
- Technologies: Python, Panel, Jenkins, Airflow, Pandas, Bokeh, QuantLib, C++, Oracle
Jan 2023 - Dec 2023
1 year
- Project in Energy Trading.
- Refactored and migrated energy forecasting systems to the cloud, improving availability and scalability while reducing operational overhead.
- Developed connector libraries and API interfaces for seamless trading data integration, simplifying efficient data access and utilization.
- Business Domain: Quantitative forecasting of renewable energy production for energy trading operations.
- Technologies: Python, Pandas, FastAPI, AWS, Snowflake, PostgreSQL
Jul 2021 - Dec 2022
1 year 6 months
- Project in Investment Management.
- Built web APIs for quantitative finance applications, facilitating the migration to cloud infrastructure.
- Modernized legacy codebases, implemented test automation, and created comprehensive API documentation.
- Business Domain: Quantitative valuation of derivatives and bonds, including climate stress testing for portfolio risk assessment.
- Technologies: Python, C++, FastAPI, Flask, Azure, Oracle, QuantLib
Oct 2018 - Jun 2021
2 years 9 months
- Implemented a process scheduling solution to orchestrate and monitor end-to-end market data flows from vendors to clients.
- Conducted large-scale data migrations from a legacy market data system to a new platform, ensuring a smooth system transition.
- Performed data analysis, visualization, and automation projects, delivering operational insights.
- Business Domain: Launch of a comprehensive market data system for multiple asset managers, ensuring data quality and availability.
- Technologies: Python, Pandas, Dash, JobScheduler, Oracle, SQL Server, PostgreSQL
Aug 2015 - Sep 2018
3 years 2 months
- Developed and optimized quantitative models for derivatives pricing, including exotic options.
- Automated counterparty risk analytics, significantly reducing manual intervention and errors.
- Business Domain: Derivatives pricing, counterparty credit risk, and collateral management.
- Technologies: C++, QuantLib, Oracle, PL/SQL, Python
Mar 2013 - Jul 2015
2 years 5 months
- Developed data warehouse solutions for investment fund performance and risk reporting.
- Integrated diverse data sources and automated quality assurance, improving reporting accuracy.
- Business Domain: Factsheet reporting for investment funds.
- Technologies: Oracle, PL/SQL, Informatica Powercenter