SunGard | June 2017 - October 2018
Adaptiv 360 provides pricing and trade capture across multiple asset classes. It has a robust middle office risk engine that calculates metrics consistently and provides comprehensive, audited life cycle processing. As part of development team for Adaptiv 360, I worked on : • Analysis and Implemention of Task Distribution Framework (TDF) for adaptiv 360 which enabled distributed calculations for large portfolios based on very dynamic selection rules. Thus making adaptiv 360 scalable and reducing the calculation time of huge portfolios by >60%. •Analysed and Implemented product enhancements for newer Financial Risk regulations like FRTB, SA-CCR. • Added Continuous Integration (CI) tests functionality in market data module to increase the CI coverage by 50%. •Built a utility to generate comprehensive report on available and missing CI coverage.
BMC Software | August 2016 - April 2017
BMC Cloud Life cycle Management is a BMC solution that defines and manages the complete life cycle of resources used by and provisioned into a cloud. It includes customer-facing service requests and a portal for customers to virtually manage their cloud resources. Involved in development of simulator for the Bladelogic Server Automation. This project involved Capturing, analyzing and simulating requests made by the CLM to BSA while creating new VM. Benefit of this project was The reduced the testing time of CLM workflow, since it take less than 15 minutes to create the simulated VM, rather than deploying the actual VM which took around 1.5 hr.
New York University (NYU), New York
Financial Engineering , MS | August 2019 - Present
PICT, Pune (Pune Institute of Computer Technology)
Computer Science & Engineering, BE | July 2013 - May 2017