BA-Credit Derivatives & Interest rate Derivatives Calypso Technology Mumbai India Feb 2013 to Feb 2017 Responsible for quality assurance of credit as well as interest rate derivative products. Worked on different projects like pricing sheet for Credit Derivatives Credit Event Enhancements Thai Money Market day count conventions Structured Flows Treasury Lock for Leumi OMX Listed FRA for SwedBank Real yield inflation swaps to mention a few.

Highlights:

• Fixed Income
• Pricing
• Front Office
• Management
• Business Requirements
• Derivatives
• Swaps
• Fixed Income Trading
• Hedge Fund
• Information Technology