Risk Analytics on Big Data - Python, R, SQL and MongolDB

Currently Working on Python (Panda, Numpy), MongoDB(NOSQL, Map Reduce, Pipe-lining) for Risk Analytics on Big Data.

Quant Corp Finance - Investment Banking Team of US WB (2012-2014)

About Quant Corp Finance - Investment Banking Team of US WB.

Understanding of Pitch books sections (moderate): Optimal Capital Structure, Comparative valuation, Active Share Repo strategies, Leveraged Repo, Optimal Rating, Pensions Modeling, Convertible debt, Multiple and DCF valuation using Econometrics;

Sectors and Industries (beginner): Alternative Energy, Technology, Biomedical, Retail and Defense Preferred

Current Profile Updates:
Passed CFA level 1, giving 2, Passed FRM L2 Nov 2013
BAT Bloomberg Assessment Test: 68% (in top 10 percentile globally)
Pursuing SAS base & advanced certification prep course (weekends)

Blog: http://quantcorporatefinanceadvisory.blogspot.com

Portfolio in India Israel Relations submitted for completion of PGDMC (2015)

Result awaited for the PGDMC from  GJU, India.

Portfolio submitted for completion was on the topic - India Israel Relations.

It contains book review, news review, editing articles pertinent to evolving India Israel Relations.

Portfolio - India Israel Relations

Secure Multi Party Computation of Risk Computations

I contributed a paper at MDI Gurgaon in the Conference Global Conference on “Managing in Recovering Markets.

Title: Applying Secure Multi Party Computations for Monte Carlo Simulation (AR1) forVaR Computations

Conference site: http://gcmrm.org/callfor3.html

Schedule: http://gcmrm.org/GCMRM%202015%20Conference%20Schedule.pdf

Full Paper: https://www.researchgate.net/publication/273696206_Applying_Secure_Multi_Party_Computations_for_Monte_Carlo_Simulation_%28AR1%29_forVaR_Computations

Presented Paper at IndiaCom 2015 BVICAM New Delhi

I presented four papers on IndiaCom 2015 at BVICAM. It was an IEEE International Conference and the papers will be indexed on IEEE Xplore.

http://www.bvicam.ac.in/indiacom/

I also meet with my old professors and took their guidance and blessings.

1. Two of these papers were on India - Israel business relations and use of computational techniques for modeling.
2. The other two where on applicability of passive investment strategy and literature review on dark pools.

http://ieeexplore.ieee.org/xpl/articleDetails.jsp?arnumber=7100265
http://ieeexplore.ieee.org/xpl/articleDetails.jsp?arnumber=7100289
http://ieeexplore.ieee.org/xpl/articleDetails.jsp?reload=true&arnumber=7100331
http://ieeexplore.ieee.org/xpl/articleDetails.jsp?arnumber=7100273

Understanding risk in dark pools and HFT is an area that is researched in this work and the review of the different services provided by Banks and quantification of risk is studied.