Rahul V.
Modern C++ & Python (EUC Automation, Quant Developer , Equity Derivatives, Capital Market, Bond Benchmarking , FX Derivative Pricing Model , Model Risk ,ATM Application Developer,Payment Gateway ISO8583)
- Role
- Lead Analyst at Crisil
- Location
- Pune, MH, IN
- LinkedIn followers
- 500 followers
About Rahul V.
WORK WITH CLEINT : BLACKROCK,HSBC, S & PDJI, CITI BANK, DIEBOLD-NIXDORF, NCR-VOYIX, BANK OF AMERICA,KAL EUC Automation,Equity Derivatives IT Quant,Fixed Income Govt Bond Benchmarking ATM- Financial Solution Services Object-Oriented Programming (OOP)Open Source Software, C, C#, C++,modern C++11,14,20, Python, NumPy, Pandas, Matplotlib, Tkinter, STL, XML, JSON, RESTful, SOAP, Data Structure, Win32, Multi-threading,Windows Internal, Design Pattern, Ansible, Power BIDatabase: PostgreSQLScript language: Python ScriptProtocol: ATM Application, XFS, Service Provider layer, Messages Protocols (IFX, NDC, 91x),Multi Vendor ATM Application, Proflex/ProbaseRepository Tool: PTC, SVN, GIT, Source Tree, Sprint & Defect Management :Azure Devops,JIRA,GoJira, JENKINSAtlassian: Confluence,BITBUCKET, StashUnitTest Framework: GMock Test Framework, Python Utest
Experience
Lead Analyst
May 2022 — Present · Pune, IN
o Working in the EQD It Quant RWA Team. I’m in charge of the development and improvement of the RWA computation application. The main goal is to evaluate all the bank’s trades according many input scenarios. The application receives request from an another team who want to prices positions. We analyze it, evaluate through Sophis and the HSBC’s pricing library and return the result to them.My job is to develop new pricing features in the computation process. To do that, I had to work with Sophis and the pricing library in C++. Working in the EQD It Quant RWA Team. I’m in charge of the development and improvement of the RWA computation application. The main goal is to evaluate all the bank’s trades according many input scenarios. The application receives request from an another team who want to prices positions. We analyze it, evaluate through Sophis and the HSBC’s pricing library and return the result to them. My job is to develop new pricing features in the computation process.
Education
HINDUSTAN COLLEGE OF SCIENCE AND TECHNOLOGY, FARAH, MATHURA
Bachelor's degree, Computer Science
Skills
- C
- Software Engineering
- Unix
- C++
- Team Management
- Visual Studio
- Oracle
- Requirements Analysis
- Software Development
- Sdlc
- Xml
- Agile Methodologies
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