Kabir Juneja

Experience

1. Software Engineer

   Bloomberg

   Jun 2023 — Present · New York, NY, US

   Portfolio Risk Engine Team -• Redesigned and Optimized the workflow for factor exposure calculations of composites(an asset that contains other assets ex. ETFs, funds, indexes), adding a pre-computation processor used for daily caching of the exposures. These exposures are then used for computation of VaR(Value at Risk) of the top-level portfolio and TEV. Caching the daily exposures of composites reduces the real-time VaR computation time of the portfolio by many-folds (minutes to seconds).• Added support for Inflation Swaps, Swaptions and other derivatives in the MAC3 Risk model. • Rewrote the exceptions flow across teams making the exception handling consistent throughout the organization, reducing the number of tickets by 5 per month.• Wrote a batch-processor in the Fixed Income exposures calculator making caculations 1.25x faster.

Education

• Indian Institute of Technology Jammu

  Bachelor of Technology, Computer Science

  2017 — 2021

• University of Southern California

  Master of Science - MS (Honors), Computer Science