Prashant Padole
Vice President (Development) @Morgan Stanley
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WORK HISTORY
Vice President (Development) @Morgan Stanley
Montreal, QC, CA
The Mortgage-Backed Securities (MBS) Risk Analysis project is a comprehensive initiative focused on evaluating and managing risks associated with MBS products. The work involves developing and enhancing risk calculation models (OAS, DPDY, convexity, and others), implementing advanced prepayment models, improving accuracy using 10-point partials, and building scalable processes to handle real-time and historical data efficiently.Role Description:Designed and enhanced risk calculation processes for MBS products, including OAS, DPDY, and convexity, improving accuracy through the introduction of 10-point partials and advanced prepayment models.Implemented a process in q/kdb+ to fetch live coupon rates from Bloomberg in real-time, process the incoming data, and populate downstream filters for risk calculations.Developed optimized bulk data handling mechanisms using splayed tables in kdb+, enabling efficient storage and retrieval of large-scale datasets for risk computation.Maintained and enhanced existing risk infrastructure by fixing defects, improving performance, and implementing new business processes, ensuring stability in production systems.Collaborated with traders, risk managers, and modelers to align model outputs with business requirements and regulatory expectations.Automated reporting workflows and risk feed generation for various deal types, reducing manual effort and improving turnaround time.Strengthened Python and kdb+ expertise by building utilities for data cleansing, validation, and integration with prepayment and market risk models.Extensively worked on real-time streaming and batch data processing, ensuring consistency and timeliness of risk outputs.Performed end-to-end support including deployment, production monitoring, and troubleshooting, minimizing downtime and ensuring seamless business continuity.Mentored junior team members on best practices for q/kdb+, Python, and risk analytics, improving team efficiency and technical capability.
EDUCATION
Shri Guru Gobind Singhji Institute Of Engineering &Technology
Bachelor of Technology, Information Technology
ABOUT PRASHANT PADOLE
Holds reliability clearance for 10 yrs)Professional Background:With over 10 years of experience in backend development using Python, Perl, Shell scripting, and kdb+, I have built robust and scalable systems, integrated databases, and automated complex workflows. My expertise extends to web automation and testing, leveraging frameworks such as Robot Framework, Selenium WebDriver, and Pytest for efficient test automation.In the capital markets and investment banking domains, I possess deep knowledge in transfer agent/payment and cash integration, listed derivatives, market risk calculations (variance-covariance, historical), and P&L calculations. I have also worked extensively with Mortgage-Backed Securities (MBS), using various prepayment models and collaborating with agencies like Fannie Mae, Freddie Mac, and Ginnie Mae.Technical Background:Python Programming ExpertiseDeveloped scripts for data ingestion from CSV, text, Excel, and databases, transforming data using Pandas and NumPy.Generated outputs in multiple formats and populated databases, with automation for report generation and email notifications.Implemented data capture processes from emails and web portals, and interacted with databases and IBM MQ.Utilized APIs for system integration, visualized data with Matplotlib, and leveraged AWS services with boto3.Shell/Perl/kdb+ ExperienceAutomated processes with shell scripts, set up environments, and orchestrated script execution.Used Perl for data parsing, reconciliation, and report generation, integrating with IBM MQ and databases.Implemented kdb+ for real-time market data processing and optimization.Process Scheduling in AutosysCreated and maintained JIL scripts, set up dependencies, and implemented automated monitoring.Led job migration to Autosys R11.7, managed cross-environment dependencies, and configured environment variables.Web and Backend AutomationUtilized Robot Framework\'s RIDE tool and libraries for test case management, customization, and reporting.Implemented end-to-end API automation with Pytest, supporting parallel execution and custom reporting.Developed Selenium WebDriver scripts for web automation, interacting with various web elements and handling waits.Database and CI/CD ExperienceProficient in complex SQL query writing, data extraction, and view creation.Managed schema updates and utilized Git for version control, Jenkins for CI/CD pipelines, and Docker for containerization.Certified Tableau professional, skilled in developing dashboards and data visualization.
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