Sonali Singh

About Sonali Singh

Software Consultant with major in Statistics and 18+ years experience in Capital Markets. Exceptionally skilled at combining domain, business, and technical knowledge to effectively communicate across Front office, Quants, Risk managers, and technology development teams. Data science: Time series forecasting (ARIMA, LSTM), NLP(spacy)• Technology: Programming (Python(Quartz, numpy, sklearn)/ C/C++(Summit(Mysis), Summit APIs, Rogue Wave Classes, Matlabs)), Hadoop, Apache Spark, SQL, Relational Databases(Oracle, Sybase, Sql Server), Excel(vlookup, pivot table, offset, match, graph), UML, JIRA, Containers, Big data, Spark• Quants/Analytics: Requirement capturing and Development of Quants models for Pnl, Risk, Pnl attribution of Fixed Income instruments. Development of Historical, Analytical, Stressed and Augmented Stressed VAR (Value At Risk) Model• Businesses areas: Investment banking Front Office, Middle Office, Market Risk Management, Back Office, Fixed income derivatives, Securitization (MBSD, ABS, TBA), Risk management, Quants, U.S. SEC• Business Analysis: Experienced requirement capturing, evaluating alternative solutions, carrying out gap analysis, process flow analysis, and current vs. future state analysis. Creating BRD, FRD, Requirement Traceability Matrix, Test cases

Experience

1. Consultant - Risk Management and Quants for Fixed Income Derivatives and Fx

   Crédit Agricole CIB

   Jul 2010 — Present · New York, NY, US

Skills

• Market Risk
• Requirements Analysis
• Derivatives
• Sybase
• Fixed Income
• Trading Systems
• Sdlc
• Trading
• Investment Banking
• Sybase Products
• Capital Markets
• Team Leadership
• Risk Management
• Team Management
• Summit
• Business Analysis
• Project Management
• Software Project Management
• Credit Derivatives