Headline

Prime Brokerage Risk | Prime Finance | Margin & Stress Testing

About

Prime Brokerage Risk and Prime Finance Risk professional specializing in market risk, margin methodology, and stress testing for hedge fund portfolios. Currently at Arcesium, I work on development of margin calculators. Previously at HSBC, I managed market risk, credit risk, FX risk for prime brokerage clients across equities, fixed income, and derivatives. I built a Python‑based options stress test model used for daily margin calls, automated seven critical risk reports with Looker Studio and BigQuery. My Core Expertise includes: - Prime Brokerage Risk & Margin Methodology (SPAN, House Margin, Portfolio Margin, SEC Haircuts) - Market Risk – VaR (Parametric & Historical), Expected Shortfall, Stress Testing, Backtesting - Multi‑Asset Risk – Equities, Options, Bonds, Swaps, FX Forwards - Derivatives Pricing & Greeks (Delta, Gamma, Vega, Theta) - Automation – Python, SQL, Looker Studio, Power BI Education & Credentials: - CFA Level 3 (cleared all three levels on first attempt; >90th percentile on Level I & II) - FRM Level 2 (Cleared both levels on first attempt, top quartile in 8/10 subjects) - MBA Finance – NMIMS (Dean’s Merit List, Final Year) - Bachelor of Engineering (Electronics, First Class) I combine deep domain expertise in prime brokerage risk with a strong quantitative and automation mindset. Whether it’s building models from scratch, optimizing reporting, or partnering with engineering teams, I focus on delivering measurable impact.

Location

Bengaluru

AI stack

claude code

claude

Work experience

Solutions Architect at Arcesium, Jun 2026 - Present · 3 mos, Hybrid, 1) SME for Prime Brokerage Margin and Hedge fund treasury Solutions. 2) Responsible for End to End implementation of Arcesium's platform for Hedge Fund clients.

Prime Brokerage Risk at Arcesium, Oct 2024 - Jul 2026 · 1 yr 10 mos, Bengaluru, Karnataka, India, 1) Working on Prime Brokerage Risk, Counterparty Risk, Market Risk, Credit Risk and Margin Models. 2) Implemented complex Option, Convertible and Pairs hedging strategies that manage portfolio risk within Margin Calculator. 3) Involved in end to end development cycle from requirement gathering, Specs Creation, Coding, logical extension function changes, testing and delivery of final production ready Margin Calculator 4) Managing Hedge Fund client expectations with respect to Margin Calculators Language Used - Python LLM - Clause IDE - VS Code, Jupyter Notebook

Prime Brokerage Risk at HSBC, Jan 2023 - Oct 2024 · 1 yr 10 mos, Bengaluru, Karnataka, India, ● Evaluated the Market Risk and Credit risks associated with different counterparties by analyzing their portfolio positions in Cash Equities, Total Return Swap, Bonds and Options. ● Managed exposure to market movements, including the impact on securities, collateral values and fund’s overall risk profile Ex-ante and Ex-post. ● Analyzed collateral levels, it’s valuations and eligibility criteria to ensure collateral are appropriate and sufficient to cover bank’s financing exposures. ● Developed Scenarios to Stress Test, at 99% and 99.94% confidence intervals, the portfolio positions at various levels such as Global, Country, Sector, and Issuer along with Value at Risk models ● Architected and developed the automation of reporting processes from Excel to Google’s Looker Studio, utilizing BigQuery SQL for data processing. This initiative resulted in a remarkable reduction in report generation time by more than 80% ● Successfully automated seven critical reports along with Risk Dashboard within a four-month timeframe, surpassing the established project timeline which contributed in saving team’s bandwidth by over 70% and 500K USD in annual costs. ● Deployed End to End automation of client specific stress model by leveraging Python, Bloomberg API and SQL Languages used : Python, SQL , VBA Softwares used : Bloomberg, MS Excel, Refenitiv Eikon, S&P MarkIT

Equity Strategist at Evalueserve, Mar 2022 - Jan 2023 · 11 mos, Mumbai, Maharashtra, India, ● Conducted thorough analysis of European Equity Market to understand trends, market conditions which influenced regional and Sectoral index moves. ● Assisted the onshore desk in developing investment strategies based on analysis of market conditions by providing macroeconomic analysis, industry research, and company-specific evaluations. ● Developed be-spoke Quantitative Models to capture the changing correlation between Market Prices and Economic Indicators as and when significant event gets priced in. ● Built custom Stock Screens for investors based on Peer Valuation Ratios, Market Risk Factor, Number of Earnings Beat and Miss. ● Involved in report writing which provided recommendations on buying, selling, or holding specific stocks or portfolios along with general market outlook.

Business Analyst at Indus Valley Partners, May 2021 - Mar 2022 · 11 mos, Mumbai, Maharashtra, India, ● Engaged directly with the Hedge Fund client to gather requirements, understand dataset intricacies, and identify key data points for report parameters. ● Leveraged SQL to link key tables within the provided dataset and played a vital role in refining the dataset to meet the specific needs of the automated reports. ● Collaborated with developers to devise an efficient roadmap for product implementation, established timelines and ensured daily progress on Scrum Calls. ● Transformed the refined dataset into a comprehensive Power BI report providing the client with a centralized platform to monitor all parameters efficiently.

Credit Risk Associate at Acuity Knowledge Partners, Oct 2020 - Apr 2021 · 7 mos, Mumbai, Maharashtra, India, Formerly part of Moody's, I work on analysis of Financial statement, Debt Structure, Indenture ,Covenant, Fixed income securities, Financial ratios and cash flow forecasting. My work is within high yield bond issues, debt level monitoring which involves working extensively on Bloomberg terminal and S&P Capital IQ. I have gained a wide range of experience by working for some of the top hedge funds and investment banks as my clients. Currently I am involved in financial modelling for ESG research, helping client take investment decisions in non-sovereign bond market.

Education

MBA, Finance, General, SVKM's Narsee Monjee Institute of Management Studies (NMIMS)

Bachelor of Engineering (B.E.), Electrical and Electronics Engineering, TCET