Headline

Risk Management @RiskSpan || Fixed Income Index Data Analytics @JP Morgan || IIT Kharagpur || CFA Level 1

About

I am currently working in the field of Public Credit specifically in CLOs, Lev Loans and Liquid Loans as Products for European and US Markets. I have studied this field in depth and covered all aspects of the portfolio. When it comes to Research, I have heavily utilised my skills in Python (for writing Cleaning, Pre-Processing and Strategising), SQL (for Data Sourcing) and Excel (for Charts). Had already worked on deconstruction of Loans as well as High Yields vis a vis their returns over Daily, Monthly and Quarterly data since 2015. Started my career in this field with JP Morgan, I have completed CFA Level 1 and B.Tech & M.Tech from IIT Kharagpur. Let's connect if you have a passion towards Public Credit, CLOs, Lev Loans , Private Credit and Other Derivatives products in your portfolio.

Location

Bengaluru

AI stack

anthropic apis

antigravity

claude code

claude

codex

cursor

Work experience

Risk Management Associate at RiskSpan, Mar 2026 - Present · 7 mos, Bengaluru

Senior Consultant- Portfolio Performance and Attribution at ThoughtFocus, Jun 2024 - Mar 2026 · 1 yr 10 mos, Bengaluru, - Built Portfolio Comparison Tool for our Risk Engine that decomposes Risk among multiple dimensions. - Built Index Risk Metrics across multiple themes and subjects, developed new features and strategized in a Python Programming Language (Mainly Pandas, Excel and SQL) - Built Funds PnL Engine and deconstructed Weights, Returns and other Analytics as per Ratings, Sector, Combined - Built monthly Premium Features with the help of Index Constituent Files and generated new Analytics as a New Product. - Built a Portfolio Risk Analytics file for over 10 Indices and 20 Funds from that produce real time results for checking on Stress in the Market

Quantitative Analyst at ThoughtFocus — Client: HPS Investment Partners (part of BlackRock), Jun 2024 - Mar 2026 · 1 yr 10 mos, Built Python analytics for risk, credit migration, and sector exposures across CLOs and MBS portfolios. Automated Python + SQL pipelines for Prepayment Inputs, Portfolio Statistics, and Index Analytics. Developed a real-time risk platform covering 10+ proprietary indices and 20+ funds with tail-risk diagnostics. Automated end-to-end portfolio reporting workflows in Python, reducing manual aggregation across multi-asset credit. Produced Weekly Market Intelligence Dashboards via APIs and SQL to support clients and portfolio managers. Designed a tail-risk attribution model identifying concentration risks across structured credit portfolios.

Quantitative Trader at Zelta Labs, Sep 2022 - Mar 2024 · 1 yr 7 mos, Jaipur, -Built Dashboards, PNL Charts, Backtesting Engine, Visualisation, Macro Research , Reading Charts through Crossover Region , Labelling Trading Positions, Risk Modelling , VaR Testing -Formulated and Deployed Statistical Models including Hypothesis Testing, Data Analysis, Taking trade position and Walk Forward Testing. - Portfolio Drawdown, Consistency, Maximum Dip, Win Rate, Sharpe, Sortino and Treynor. - Modelled the codes in Python Modules. Optimised the function with Efficient Memory Management in terms of CPU computation and GPU configuration. - Fine tuned the strategy by writing OOPS programming in Python and by writing efficient Python Functions to perform the task. - Deployed the final strategy over AWS EC2 Instance and using Developer Tools for continuous Monitoring.

Fixed Income Index Research- Data Analytics at JPMorgan Chase & Co., Dec 2018 - Feb 2021 · 2 yrs 3 mos, Mumbai, • Quantitative modelling of bonds with sector of issuance, industrial outlook using JP Morgan's Reference Data Tool and created monthly Quantitative Credit Rating Movement report • Integrated Bloomberg, Moody, Fitch, S&P ratings through API to capture movements/mismatches in ratings overnight and weekly report • Generated report on fundamentals vis-a-vis rating changes of universe covering Local Currency, Corporate and Sovereign bonds and their volatility in the time series •Performed sectoral risk analysis using DTAA Agreements and created methods for comparing sectors using Tax Adjusted Index Yield that seeks arbitrage opportunity in the market •Published Credit Research Report highlighting IG HY default, Sectoral default and Sovereign defaults engaging support teams from Mumbai, Delaware and NY •Ad hoc meetings with NY Trading Desks and Equity Research Fundamentals Desk for modeling price-yield bond statistics to curate Internal Reference Data

Education

Bachelor's and Master's in Technology (B.Tech & M.Tech Dual Degree), Mining Engineering, Indian Institute of Technology, Kharagpur

Level 1, Banking, Corporate, Finance, and Securities Law, CFA institute