Profile Summary
Results oriented fixed income analyst with 7+ years of experience in risk management, duration and convexity analysis, yield curve modeling, and portfolio optimization across corporate, government, and developed and emerging markets. Proficient in Bloomberg, Python, SQL, and Excel for data driven decision making and stress testing. Strong collaboration with portfolio managers and ALM teams to deliver robust investment strategies and risk controls.
Experience
Andara Capital, New York NY
2019 - Present | Remote
- Led fixed income analytics for a 2.5B multi strategy portfolio, improving risk adjusted return by 9% year over year
- Developed and maintained duration, convexity and DV01 measures to manage interest rate risk across US and non US issuers
- Designed scenario analysis and stress testing framework under Basel III guidelines, reducing tail risk by 12%
- Automated daily P&L attribution and risk reporting using Python and SQL, cutting reporting time by 40%
Nova Asset Management, Mumbai India
2015 - 2019 | Mumbai
- Built yield curve models and liquidity adjustments for government and corporate bonds
- Contributed to ALM reporting and regulatory compliance including stress tests and capital planning
- Negotiated data feeds and integrated Bloomberg analytics for portfolio construction
Skills
- Fixed Income Analytics
- Duration and Convexity Analysis
- Yield Curve Modeling
- Portfolio Risk Management
- DV01 and VaR
- Scenario Analysis and Stress Testing
- ALM
- Bloomberg Terminal
- Python (pandas), SQL
- Excel (Power Query, VBA)
- Credit Analysis
- Regulatory Compliance Basel III
Certifications
- CFA Level II Candidate
- FRM Part II
- CAIA Level I
- Bloomberg Market Concepts
Education
Master of Finance, University of Delhi, 2016
Bachelor of Economics, University of Delhi, 2013