Rahul - Architecte JAVA

Senior Quantitative / Analytics Developer - Independent

• member of the risk analytics team involved in the build of an improved model for the securitisation of lifetime
mortgages, the evaluation of matching adjustment and the application of the Solvency II Effective Value Test.
(Riskwatch, C++)

• added functionality to the modelling template library of the next generation climate forecasting system to improve the
configuration of model parameters via yaml files and json schemas. (C++)

• designed and built for a logistics start-up a Monte Carlo simulation engine to model motorway traffic flow using in
conjunction GIS data and machine learning models. (C++)

• development and support of commodities algorithmic trading system (C#).
• collaboration with energy traders in the design and development of gas and electricity algo trading strategies.

Senior Developer BARX Trade Services,

• Responsible for the development and maintenance of the BARX trading, life-cycling and order management platform
supporting the forex cash and options trading business lines (C++).
• Designed and developed a real time rate acquisition server to furnish live trades with fixing rates.

• development and maintenance of the Automated Market Making (AMM) platform supporting the equity, equity
derivatives and commodity derivatives trading desks (Java 8).
• built an automated portfolio component verification tool – early use identified an error in the makeup of a widely
marketed index portfolio.

• Fixed Income Structured Products Group. Development and maintenance of middleware supporting various UI
platforms (C++).

Senior Manager Business Analytics

• Responsible for the development and support of pricing models for the loans, savings, mortgages and cards business lines.
These models comprised statistical behavioural and demand analysis and discounted cash flow calculations.
• Led the Business Analytics financial modelling team of four analysts.
• Re-designed the architecture to move from Excel based models to VBA / C++ based models with resulting improvements
in delivery time, performance, maintenance and governance.

Adjunct Professor,

• supervised thesis preparation & defence for students on the MSc Finance programme. Topics covered included: impact of
the financial crisis on the private equity industry in Europe; LBO key success factors in emerging markets; utilizing risk
management and signal filters to enhance performance of trading strategies; financing the launch of a new retail concept
venture.
• developed a 15-hour course on Microsoft Excel VBA programming and delivered this course concurrently to three classes
of MSc Finance students.