He has extensive experience working in financial industry on valuation and risk management of financial derivatives. He has extensive product knowledge encompassing fixed income, credit and hybrid equity derivatives. He has expertise in stochastic calculus based financial mathematics and experience in working with regression based models in mortgage finance and extensive experience applying statistical data analysis methods to financial data. He has expertise in presenting complex mathematical and statistical ideas to traders and sales people. He has well experienced in mentoring quantitative analysts, desk traders and programmers.

Previously he was Vice President, Quantitative Risk with Nomura, where he was responsible for VaR methodologies and works on historical simulation VaR process.

Prior to that he was Analyst (Manager), Valuation Control, Standard Chartered Bank, Singapore where he was responsible for Model usage & calibration review of Interest Rate/Foreign Exchange and Equity Derivatives desks.

He had worked as Associate, Quantitative Risk Analytics, Lehman Brothers, New York. He tested and validated Lehman Brothers Equity derivatives and credit derivatives pricing analytics.

He was Consulting Associate, Fixed Income Strategy research with J P Morgan Chase, New York where he supported clients and JPM trading desks on Futures and Options analytics.

He had also taught undergraduate and graduate courses on Quantum Mechanics, classical mechanics and bio-statistics in the Department of Physics, Stanford University.