Ashish Kalra

- Algorithmic Trading - Financial Engineering - Analysis of Trading Strategies - Develop trading strategies for Algorithmic Trading - Python and R Programming

- Analysis of credit risk systems - Make monthly reports of risk numbers - improvement of credit risk calculation methodologies

- One of the primary credit risk computational analyst for derivatives and repo trades - Interface with Risk Officers, Manager and Financial Service Authority(London) to confirm Basel II/III calculation methodologies used to calculate risk weight and capital numbers - Analysis and development of calculators for Potential Future Exposure, Exposure at Default, PD, CVA - Established risk valuation models to calculate risk associated with companies based upon credit ratings and various risk factors

- A new system for visualizing and merging differences in diagrams. System uses animation, dual views, a storyboard, relative re-layout and layering to visualize differences. - Research Paper publication

- To implement Payroll Management System. The project provides an interface to access the employee’s database and to calculate payroll of the employees. Besides general information, the tool developed also provides statistical graphs on salaries of employees.

Financial Mathematics, Computational Finance, Statistics, Econometrics

Programming, Engineering Mathematics, Computing