At Barclays, I develop and maintain Java services on AtlasRisk that support FRTB market risk calculations and reporting for equity derivatives. I’ve onboarded reports and feeds to downstream capital and regulatory systems.
I delivered TBBB logic to classify books as trading book or banking book, supporting regulatory boundary compliance. I also integrated Bloomberg pricing into equity derivatives risk analytics for valuation and sensitivity calculations.
I contributed to the Macrohybrid project, onboarding hybrid product risk into the analytics pipeline. My work uses Oracle Coherence, Solace and ZeroC Ice, with kdb+/Q for time-series queries.
I work with Front Office, Product Control and Reg Policy to gather requirements and resolve data and exception issues. Earlier, I coordinated interview scheduling at Indian School of Business and led a team at Viral Fission on marketing and content strategy.
