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Projects worked on: • Fixed Income Book Level Analysis: • The project is an automated PPT that provides a detailed breakdown of all IPAS Fixed Income positions. The presentation breaks down the positions and splits them in meaningful buckets for better analysis. Give a clear outlook of our positions according to ratings, spreads, how much of the book is maturing and how much the spreads have moved. With actionable switch ideas. • It helps the FI team understand opportunities or highlight positions that were otherwise overlooked. Can also be treated as risk report of sorts. • DPM fixed Income Book Level Analysis: • This is again an automated PPT but it essentially takes a strategy wise approach to highlight outliers strategy wise. If any account has a higher allocation of let’s say the financial ssector in comparison to other accounts under the same strategy. It helps us understand and analyse what our positions are. T’s a strategic breakdown. Etc • Impacts DPM team to regularly look at their positions how much of the book is maturing when etc, any out of the ordinary holdings etc, which could otherwise be ignored. • Equity Book level Analysis IPAS: • It’s an automated PPT which provides insights into our Equity Positions – especially analysis of our Cash Positions, Structured products and derivative Positions. It can be done IA wise, RM wise or at a region level or even book level. • It analyses Structured products at a very nuanced level – it takes each position, checks if they are above or below the strike (underwater or knowcked out) and highlights such positions) • Also highlights if across all equity products if we are overly relying on any region or a specifc company (as an underlying) for example Nvidia. It also shows a break down of which sector in any given country do we have most of our positions in. • DPM Portfolio Review Tool: • Automated the DPM Reviews. On an average we make 3 Reviews per week. The task used to be tedious. The tool now takes all the required information itself, performs data analysis and makes reviews. Can make multiple reviews at once. Makes customized reviews for E, FI sleeves. Comes out completely formatted, which slight performance numbers updation, okay to be sent to the client. • Standardises the reviews and also saves a lot of time for the team to be able to focus elsewhere. • Model Rebalancing Tools for DPM: • Excel Macro Tool to make and figure out changes in the model fortnightly and weekly. And it is an end to end automated process. Even drafts the mail. Gives you buy & sell signals and calculates and compares what has changed in the models. One project is NAM with 6 accounts now. The other is JAC Japanese Equity Mandate – with two accounts. I am also responsible for keyingtheir trades and managing cash in these accounts. • Multi – Asset Momentum strategy: • Implemented a detailed and nuanced strategy on python with multiple variables conducted over 4000 simulations and backjtested for 16 odd years. We had started with a standard 4 asset strategy. I made it more than 4 assets upto 10 and then introduced more nuanced characteristics in it and kept everything open for optimization. • Performed complete Portfolio Analysis on it. • Fixed Income Pre Trade tool: • Complete Fixed Income Pre trade tool automated in excel macro. • Further automating workload and making FI lives easier, wanted to share the very helpful pre-trade tool prepared by Reet. • The VBA tool integrates all the various other disparate pre-trade tools (OC finder tool from Shubh, PRR, DK, Risk Factors) into one single template. • Objective is to have a master tool where one can plug in ISINs and using macros, derive a consolidated pre-trade mail. • Attached the excel tool and a sample pre-trade mail for 10 ISINs created using the tool. Took me less than a minute to generate the pre-trade (can imagine the efforts saved for pre-trade requests around portfolios with several bonds) • Macro Outlook Slides • Silver, Uranium, Lithium – complete demand supply analysis with slides H2 and Q4. Future outlook everything very detailed actually. • US Swing States Trup 1.0 Analysis • Fed Cut analysis • Gold Analysis for CIO Corner – lot of number crunching to come to a conclusion how gold is valuable to have in portfolio. • Complete responsibility to do tedious cross trades in DPM • Revenue Numbers and MIS Transactional Numbers to Akshay : weekly report automated & color coded collate all data and make an automated ppt, RM and IA and product wise Revenue splits for the entire IPAS. Deytailed PPT with demand assessment from MI too. • Waiver Forms and Cash Management
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