Gopinath Ramkumar

- Model owner with responsibility for processes around selection, configuration, validation of pricing models on strategic middle office platform.
- Responsible for managing model risk management framework for the models used by HSS team.
-Projects include USD OIS Curve, Non USD OIS Curves, LIBOR transition, Exotics Valuation.

- Independent model review for Traded risk models(VaR, SVaR, IRC, ICVaR, RNIV).
- Independent model review for Algorithmic trading models (BFIX, VWAP, TWAP, Participation, Unwind strategy, Dynamic participation, PWP, Implementation shortfall, News wizard).
- Independent Model Review for Stress testing models (CCAR 2017, CCAR 2018).
- Derivative pricing (Monte carlo techniques, Finite difference methods).

•• Tracked and performed fundamental analysis on all the stocks in Saudi Arabia.
• Designed and developed a research toolbox with more than 300 proprietary variables for trading team.
• Developed portfolio and back testing models for pre-trade and post trade analysis.
• Performed balance sheet analysis, quarterly earnings revision, ratios and their sensitivity analysis.
• Performed statistical and technical analysis on all the stocks in Saudi Arabia.
• Written research reports, event updates, results preview and daily news wraps.
• Developed end to end quantitative models for trading in GCC markets, Singapore and Australian markets.
• Developed risk based models to assess credit risk, market risk, liquidity risk and operation risk.

• Developed quant models for trading team with Institutional Equities division.
• End to End analysis on automobile, cement, technology, banking and media sector stocks in NSE.
• Developed models for post trade analysis using VBA, Excel, R and Bloomberg.
• Developed Credit models for assessing credit risk and Market risk.
• End to End testing of the trading application.

• Designed test strategies and completed end to end testing for clients like NYK (shipping), CIBC (Banking), CVS (Pharma) and REI (e-commerce) using QTP (Version 9.2) and QC.
• Designed Corporate Action modules like Event management and Entitle management for the client Raymond James (Financial Services).
• Performed Gap and Business Analysis for new clients in Banking & Financial services sector.