Prasad K.

Bi/Etl Developer

555 dollar
Freelancer
15 ans
Londres, ROYAUME-UNI

Mon expérience

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QuantMarch 2019 - Présent

Working on a start-up assignment on predictive modelling, which explores use of machine learning techniques such as linear, xgboost and neural network for time series analysis and portfolio construction in multi-period framework, extract signals and build models in python to back-test.
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SchrodersJanuary 2017 - Présent

Responsible for structuring overall solutions for clients and communication with clients and consultants.
Evaluated liability sensitivities, design and deliver portfolio solutions in conjunction
with the Strategic Solutions, Portfolio Management and Derivative Structuring
Teams.
Developed, in collaboration with distribution, the portfolio management and derivative structuring team new products and solutions for both the institutional and
intermediated markets.
Assisted in developing and improving the existing infrastructure to enhance the Page 1 of 4

control environment and scale-ability of the solution design, delivery and reporting
process, mainly done in VBA.
Quantitative analysis using python libraries numpy, pandas, scipy, statsmodels
Built and enhanced various existing models using VBA and python.
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Legal & General Investment ManagementJanuary 2016 - January 2017

Supported sales and marketing of MultiAsset products as a subject matter specialist. Maintained up-to-date knowledge of the current investment market and investment issues from a multi-asset perspective.
- Liaised with clients/ consultants, provided regular market commentaries, attribution analysis to explain the performance of the pension portfolios.
- Worked with the wider LGIM team to develop thought leadership relevant to the multi-asset proposition.
- Involved in factor-based investment initiatives - provided necessary analysis to the investment strategy team, attended meetings with external index providers and produced material for consultant meetings for the launch of smart beta funds.
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Swiss ReJanuary 2012 - January 2016

Part of the Asset Management Portfolio Steering team, working with the Senior Investment Manager to manage £ 16bn pension portfolio.
- Developed individual mandates and helped construct the overall asset allocation framework for the multi-asset funds.
- Prepared material and provided recommendations where required for the monthly asset allocation of the pension funds invested across global equities and fixed income markets.
- Established strong relationships with external managers to discuss investment themes, outlook on different asset classes and analysed suitability of new products for the pension portfolio.
- Previously also worked in the Asset Management Investment Strategy function unit.

- Formulated and presented to the senior management, the weekly/monthly and quarterly analysis of the macro-economic developments and market movements to show the subsequent impact on the annuity portfolio.
- Prepared monitoring tools to conduct quantitative analysis to produce in- house equity/credit market outlook and provide relative value analysis.
- Researched new asset classes to enhance yield on the annuity portfolio.
Actively involved in initiatives on illiquid asset class investments (Infrastructure Debt, CMLs). Evaluated risk/return profile for the new asset classes and analysed the impact on the existing portfolio, as well as looking at operational consideration. Arranged deep dive workshops to provide necessary inputs to the manager selection process.
- Involved in Solvency II and Matching Adjustment projects.
Group Asset Management Finance
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Swiss ReJanuary 2008 - January 2011

- Worked within Swiss Re Asset Management in a Finance Control role.
- Responsible for producing the daily P&L figures, and providing extensive attribution breakdown and analysis along with the end-of –the-day market comments to various internal clients.
- Streamlining the PnL process and producing various tools that would aid in more effective P/L analysis.
- Assistance in production of various weekly and monthly P/L performance reports.
- Running the month-end process which involves various price testing and provision testing processes, validate the movement in risk figures while looking at the attributes, discuss various issues with trading, and senior management if required.
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the Derivative Support GroupJanuary 2006 - January 2008

Worked in the Derivative Support Group within Fund Linked Products in a Graduate role as a Finance Controller.
- Responsible for producing the daily P&L, analysis of PnL drivers by providing attribution breakdown.
- Portfolio monitoring including VAR, Stress Testing, and risk monitoring.

Mes compétences

Technologies

NumPy, SQLAlchemy

Analysis methods and tools

Asset Modeling

Machine Learning

Neural networks

Other

Asset Allocation, Derivatives, Investment Banking, Investment Management Certificate, Attribution Analysis, develop thought leadership, necessary analysis, Fixed Income, International Equities, investment manager, quarterly analysis, Analyst, industry~banking-finance, Prepared monitoring, Quantitative Analysis, relative value analysis, provision testing, Modeller, various price testing, Buy Side, insurance investment management, Portfolio Solutions Manager, Purchase Ledger, Portfolio Administration, Asset Allocation Product Specialist, Visual Basic for Applications, a subject matter specialist, Quant Modeller, solution design, Object Oriented Analysis/Design, SII Level 3, Monthly Closing, risk monitoring, Financial Controller, Profit and Loss Analysis, Equities, derivative, Python Programming

Databases

PostGreSQL

Languages

Python, OOP, VBA

Others

Analysis

Mes études et formations

SII Level 3 - IFID

Master's Degree - University of Sunderland

Bachelor's Degree, Computer, Software Engineering - Sardar Patel University