Personal Information
Organization / Workplace
Houston, Texas Area United States
Occupation
Equity Analyst
Industry
Finance / Banking / Insurance
About
Financial Analyst with Trust Company of the West. Working experience with Fixed Income products like MBS, CMBS, RMBS.
Research work on Heston Models and their practical implementation in pricing exotic and currency options
Performed Technical Analysis on the E-mini Russell index to come up with strategies involving zones of trading and developed indicators based on Multivariate regression performed on open interest and price as the independent variables
Conceptualized a model based on using currency swaps as a balance sheet hedge in volatile interest rate environment.
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