Drove strategy, architecture for various credit/trading book risk mgmt. Systems for top-tier investment banks (Deutsche, Barclays, Citi and Credit Suisse)

Trading Book Risk (Greeks)/Counterparty Risk (RWA, PFE, XVA) - Distributed pricing and risk calculations/aggregations - using grid computing.

Delivered hypothetical (what/if) & stress scenario analysis to see the effect on portfolio due to hypothetical trade, market, model parameters etc.

APIs, UX and UI - provide risk, P&L explains consumption by various clients in both trading, downstream systems including real-time reporting.

Cross asset pricing, risk across products from IR, FX, commodities, equities and credit.

Time series and lineage - devised strategies to store risk measure, market data and explains.

Auth^2 - restricting trading desk users to access aggregates, books on-demand securely.

Real-time risk - Streaming real time risk and project P&L based on the market change.

Simulations - using several techniques including Monte-Carlo, historic etc.

Data warehousing - Store EOD risk and P&L