SWATI RATHOD
Quantitative Analyst
Pune
Summary
To leverage my expertise in Business Analysis and Quantitative Finance to deliver data-driven solutions, while continuously enhancing my technical and management skills to contribute to the growth of the organization and my professional development.
Overview
9
9
years of professional experience
Work History
Quantitative Analyst
Lighting Rod Tech Pvt.Ltd
07.2023 - 04.2025
- Designed a forecasting model for energy pricing, weather and load patterns to improve trading decisions.
- Developed a Day-Ahead price prediction Model.
- Built dashboards for portfolio performance tracking Day-Ahead/Real-Time price evaluation.
- Benchmarking od VaR models to satisfy Regulatory compliance and model improvement with managing risk.
- Conducted sensitivity analysis on the portfolio through Monte Carlo simulation to get insight into valuation changes.
Quantitative Analyst
Epic Trading System Pvt. Ltd
06.2020 - 07.2023
- Developing profitable investing models For Power Trading in US Electricity Market.
- Conducting Portfolio Modeling and research.
- Develop algorithms that spot the best trades and get to them before the competition.
- Analyze trading performance and provide solutions to problems
- Improving the trading architecture used to place trades.
- Improving the signals used to evaluate trade ideas.
- Reducing transaction costs and/or market impact.
- Managing portfolio risk.
- Testing and deploying new trading strategies
Business Analyst
ADP
08.2019 - 02.2020
- Understand the client’s requirement, business needs and providing relevant solutions.
- Prepared functional specification documents and Technical Specification documents.
- Identify and track business opportunities.
- Work with Development, QA Testing, BU and Onsite Team on different project activities.
- Prepared detailed business requirement based on customer requirements.
- Prepared functional specification for the project and features. The specification includes description of basic functionality along with definition of hosting interface (layout and mapping), processing flow, database changes etc.
- Presented Walk Through of the proposed functional solution to client and internal stakeholders (Development/QA) and get signoff from all interested parties.
- Hands-on experience in Manual Testing
Business Analyst
ODA (Credit Suisse)
07.2018 - 03.2019
- Validated credit risk exposure calculations across OTC derivatives and FX portfolios, ensuring accuracy from both system and methodology perspectives.
- Verified end-to-end data flow and logic of proprietary Credit Risk Management tools, with ability to recompute exposures as required.
- Analyzed Potential Exposure (PE) and Expected Positive Exposure (EPE), providing commentary on daily, weekly, and monthly exposure movements.
- Owned exposure outputs used for Default Risk RWA and CVA RWA, ensuring compliance with regulatory standards.
- Identified and resolved anomalies in exposure values by applying advanced simulation models (Historical, Sensitivity-based, Monte Carlo).
Business Analyst
Career InTech
01.2016 - 07.2018
- Led requirements gathering, analysis, and documentation (BRD, FRD, SRS) while implementing Agile/Scrum methodologies to streamline project delivery.
- Acted as liaison between business and technology teams by communicating requirements, organizing review meetings, and resolving technical issues with developers.
- Applied risk analytics techniques including Historical Simulation, Delta-Normal, Monte Carlo simulation, and VaR calculations to support risk management.
- Utilized derivatives instruments (Futures, Forwards, Options, Swaps) in business scenarios, managing complex cash and trading operations.
- Conducted end-to-end testing activities – UAT, regression testing, test case creation/review, execution, and defect tracking.
Education
B.E. - Computer Engineering
Savitribai Phule Pune University
01.2015
Skills
- Strong knowledge of BCBS 239 and Basel I/II/III regulations with expertise in Credit & Market Risk modeling
- Proficient in requirement gathering, analysis, and documentation (BRD, FRD, SRS, Use Cases, RTM) with solid experience in SDLC methodologies (Agile, Waterfall, Scrum)
- Deep understanding of capital markets, derivatives (Futures, Forwards, Options, Swaps), and the full trade life cycle (Exchange-Traded & OTC)
- Skilled in risk analytics and valuation techniques including MTM, VaR, Greeks analysis, and simulations (Monte Carlo, Gap/Impact Analysis)
- Strong technical proficiency in SQL with experience supporting solution deployment, UAT, and post-implementation issue resolution
- Proven ability in stakeholder management, conducting review meetings and ensuring alignment across business and technology teams
Disclaimer
Place: Pune Date: Signature Swati Rathod
Timeline
Quantitative Analyst
Lighting Rod Tech Pvt.Ltd
07.2023 - 04.2025
Quantitative Analyst
Epic Trading System Pvt. Ltd
06.2020 - 07.2023
Business Analyst
ADP
08.2019 - 02.2020
Business Analyst
ODA (Credit Suisse)
07.2018 - 03.2019
Business Analyst
Career InTech
01.2016 - 07.2018
B.E. - Computer Engineering
Savitribai Phule Pune University
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