EESHAN MUNDHE

Quantitative Analyst (Summer Intern)

Citigroup•  June 2023 - August 2023

Utilized Python to conduct detailed technical analysis of prepayment schedules, mortgage default rates, and loan-to-value ratios for mortgage tranches, and developed machine learning-based predictive models to refine trading strategies with improved time series forecasting. Improved the accuracy of statistical and stochastic models used by the Mortgage-Backed Securities trading desk to predict Probability of Default (PD) and Loss Given Default (LGD), facilitating quantitative risk assessment of fixed-income securities. Validated and enhanced data matching algorithms, such as fuzzy string matching, by leveraging data analytics tools like 1010Data and streamlining data preprocessing procedures, ensuring high accuracy and consistency of equities market data for model training.

Software Development Engineer (New Grad)

Barclays•  August 2021 - August 2022

Implemented distributed computing strategies like optimizing algorithms and scaling procedures to reduce latency and increase the database query execution speed using Apache Spark for the trading system used by various trading teams across the bank. Used Data Engineering tools like Apache Kafka and SQL Server Integration Services, to automate the validation of trade data. Developed and maintained software tools for Sales & Trading platform’s payment data settlement feed with Java and C++.