Manas Bhatt \

** ***** ***** *****, **** : +**-**03 8110

#**-** ****** : +65-9025 6569

Singapore - 465495 E-mail : adim3o@r.postjobfree.com Education

Master of Science in Financial Engineering

National University of Singapore, Singapore

Master of Technology in Instrument Technology

Indian Institute of Technology, Delhi, India

Professional Experience

UBS October 2016 -

Director, Head of Risk and Pnl – FX Derivs, Rates and Credit Systems Managing all the Risk and Pnl applications including Murex in FX Derivs, Rates and Credit Business.

Application Governance

o Plan and Prioritize demand based on teams BoW and workload o Ensure all stakeholders are updated with the latest project updates o Proactively monitor projects' progress, resolving issues and initiate appropriate corrective actions.

o Forecast and plan teams' budget based on the demand forecasted by various businesses

Application Transformation

o Execute migration of existing applications to Microsoft Azure o Decommission applications already migrated to cloud o Use cloud infrastructure to remove the need for more expensive 3rd party applications. One such use was to migrate applications from using Oracle Databases to PostgreSQL Databases

Project Management

o Involve in Architecture of strategic projects with delivery leads. o Ensure delivery of strategic projects likes Azure Compute Implementation, Broil(In- house RMS)-Murex Integration and of regulatory projects like FRTB, RniV within specified time and budget

People Management

o Performance reviews for the team members while provide feedback for contract employees.

o Provide feedback for career growth of the staff

Vendor Management

o Work with Senior Management to manage vendor contracts o Review monthly vendor performance especially with regards to meeting the SLA, KPIs and resource utilization for the tasks

o Ensure that the delivery and issues are tracked and performance reported to Senior Management

UBS October 2013 – September 2016

Director, Services and Product Manager – Legacy Rates and Credit Systems Managing all the Legacy Trade Capture and Risk applications in Rates and Credit Business. This is apart from major projects undertaken which includes RMS decommission, application simplification

Demand Management

o Ensure all the demand ie Regulatory, Business and Bug fixes are tracked and reported to Senior Management

o Translate business demand to IT deliverable tasks o Prioritize demand based on team Book of Work and workload

Project Management

o Prepare design and architecture documents and ensure that the delivery team delivers based on design approved

o Work with the business to ensure that the request are correctly implemented

Budgeting and Product Road Map Planning

o New business demand funding

o L3 demand funding

o Strategy, roadmap, and feature definition for the applications

Application Simplification

o Migration of trade valuation from one RMS to another o Datacentre exit related work planning

o Decommissioning of the infrastructure and applications

Vendor Management

o Work with Senior Management to manage vendor contracts o Ensure that the delivery and issues are tracked and performance reported to Senior Management

Standard Chartered Singapore Ltd February 2010 – October 2013 Senior Quant Developer

RealTime MarketData System

Built a market data system to allow real times rates to be published and subscribed. Not only tick data can be published but also complete price curve, volatility surface and complete market. The system is based on Reuters RMDS system. It consists of a data source(Java Server) and excel addin (C++).

EOD Risk Generation

The system is used for generation end of day risk based on the trades entered in Murex System using the in house pricing libraries.

The purpose of this system is to replace Murex as EOD risk reporting system for commodities.

o Wrote java controller program to launch various systems like data extraction and risk generation.

o Apart from normal risk generation, wrote additional scenarios like Weighted Vega, Quote Ladder (PV and Risk as a ladder of various spot prices) and Smile Risk reports.

Pricing / Publishing Sheet

Built a pricing and publishing sheet used by the Energy flow desk to price vanilla products like futures, swap, listed options and asian options. Later at end of the day, the sheet is used to publish the futures and swap curves to Market Data Server.

Consolidated Risk Tool

Consolidated Risk Tool is a framework which allows various scenarios to be run in an automated fashion. The framework consists of bat scripts, C++ and Haskell. o Wrote various commodity related scenarios for generating reports like Delta, Gamma, Vega, Delta Gap and VegaByStrikes.

o Worked on getting the new products like Commodity Target Redemption Forwards onboard to Consolidated Risk Tool. This involved modifying FX related scenarios like PinRisk, Trigger, etc for commodities.

Ahdoc Desk Requests

Any ad hoc request from the trading desk with regards to spreadsheet creation or addition of new products to pricing/publishing sheet.

Nomura Singapore Ltd October 2008 – February 2010

* Developed pricing models for all commodity vanilla trade types in Nomura FID Analytics library. Models developed were for:

1 Commodity Forwards (Fixed and Floating, USD/Non USD), 1 Commodity Swaps(vanilla and composite),

1 Commodity Basis Swap,

1 Commodity Calendar Swap,

1 Commodity Asian Options(vanilla and composite).

* All Models were written in C++ (pricing model) with front end (deal entry screen) developed in Excel using VBA code.

* Wrote supporting functions for quanto adjustment, harmonic mean and volatility interpolation for commodity products.

* Supporting Non Asia Japan Commodity Trading and Structuring desk with their day to day queries regarding pricing and risks. This involved interaction with London Quant team and London trading desk.

* Working with traders to calculate risks associated with specific transactions.

* Working with Operation and Product controllers to get there issues addressed with regards to booking and other back office and middle office issues. Lehman Brothers Commodities, Singapore January 2007 – September 2008

* Developed and Maintained the Commodities Analytics library.

* Translated Models developed by Quants into analytics library used for pricing commodity products.

* Wrote Compo APO, Weighted Compo APO and Weighted APO Models using the VBA APO Model as the reference.

* Wrote Swap Pricer, contract/quote definition classes, date utility functions in the analytics library. The library, which was written in C++, was built both as window dll and linux .so.

* Supported the Asia Oil Desk with regards to the spreadsheets issues and pricing /risk calculation issues. Lead a team to support the desk.

* Created Oil Options Pricing Sheet for the Oil traders which was being used across all the three regions. Pricer Sheet covered Compo APOs, APOs, SSAPOs, European and American Options.

* Any ad hoc request from the trading desk with regards to spreadsheet creation or addition of new pricing models into the analytics library.

* Developed Pricing Screens and Backend Infrastructure to price exotic products like TARS, Extendible Options and European Basket Options.

* Developed pricing screen for swaps (both USD and non USD swaps). The Pricing Screen was developed in Java 5.0 using Spring 2.08. The backend was developed in C++ and Perl.

* Added Performance Monitoring Tools to the Lehman Propriety Trading Application, FIRE, based on Aspect Oriented Programming.

* Involved in recruitment of members for FTA - Asia and had been actively mentoring them.

Barclays Capital, Singapore March 2006 – January 2007 Developer

* Enhancement and Maintenance of Barclay’s extension DLL . This is used for valuing equities derivatives via Sophis Risque Application. One enhancement was to enable Epsilon Maturity Report and another was to enable Forward Maturity Report to use dates on Repo Curve.

* PNL Attribution Project (on hold). : The purpose of this project is to enable Product Controllers to view the risk associated with the changes in the PNL of the instrument present in a given book for a given day. Completed the Market Data Framework for the project. Also implemented the Theta Effect Calculator. Credit Suisse First Boston, Singapore April 2004 - March 2006 Developer

* Redesign of Price Servers (KSE, SET, TFEX, etc). The PriceServers were made multithreaded whereby one thread polled the exchange for data while other handled the client requests for prices. Apart from that the performance/throughout was improved by minimizing the number of systems calls used in the code.

* Designed and Developed Trade Reporting Engine's backend. TRE is used to report Off Market Trades. The backend consisted of a Server (C++) and a Oracle Database. The notification between the Server and Database was handled by Oracle's AQ. The server consists of two Threads. One listened to the Oracle Database's AQ via OCI while other listens to notification regarding changes to the state of the trade from Sybase Open Server application. The server was designed using C++/STL. The system is currently deployed for SGX and TOSTNET.

* Enhanced and Maintained APEX server (position server). The server consisted of a Sybase Open Server application and mulitple forwarders . Due to high volumes, the forwarder used to get disconnected from the server. Thus the forwarder was made mutli- threaded ie seperated the producer and cosumer of the data into 2 threads, thereby removing the disconnection issue. The forwarder was redesigned using C++/STL library. Provided insights to improving the APEX Server Performance. Also, fixed various issues associated with the Server.

* Designed and Developed a System used to report Suspense Accounts Trades as well as KLPSE trades to SGX. The system consisted of file generation system, ftping system, mailing system, error retrieval, processing and mailing systems. The complete system was designed using Perl and Shell Scripts.

* Designed and Developed various components using VC++ for a system called Oxegen. Components included FTP module, Outlook Plugin and Mailer. Mailer was designed using MAPI (Messaging Application Programming Interface) .

* Wrote some applications in VC++ regarding reporting short sale breaches. Oracle India Pvt Ltd, Bangalore Dec 2003 - April 2004 Techspan India Ltd, Bangalore June 2003 – Dec 2003 Yahoo Web Services India Pvt Ltd, Bangalore Dec 2000 –June 2003 Juno Online Services Development Pvt. Ltd., Hyderabad Jan 2000- Nov 2000

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