vic arulchandran

A charity who are focussed on offering support to adult survivors of childhood sexual abuse, particularly within the South-Asian community.

Responsible for credit methodology and analytics for micro/p2p/bank/institutional lending in India

South Asian Non-Profit aimed at encouraging the discussion of difficult professional subjects in a safe and nurturing environment, and fostering entrepreneurship and philanthropy in the South-Asian community

* SciTech: * ● Market research and strategic analysis of various areas within SciTech * ● Product assessment and reporting * ● Web mining and data analytics with python to gather data, assess technology, and provide insights for decision making * MedTech: * ● Market research and strategic analysis of the Life Sciences industry * ● Specifically focussing on Vitro Diagnostic Devices (IVDDs), and IVDDs involving neurological issues. * ● Data aggregation and analysis to provide current statistical information and predict trends in MedTech and IVDDs. * ● Conducted review of regulations both in the US and Europe, and a breakdown of the ongoing regulatory revisions in the EU, specifically around the classification and deployment of medical devices * Business Development * ● Involved in bringing through business from various sectors such as academia / R&D and SciTech * ● Support high-tech startups through their development, from concept through to funding and beyond

* Royal Bank of Scotland, BOE/PRA 2015 Stress Testing * ● Understand CET1 Capital Calculation inputs * ● Process maps from scenario parameterisations to stress projections * Interest Rate Derivatives Pricing Methodology Development * ● Design and development of pricing methodology for Interest Rate products using the HJM framework * ● Monte-Carlo Model prototyping performed in VBA and Matlab * Testing of CVA Methodology * ● Performed review and performance testing of CVA methodology * ● Included integration and testing of Monte Carlo path generation models from exiting libraries * VaR Methodology Audit Review * ● Quantitative support in BIPRU 7.10 audit - Use of a Value at Risk Model * ● Performed detailed review of historical simulation VaR models * ● Focus was on Partial and Full revaluation models for derivatives * Data Aggregation and Analysis * ● Designed and developed Python script for aggregation of deal data across multiple sources * ● Performed analytics to identify patterns across data for senior management decision making

● Modern Portfolio Theory ● FX, Equities, Rates and Credit Derivatives ● Pricing and Risk Management ● Pricing Exotics using Monte Carlo Modelling ● Timeseries Analysis for Risk Factor Modeling For projects: Used C++ to run Monte Carlo simulations and calculate implied survivial probabilities for CDS. Priced Interest Rate Derivatives (bonds, caps, floors, swaptions) using MC sim within the HJM framework using Matlab. Priced Hedged Exotic under Uncertain Volatility using FDM, used C++ called from VBA.

● Differential and Integral Equations ● Analytical Methods ● Finite Element Methods ● Statistical Analysis of Large Data Sets

The focus of my research was to use waves to find cracks in pipes carrying fluids, such as oil pipes (non-destructive evaluation methods) thereby circumventing the need for tedious inspection. I used principles from pure mathematics to carry out asymptotic analyses on complex higher order PDEs, and physical theories to make intuitive judgments about representation and solution of the asymptotic equations. Using these techniques I was able to discover a new type of wave which was not known before. I then proceeded to use numerical methods in Matlab to solve the complex PDEs through the construction of large eigenvalue problems involving many parameters. By examining and interpreting the data I produced numerical results to test the accuracy of the asymptotics. Activities and Societies: Representative for the Institute of Mathematics and its Applications, IMA, 2008-2012. Post-Graduate representative 2008-2009. Graduate Teaching Assistant (GTA).