Rajavardhan Reddy Gunna

• Managed T+ settlement workflows, ensuring accurate matching and timely resolution of settlement discrepancies before daily cutoffs across multiple clearing brokers and custodians. • Matched cleared trades between clearing broker statements and internal settlement systems, ensuring positions and cash aligned prior to settlement deadlines for high-volume derivatives and futures portfolios. • Investigated cash and position breaks by reconciling clearing house reports, broker statements, and internal settlement records, reducing aging items and repeat exceptions. • Coordinated with clearing brokers, custodians, and internal settlement teams to resolve delivery-versus-payment (DVP) mismatches and prevent fails on time-sensitive settlements. • Investigated settlement fails caused by allocation errors, funding gaps, or late trade corrections and drove resolution within regulatory timelines, minimizing exposure and funding risk. • Reviewed clearing house and broker reports to confirm final settlement status and closed open items prior to end-of-day processing across daily settlement cycles. • Supported margin and funding exception reviews by validating settlement-related cash movements and escalating discrepancies to risk and finance teams on same-day basis. • Communicated directly with counterparties to confirm corrections and settlement instructions when trades required manual intervention to meet cutoff timelines. • Maintained settlement control logs and aging reports to track unresolved items and reduce repeat fail patterns across settlement workflows. • Ensured trades impacted by lifecycle events, corrections were fully settled and reflected accurately in post-settlement positions,cash. • Supported audit and regulatory reviews by providing reconciliation evidence and control documentation for internal and external examinations. • Assisted in improving settlement workflows by tightening control checks and reducing manual interventions, improving processing stability.

Business Analytics with R ,R Studio Analytical Practicum

• Supported full Futures & Options trade lifecycle from execution through clearing and settlement readiness, validating trade capture, allocations, and booking accuracy prior to exchange cutoffs across 50,000+ trades on a daily basis and 100,000+ trades during quarterly roll and expiry periods. • Executed Daily Control Reports and SER (Exchange Regulation) checks to ensure client statements stayed aligned before market cutoffs • Reconciled executed trades between exchange feeds and clearing platforms to ensure all fills were correctly matched and accepted by clearing houses before cutoff across CME, CBOT, NYMEX, COMEX, ICE US, and MGE. • Investigated rejected trades and clearing exceptions, correcting booking attributes and resubmitting trades to meet exchange and clearing within same-day regulatory timelines, including peak-volume roll sessions. •Mitigated risk exposure from misallocations and prevented increased margin requirements by validating booking attributes, contract specs, and account mappings for futures deliveries and options expiries prior to EOD settlement cycles. • Partnered with technology and operations to reduce repeat manual interventions by improving exception flagging and reconciliation visibility, lowering recurring break volumes over time. • Ensured all executed trades were fully matched between exchange, internal systems, and clearing platforms, maintaining clean books at EOD with near-zero open breaks carried overnight, including during roll periods. • Contributed to management reporting on clearing status, STP exceptions, and aging breaks, escalating time-sensitive issues with clear commentary during quarterly rollovers and market volatility events. • Provided follow-the-sun support by completing APAC SOD clearing tasks and handing off clean positions to EMEA and U.S. trading sessions, supporting global rollover and expiry coverage.

Course Work : Database Foundations, BA with R, Advanced Stats for Data science, Organizing for Business Analytics Platform.