• Developed a VBA-based time series analysis to assess the P&L impact of FX warrant trades; • Enhanced an existing Python program to compare swaption trade portfolios; • Created Python tools to evaluate calibration quality and runtime of interest rate models; • Built a Python program using the existing Python library to compare the calibration quality of various globally calibrating interest rate structure models to the Swaption Smile; • Developed a Python program to recognize the essential properties of interest products and summarize them in short descriptive text.

• Supported model validations by evaluating inputs, outputs and implementation using Python and VBA; • Assisted in the preparation and maintenance of regular coordination between the model validation team and the model owners; • Supported in the execution of quarterly model risk appetite assessments and the further expansion of the level of automation of the process, reduced runtime by 20%; • Participated in conducting annual model risk assessments of credit risk models.