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Anurag Mohan

Anurag Mohan

Liquidity Risk Lead

CLS

Technologies

My Portfolio Highlights

My New Track

Python Fundamentals

My New Course

Introduction to Python

My New Track

Python Fundamentals

Analytical innovator, pushing the boundaries of what data can reveal.

My Work

Take a look at my latest work.

DataLab

Risk and Returns: The Sharpe Ratio

course

Introduction to Python

DataLab

Investigating Netflix Movies and Guest Stars in The Office

DataLab

Risk and Returns: The Sharpe Ratio

My Certifications

These are the industry credentials that I’ve earned.

Other Certificates

Fitch Certificate in Quantitative Finance

DataCamp Course Completion

Take a look at all the courses I’ve completed on DataCamp.

Courses

Introduction to Python
Intermediate Python
Data Manipulation with pandas
Joining Data with pandas

My Work Experience

Where I've interned and worked during my career.

CLS Group | Jul 2022 - Present

Liquidity Risk Lead

N/A

CLS Group | May 2017 - Jul 2022

Liquidity and Market Risk Manager

N/A

Tata Consultancy Services | Mar 2015 - Apr 2017

Analyst and Lead - Collateral Optimization - Citigroup

• Worked as a consultant in Citi Capital Markets and Banking • Citigroup is seeking to optimize the usage of Collateral across the firm. • Created a centralized assets hub that will satisfy the collateral needs across – OTC Derivatives, Repos (Triparty and bilateral) and Securities Lending. • Ranking of the securities – based on Liquidity (Volatility), Momentum (Time Series), Market cap and Back Testing. Most Liquid – maximum weight • Calculation of Haircut, Initial Margin, Variation Margin, Concentration Limit, Minimum Amount and Rounding – as constraints • Linear Programming Optimization Model using CPLEX
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Tata Consultancy Services | Jan 2010 - Feb 2015

Tech Lead – Prime Brokerage and Finance, Clearance & Settlements - Citigroup

N/A

Tata Consultancy Services | Jan 2004 - Dec 2009

Tech Lead/Senior Developer/Developer – Citi Cards

N/A

My Education

Take a look at my formal education

MBA in FinanceCornell Johnson Graduate School of Management | 2016
MS in Computer ScienceKurukshetra University | 2003

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