Shash Upadhyay – Senior Managing Director
Shash Upadhyay is the Founder and CEO of SEQ Technology, a premier technology consulting services company specializing in Capital Markets. In 2015, Shash joined Focus Capital Markets as Senior Managing Director and folded SEQ Technology into the Focus Capital Markets family.
Prior to founding SEQ Technology in 2014, Shash was a Managing Director in Barclays as Global Head of Securitized Products Technology.
Prior to Barclays, Shash was responsible for Securitized Products Analytics at Lehman Brothers and ran the Interest Rate Derivatives platform at Bloomberg.
Shash Upadhyay has a Ph.D. in Mathematics from SUNY Binghamton and has published papers in several peer reviewed journals.
Our list of client projects include:
- European ABS Analytics Platform: From May 2015 to March 2016, we were engaged to build a European ABS Analytics platform for BRAIS (Barclays Risk Analytics and Index Solutions) from the ground up. As part of this projects, we built a cash flow engine using Intex libraries. Intex is an analytics engine which is agnostic to asset class and a highly performant distribution engine which orchestrate portfolio level analytics workflows. In addition, several processes were setup to manage Intex deal data, IDC pricing and Thomson Reuter’s indicative data. This project was completed with complete functionality and on time.
- Securitized Products Analytics Calculator: Our consultants are engaged with large US Investment Bank’s Securitized Products Technology team to build the next generation of analytics engine for Securitized Products.
- Loan Level Data Management: Our consultants are engaged with one of the largest Mortgage REIT firm to manage loan level data and loss scenarios for Non-Agency deals.
- Emerging Market Risk Modernization: Our consultants are engaged with a large global bank to modernize their Emerging Market risk calculation and viewer. As part of this project we are decommissioning models and calculations from legacy spreadsheets to an in-house developed strategic valuation service (C++) and risk viewer(C#/.Net).
- Bond Risk and IRC Calculations: Our consultants are engaged with a large global bank to to calculate IRC (incremental risk charge) for US Flow Desks.
- Agency Pool and Loan Level Data: Our offshore team in Hyderabad has developed and maintains a cloud based agency pool and agency loan data base including a web-based viewer developed using Angular JS/Python/MySQL.