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Gauri Pillai
Capital Markets Valuation at Bank of America Merrill Lynch
About
Gauri Pillai is a Senior Engineer for the Global Markets division of Bank of America with almost a decade of relevant experience. Her current role as an Independent Price Valuation Developer (Derivatives Market) involves developing pricing and valuation models for Rates and Commodities Asset classes within the Derivatives market. She has also played a key role in developing an in-house platform for Portfolio reconciliation called QzRex, which is similar to triResolve and ensures that OTC derivatives portfolios are synchronized between counterparties. As part of the Middle Office in Global Markets Technology, Gauri has worked on the Consolidated PnL Risk and Trade project, where she enhances and reconciles the day-to-day trades received from the firmwide risk repository and feeds it to the downstream Subledger system. She has also worked on the Independent Price Verification (IPV) project. Gauri's past experience includes being a part of the organizing committee of PyCon India 2018 in Hyderabad and completing a 15-week immersive educational program in Public Policy and Governance called the Public Policy Program for Executives with Vision India Foundation. Gauri holds a Bachelor of Technology degree in Biotechnology Engineering from the National Institute of Technology Warangal, which she completed in 2016. With her extensive experience in the financial industry and her passion for public policy and governance, Gauri is a well-rounded professional who is always looking for new and innovative ways to make a positive impact in her work and the world around her.
Education Overview
• nit warangal national institute of technology warangal
Companies Overview
• bank of america
• young leaders for active citizenship
• indian institute of science
Experience Overview
8.6 Years
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