About

Nakul Durve is a highly skilled Vice President at Goldman Sachs with over 16 years of relevant experience in the financial services industry. He is currently serving as the Global head of Prime Services Risk Analytics Technology, where he is responsible for building systems that calculate, aggregate, and summarize margin data to enhance risk management efficiency. Nakul has contributed significantly to the development of the Intraday Risk system, which enables risk managers to monitor intraday trading activity in real-time. He designed and engineered the architecture of the system, introducing new technologies to tackle scalability and performance concerns. Additionally, he has led the development of an interactive margin system that allows hedge fund clients to perform what-if analysis on portfolios by altering positions and observing the risk and margin impact of their actions. This project was highly rated in The Banker's "Innovation in Custody & Securities Services" award category for 2011. Nakul has also worked on the client reporting system, where he architected a high-performance and scalable solution to process margin risk calculation results and generate reports for clients daily with tight SLAs. He has collaborated with risk managers to create a new risk calculation methodology from scratch, monitoring the cost of funding client assets based on the liquidity profile of their portfolio and developing an appropriate charge model based on this. Prior to his current role, Nakul served as a work placement and summer intern at Goldman Sachs, gaining valuable experience in Global Securities Services Risk Technology and Market Risk Technology. He holds a Master of Engineering (M.Eng.) degree in Software Engineering from Imperial College London and is a Chartered Financial Analyst. Nakul is a Senior Software Engineer with a deep understanding of the financial industry and a proven track record of delivering innovative solutions to complex problems. He is a valuable asset to any organization looking to enhance their risk management capabilities and optimize their balance sheet across multiple prime brokers.