Professional Summary
I am Founder and Principal Researcher at Capital Markets AI, building agentic AI platforms and publishing original research at the intersection of institutional risk and frontier AI. My career spans 20+ years in capital markets — Global Head of Technology Presales at Calypso Technologies ($50M ARR, 10 Solutions Architects across NA/EMEA/APAC), Director, Product Engineering at EZOPS (cloud-native AI reconciliation, 25-member engineering team, ISO-27001 attained in 3 months), and a recently completed Principal Software Consultant engagement at Fidelity Investments. Two SSRN working papers, an open Treasury PoC pairing Mandelbrot's MMAR with LLM-emitted regime signals, and three open-source projects on the Anthropic Claude API. I hold certificates in Quantitative Finance (Paul Wilmott) and Risk Management (Nassim Taleb) and am pursuing the Claude Certified Architect credential.
My core interest is the intersection where institutional capital markets domain depth meets frontier AI capability. I believe fractal risk intelligence — combining Mandelbrot's MMAR with LLM orchestration via Model Context Protocol — represents the most rigorous and verifiable reasoning domain available for training frontier AI models. I am building the case for this through open-source platforms, two SSRN working papers, and direct engagement with AI labs and institutional risk teams who are asking the same questions from opposite sides.
Key Achievements
Revenue Growth
Achieved $50M ARR in 3 years at Calypso Technologies through enterprise pre-sales leadership across NA, EMEA, and APAC.
Process Improvement
Led projects reducing deployment time by 25% and data reconciliation time by 20% on 10M+ row datasets at EZOPS.
Team Building
Built 25-member engineering team in Chennai; 10-member product team for EZOPS Data Modeler. ISO-27001 certified in 3 months.
Publications
Two SSRN working papers on fractal risk intelligence combining Mandelbrot's MMAR with LLM agentic architecture — SSRN 6584378 & 6615841.
Skills & Technologies
AI / ML & Architecture
Cloud & DevSecOps
Programming
Publications
Risk Intelligence: A New Era for Capital Markets
- 27-page original framework combining Mandelbrot's fractal mathematics (MMAR, α-stable distributions) with LLM agentic intelligence for market risk, counterparty credit risk (XVA, PFE, wrong-way risk), and liquidity risk.
- Original contributions: LLM + MMAR integrated system architecture, Hurst-based barbell sizing rules, fractal PFE for XVA repricing, Clayton copula wrong-way risk detection, three-tier platform design.
- Proposes AI firm partnership thesis: fractal risk as verifiable training signal for LLM mathematical reasoning, agentic tool orchestration, and calibrated uncertainty.
Risk Intelligence: A New Era for Institutional Finance
- 36-page institutional companion framework targeting CCPs, custodians, SIFIs, pension funds, and regulators — fractal precision for capital adequacy, sovereign architecture, and LLM-generated ICAAP/ILAAP supervisory narratives.
- Original contributions: fractal SIMM add-on factors by asset class, BCBS 248 intraday liquidity clustering model, joint CCR + liquidity tail modeling via Clayton copula.
- Includes Fractal Circuit Breaker regulatory proposal submitted to FSB, ESRB, FSOC, and BCBS — H-drift signals appeared 9–14 days before March 2020 dash-for-cash.
Open Source Projects
Treasury PoC V1.5 — Forward Feasibility Test
Project Page · capmarkets-ai.com/treasury-poc
- End-to-end forward feasibility test on a $30M synthetic UST book (2Y/5Y/10Y, 10-trading-day window) pairing Mandelbrot's MMAR with an LLM-emitted six-dimension structured regime signal flowing through a deterministic, hand-recomputable mapping into Hurst (ΔH), volatility, and tail multipliers.
- Decomposed +38.5% E1→E3 lift in 10-day VaR_99 ($434K Gaussian → $602K Nexus-adjusted MMAR) into auditable channels: +19.8% pure MMAR self-similarity (text-blind, from t^H scaling) and +15.7% text-aware regime channel; designed Bar 2 forward discipline (single LLM, single pass, frozen corpus, score locked pre-window) to isolate calibration from comprehension.
- Full project documentation, executive summary, detailed findings, and methodological appendix with reproducibility from FRED-equivalent yields and four Python scripts; May 11, 2026 forward backtest publishes realized P&L against six pre-locked thresholds.
Capital Markets Reconciliation Platform
Open Source · github.com/ananthaP6167/CapitalMarkets-Recon-Platform
- Production-grade enterprise reconciliation platform (434 tests, 193 files) with Claude agentic AI — 7 agents for break investigation, broker onboarding, pattern analysis, config review, signoff briefings, natural language queries, and ML bootstrap training.
- Parallelized pipeline processing 100K+ records in under 300 seconds. Scored AWS Well-Architected 5/5, 12-Factor 12/12, Capital Markets Ops 10/10.
- Multi-cloud K8s deployment (AWS/GCP/Azure), REST API (20 endpoints), maker/checker signoff, DR (RPO 15min/RTO 30min), data residency enforcement (GDPR/MAS/SEC), SOC 2 Type II control mapping.
CM·RAG — Capital Markets Knowledge Assistant
Open Source · github.com/ananthaP6167/cm-rag
- Fully browser-based RAG application for capital markets professionals using the Anthropic API — single HTML file, no server, no install.
- 25-document knowledge base spanning Basel III/IV, XVA, SIMM, FRTB, SA-CCR, EMIR, ISDA netting, and trade reconciliation.
- Voice input (Web Speech API), retrieval trace panel, configurable project settings; showcased on LinkedIn in English, Chinese, and Hindi.
CUSIP Transform Toolkit
Open Source · github.com/ananthaP6167/Anantha-Claude-Repository
- End-to-end Excel automation toolkit using Claude AI — from concept, coding, testing to GitHub deployment.
- Reusable Python macro (openpyxl) and Excel VBA alternative for CUSIP LEFT(3) transformations with live formulas and scalable batch pipeline.
Professional Experience
Founder & Principal Researcher
2026 – Present
Capital Markets AI · East Windsor, NJ
- Building agentic AI platforms and publishing original research bridging institutional capital markets risk and frontier AI.
- Two SSRN working papers (50 pages combined) on fractal risk intelligence — "A New Era for Capital Markets" (Abstract 6584378, 27 pp.) for trading and risk practitioners, and "A New Era for Institutional Finance" (Abstract 6615841, 23 pp.) for CCPs, custodians, SIFIs, and regulators.
- Active Treasury PoC V1.5 pairing Mandelbrot's MMAR with LLM-emitted six-dimension regime signals on a $30M synthetic UST book — decomposed +38.5% lift in 10-day VaR_99 ($434K Gaussian → $602K Nexus-adjusted MMAR) into auditable channels under Bar 2 forward discipline; May 11, 2026 forward backtest publishes realized P&L against six pre-locked thresholds.
- Three open-source projects on the Anthropic Claude API: a multi-agent Capital Markets Reconciliation Platform (434 tests, 193 files, 7 agents), CM·RAG (browser-based RAG over 25 capital markets regulatory documents), and CUSIP Transform Toolkit. Cross-model adversarial review across Anthropic, Google DeepMind, and xAI for all published research.
Principal Software Consultant
2024 – 2025
Fidelity Investments · Jersey City, USA
- Increased operational efficiency by 20% on Calypso implementation for collateral management, repo, and securities lending.
- Assisted Fidelity's onboarding team across product rollout, report generation, and clearing validation.
- Led Calypso implementation for collateral management, repo/lending, and interest/inflation swaps.
Director — Product Engineering, Client Services & Sales
2017 – 2023
EZOPS Inc · New Brunswick, USA
- Led full sales cycle from POC scoping through contract close with tier-one capital markets institutions, increasing ARR by $15M for AI-powered compliance and reconciliation platforms.
- Architected Java microservices, HTML5 interfaces, and TensorFlow-based ML algorithms, reducing data reconciliation time by 20% on 10M+ row datasets.
- Built and managed 25-member engineering team in Chennai, attaining ISO-27001 certification in three months.
Global Head of Technology Presales — Enterprise Risk Solutions
2004 – 2017
Calypso Technologies Inc · New York, USA
- Owned full sales cycle from prospecting through close, selling $50M ARR in enterprise risk solutions to CME, HKMA, SGX, BOVESPA, Citigroup, HSBC, and other major institutions.
- Built and managed a global team of 10 Solutions Architects across North America, EMEA, and APAC.
- Architected enterprise risk products for market, credit, XVA (CVA, DVA, FVA), and liquidity risk with Basel III compliance.
Early Experience (Pre-2004)
Pre-2004
Pinnacle Systems Inc · IBM Global Services · New Jersey, USA
- Manager/Architect, Global Delivery at Pinnacle Systems Inc.
- Manager/Architect, Global Delivery at IBM Global Services.
Education & Credentials
Certificate in Quantitative Finance
Paul Wilmott Institute · New York
Certificate in Risk Management
Nassim Nicholas Taleb · New York
CCA — Claude Certified Architect
Anthropic · 2026 (in progress)
B.Sc. Applied Sciences
Mathematics & Physics · Madurai Kamaraj University, India
Anantha Padmanabhan