CEO of Infiniti Derivatives Services was responsible for all implementations of exotic derivatives models at Up Front, Japan for eight years. He designed models for exotic structured derivatives for Up Front Inc.’s Japanese clients. He covered all asset classes with most emphasis on Fixed Income and Hybrid Structured Derivatives. His work at Up Front Included simple models for PRDCs to most sophisticated models for PRDCs. Later he worked on most advanced models that included stochastic volatility dynamics for LMM in both currencies and spot FX is modelled as stochastic volatility + jump diffusions. He also did a lot of work with stochastic volatility LMM/BGM model for exotic structured products and calculated various greeks in these models. He was the sole author for C++ computational engines used by some of the largest Japanese financial software vendors. Later he worked on Stochastic volatility LMM models with stochastic basis that deal with increasing basis levels after the financial crisis and also seen in the European debt crisis. Some of his research was an invited publication in a Risk Book. Later he left Upfront to move away from everyday coding in order to freely pursue his passion for research in Mathematical Finance and quantitative trading and founded Infiniti Derivatives Technologies in 2012.