Treasury · ALM · AI Finance Automation

Thirty years
of institutional depth.
Now turbocharged with AI.

30 years. Eight institutions. Two advisory practices.
Senior Treasury & ALM advisory that has been inside the room during crises — paired with LLM-powered automation tools, algorithmic trading systems, and AI-driven finance workflows that actually get deployed.

30+
Years in Treasury & ALM
8
Top-Tier Institutions
2
Advisory Practices
GLG
Council · Liquidity Risk
About

Not consulting
from the outside.
Building from inside.

Vinit Kumar has spent three decades at the senior-most levels of Treasury and Balance Sheet Management — at institutions that define India's financial landscape. Not as an observer. As the person responsible for liquidity during the 2008 global crisis. As the originator of instruments introduced for the first time in their institutions.

Today he runs two parallel advisory practices that no other single practitioner in India currently combines: deep institutional Treasury & ALM expertise, and a hands-on AI & Finance Automation capability — directing the design of tools that are built, deployed, and used.

He is also a GLG Council Member for Liquidity Risk Management, by invitation — a recognition of standing among the most cited practitioners globally.

Connect on LinkedIn →
🏛️
Treasury & ALM Advisory

External ALCO Advisor and ALM Consultant to banks, NBFCs, and co-operative institutions. ALCO governance structures, stress liquidity frameworks, FTP systems, and RBI-compliant balance sheet frameworks — built for the boardroom.

ALCO Governance Liquidity Stress FTP RBI Compliance
🤖
AI & Finance Automation

Director-level design of LLM-powered financial tools, ERP automation workflows, algorithmic trading systems, and live market data pipelines — using Claude API, Python, and Advanced Excel. Built and deployed, not prototyped.

Claude API Python Algo Trading ERP Automation
Services

Two Practices.
One Uncommon Edge.

Senior advisory that bridges deep institutional Treasury knowledge with cutting-edge AI and automation capability.

🏛️

Treasury & ALM Advisory

External ALCO Advisor and ALM Consultant — designing governance structures, liquidity stress frameworks, and RBI-compliant balance sheet frameworks that get used.

ALCOLiquidity RiskFTPRBI
🤖

AI & Finance Automation

LLM-powered financial tools, ERP automation workflows, and live market data pipelines — built with Claude API, Python, and Advanced Excel. Deployed, not filed away.

Claude APIPythonERPPipelines
🌱

Greenfield Treasury Setup

End-to-end design of Treasury functions for new or growing institutions — policy, people, processes, and technology from day one.

Policy DesignSystemsGovernance
🏢

Board & Independent Director

Available for Board and Independent Director mandates at financial institutions requiring deep Treasury, liquidity risk, and balance sheet expertise.

Risk CommitteesALCOAudit
🏘️

Co-operative Bank & NBFC

Specialised advisory for co-operative banks and NBFCs navigating RBI requirements, liquidity challenges, and balance sheet transformation.

Co-op BanksNBFCsRBI
🔄

Balance Sheet Transformation

Structural redesign of balance sheet composition, funding mix, and risk profile to meet strategic, regulatory, and market objectives.

ALM RestructuringFundingCapital
AI & Automation Tools

Finance Tools That
Actually Get Deployed.

Built using Claude API, Python, and Advanced Excel. These are production systems — not demos.

Live Data Quant Engine

📡 NSE Corporate Catalyst Engine (CCE)

Fully automated quantitative pipeline that processes every NSE Regulation 30 announcement daily — extracting catalysts, scoring them, and surfacing only the signals that move prices. 95% of filings are routine noise. CCE filters them out in seconds.

Exchange Scraping: Real-time JSON metadata across thousands of tickers simultaneously.
DS Score (Predictive Sentiment): Institutional-scale scoring — DS ≥ 7 = high-impact catalyst. Routine filings auto-suppressed.
Real-Time Delta: Price & volume captured at millisecond of disclosure, mapped against live feed for ongoing momentum tracking.
INR Normalisation: RegEx parser extracts financial values, filters calendar noise, normalises to Crores/Lakhs.
214
Strong Buy
298
Accumulate
3,594
Filtered out
5–15 min
Operational edge
"The edge is not having information others don't. It's processing all of it — every morning — before the crowd does."
NSE Reg 30 FeedPythonRegEx NLPLive Price APIVolume Analytics
Quantitative NSE / BSE

📐 Markov + Monte Carlo Algo — Indian Markets

Algorithmic trading system for NSE/BSE equities built on the mathematical framework that connects the Manhattan Project, Google's PageRank, and LLMs. Discretizes 60 days of price history into 10 Markov states, runs 10,000 Monte Carlo simulations, and trades only when the model's edge over market-implied probability exceeds 4%.

Transition Matrix: 60-day rolling window → 10 price states → stationary distribution via eigenvector decomposition.
Edge Signal: Model P(up) vs RSI-derived market-implied P. BUY when P > 58% and edge > 4%. Mean-reversion calibration at extremes.
Quarter-Kelly Sizing: Confidence-adjusted, capped at 10%/position, max 8 concurrent, 5% stop / 10% target.
Live Execution: Fully automated Zerodha Kite Connect — browser auth, token capture, limit order placement.
10,000
MC paths/symbol
10
Markov states
>4%
Min edge
5y
Backtest
PythonNumPyMarkov ChainMonte CarloKelly CriterionZerodha Kite
Quantitative US Markets · LRS

🌐 US Equities Algo — Markov + Monte Carlo + USD/INR Overlay

Same Markov + Monte Carlo engine as the Indian system — extended for Indian LRS investors. An Indian investor's actual return is RINR ≈ RUSD + RFX. Both legs are modelled separately and blended into a single INR-adjusted edge.

INR-Adjusted Edge
INR_edge = Equity_edge × 0.65 + FX_edge × 0.35
FX Regime: Independent Markov+MC on USDINR. TAILWIND → size ×1.20 · NEUTRAL → ×1.00 · HEADWIND → ×0.60 + higher edge required.
Headwind Suppression: Minimum edge raised to 4.5%. Weak BUY signals auto-downgraded to HOLD under FX headwind.
LRS Compliance: Hard USD 250K annual RBI ceiling. Portfolio denominated in INR. Execution via IndMoney.
Universe: AAPL, MSFT, GOOGL, AMZN, META, NVDA, TSLA + large-cap tech + SPY / QQQ / VTI. VIX for regime detection.
×1.20
FX Tailwind
×1.00
Neutral
×0.60
FX Headwind
$250K
LRS Ceiling
PythonMarkov + Monte CarloUSD/INR FX ModelKelly CriterionIndMoney / LRS
Automation AI-Directed

⚡ Complex Payroll Automation Engine

262 people. Permanent staff, 132 guest lecturers on individual terms, ad hoc payments, EPF calculated differently across categories, ESI applied selectively. A payroll that consumed six full days every month — automated to 12 minutes with 100% accuracy.

6 days
Before
12 min
After
262 employees · EPF/ESI complexity · 100% accurate
"You cannot build what you cannot describe precisely. That precision came from the domain. The AI handled the rest."
Claude CoworkPythonAdvanced ExcelEPF / ESI Logic
🔧

More Tools in Development

LLM-powered ALCO pack generators, RBI compliance assistants, FTP engines, and bespoke finance automation workflows. Built to your institution's exact requirements.

Discuss Your Use Case
Engagement Areas

How We Can
Work Together.

If your institution needs serious Treasury depth — or wants to understand what AI can actually do in a finance function — let's talk.

External ALCO Advisory
Board & Independent Director
Balance Sheet Transformation
Greenfield Treasury Setup
AI & Finance Automation Projects
Co-operative Bank Advisory
NBFC Advisory
Liquidity Risk Management
Contact

Let's Have a
Real Conversation.

If your institution needs serious Treasury depth — or wants to understand what AI can actually do in a finance function — reach out.

✉️
Principal
vinit@mkvconsultants.co
🔧
AI & Automation Enquiries
solutions@mkvconsultants.co
📬
General
info@mkvconsultants.co

Send a Message
Career

30 Years.
Eight Institutions.

Senior-most roles across India's most respected financial institutions — spanning private sector banks, global banks, financial services groups, and NBFCs. This is the foundation that makes the advisory credible.

ICICI Bank
Head — International Treasury & Liquidity Management
Navigated 2008 Crisis
HSBC India
Senior Treasury Management
Initiated FUNCO
American Express Bank
Treasury — Balance Sheet & Risk
Gold Award · Global CEO
Edelweiss Group
Group Balance Sheet & ALM
Group-wide Framework
Bajaj Finance
Treasury & ALM
First OIS Derivatives
MKV Consultants
Founder & Principal Advisor
Present