Mẫu
Mẫu
Work Experience
BNP Paribas, New York
Summer Associate, US Rates Options Trading Jun 2014 - Aug 2014
Built a dynamic tool to analyze conditional curve trades which
o Calculates metrics like costless strike, carry, pick up, frequency of +ve & -ve payoff and Z score
o Test the performance of the trade by creating scenarios form the time-series of interest rates
o Recommends daily trade ideas based on the cheapness/richness of points in Vol surface
Built a tool to analyze options across different markets - CME, CBOT, Swaptions, Midcurves and CMS Spread options
Built a daily batch to calculate and publish the historical correlation and volatility for CMS spreads and Midcurves
Developed understanding of the kind of products offered to our clients and it’s pricing methodology
Received a Full Time Job Offer at the end of internship
Goldman Sachs, India
Senior Analyst, Market Risk Management & Analysis Nov 2012 - Jul 2013
Acquired a sound understanding of derivatives pricing, risk sensitivities (Greeks) and Value at Risk (VAR) measures for
firmwide positions and validated risk measures in-accordance with the FED New York mandated stress tests (CCAR)
Build scripts which reduced the effort time to validate commodities’ CCAR stress results by 20%
Presented CCAR stress results to the Chief Market Risk Officer, senior risk managers and desk specialists
Analyst, Compliance Jun 2010 - Oct 2012
Successfully build the new Media Screening system to filter clients, which reduced firm’s vendor service cost by 25%
Analyzed the risk profile of 50,000 clients and improved the client risk calculation model by adding additional risk factors
Summer Analyst, Compliance May 2010 - Jul 2010
Replaced the existing technology with a more efficient technology in Referential Screening search functionality
Received a Full Time Job Offer at the end of internship
Extra-curricular Activities
Member of Athletics, Soccer and Choreography team (2007-2010) of RK Hall of Residence, IIT Kharagpur
Volunteer in the Blood donation Camp (2010-212) organized by the Lions Club (Bangalore), India
Successfully completed the 63 mile National Himalayan Trekking Expedition during December 2008 organized by Youth
Hostel Association of India (YHAI)