RAJAT AGARWAL RAJAT_IITKGP@YAHOO.

COM
+91 - 9999144467
Educational Qualifications

Financial Risk Manager ( FRM ) 2008 Passed GARP

Chartered Financial Analyst ( CFA Level II ) Candidate CFA Institute (USA)
Dual Degree ( M.Technology + B.Technology ) 2005 8.83/10 (Department Rank 2) IIT Kharagpur

Professional Experience

• Evalueserve Pvt Ltd Senior Research Associate Apr 08 - till date

Client: Bulge Bracket European Investment Bank

Project Name: Market Risk Model (using VaR) to find the optimal Hedge Ratio for a Long Only Equity Portfolio
Scope of Project: To quantify the market risk of a portfolio, framing a risk management strategy to reduce the portfolio risk and then
calculating the optimal hedge ratio for the portfolio
Project Name: Trading Strategy using the concept of Short Squeeze
Scope of Project: To build a portfolio with reconstruction every month based on the short interest ratio of the individual securities.
The performance of the portfolio is measured against the appropriate benchmark
Project Name: Analyze the relation between VIX (Volatility Index) and Market Movements
Scope of Project: To forecast VIX using ARIMA Model and devise a Long-Short intraday trading strategy using VIX futures
Project Name: Analysis of Portfolio Excess Performance using Jensen’s Alpha and Brinson Model
Scope of Project: To break down the excess performance of the portfolio into Asset Allocation and Stock Selection
Project Name: Dividend Index Model for UK markets
Scope of Project: The model aims at building an index out of stocks which have maximum dividend yield with reconstitution every
month. Performance of the index is compared against the appropriate benchmark for outperformance
Project Name: Portfolio Tracker for UK markets
Scope of Project: The tracker aims at analyzing the performance of an equity portfolio vis-à-vis UK markets and appropriate sectors
and gives an overview of the UK markets including commodities, fixed income instruments etc.
Project Name: Analysis of Analyst Recommendations and Company Profiling
Scope of Project: The project aims at analyzing Analyst recommendations on global securities and provides a macro view on
different regions, sectors and stocks

• Headstrong India Pvt. Ltd. Senior Associate Aug 05 – Apr 08

Project Name: Portfolio Management System
Scope of Project: PMS is a complete portfolio management tool where one could buy/sell securities, measure risk of his portfolio,
monitor one’s portfolio performance and generate reports for the past transactions
Project Name: Wealth Information Management System
Scope of Project: WIMS is a strategic end-to-end tool for relationship managers right from Client Pre-Acquisition to Reporting to
CRM
Project Name: Mortgage Backed Securities Price Yield Prototype
Scope of Project: The Prototype is developed in MS Excel to generate the cash flows based on different Prepayment methods,
Interest Rate and other parameters
Project Name: Open Audit Tracking System
Scope of Project: OATS is an application used for auditing the action Items and tracking them. It provides an interface to allocate
issues to analysts for them to act upon it and generate reports

Scholastic Achievements

• Awarded a fellowship by JNCASR, Bangalore India for which only 50 students were selected from Engineering Colleges across
India
• Stood First in the Code-craft 2004, an international level online programming contest organized by IIIT, Hyderabad India
• Ranked amongst the Top 50 out of more than 3000 teams in the Bitwise 2k4 Programming Contest, an online Algorithm
based international programming contest
• Won the Mathematics Olympiad organized by Lakhotia Computer Centre (LCC) India
• Awarded Master Thomas by the school for the all round performance during the School
Positions of Responsibility

• Steering Committee Member of ChemInsight 2k5, an All India Level Conference held at IIT Kharagpur.
• Quiz Master of Quizzical at ChemInsight 2k4, IIT Kharagpur.
• Member of the organizing team of Spring Fest 2001, the annual cultural fest held at IIT Kharagpur.

Skills
• Proficient in Advanced MS-Excel and VBA Excel Programming
• Databases like Bloomberg and Reuters