Name: Saur Vaishwanar

Address: 6902 Ridge Blvd, Brooklyn, NY 11209

e-mail: svb9ec2e@westpost.net
Cell: +1-917-373-4250
EDUCATION
* MS FINANCIAL ENGINEERING, New York University - Polytechnic Institute, May 201
0. (Scholarship from NYU) [GRE 1440/1600]
* Bachelor of Engineering - COMPUTER SCIENCE, Mumbai University, June 2008. (Fir
st Class)
SELECT GRADUATE COURSES
1) FINANCE: Equity Valuation; Hedge Fund Trading Strategies; Behavioral Finance;
Forwards, Futures & Options; Financial Economics; Corporate Finance; Financial
Accounting.
2) MATH: Risk Management & Black-Swans; Dynamic Asset & Option Pricing; Numerica
l & Simulation Techniques; Fixed Income/IR Derivatives; Stochastic Calculus & Fi
nancial Modeling; Econometrics.
COMPUTER SKILLS
* Programming: MATLAB, VBA, Excel, C++, SQL, R, E-Views, VBScript, Quantrix, som
e VB.NET.
* Software Tools: Bloomberg, Dimensional Returns, Crystal Reports, Morningstar,
Portfolio Center.
RELEVANT EXPERIENCE
1> FX Summer Analyst, Merk Investments LLC, San Francisco, CA (06/2010 - 09/2010
)
* Designed adaptive systematic trading rules from scratch without hindsight bias
for several strategies. (Carry-trade, Valuation, Resources, Risk-Overlay etc.)
Switched from monthly to daily trading. [MATLAB/VBA/Excel]
* Worked with a former Fed Governor to track macro variables and geopolitical ev
ents for $500 million discretionary funds. Coverage list mainly comprised G-10 (
FX), China, Greece & Hungary. Summarized analyses for key sectors.
* Automated daily PnL, transaction reconciliation, performance reports and datab
ase updates. Created real-time platforms to track entire FX competitor space via
Bloomberg API.
2> Research Analyst - Intern, Gerstein Fisher, New York, NY (06/2009 - 05/2010)
* Formerly part of seven member investment team that manages $1.2 billion.
* Helped launch a momentum mutual fund by implementing fundamental and quantitat
ive screens for equities. Back-tested various strategies using Bloomberg and CRS
P database.
* Performed Macro/Fundamental/Behavioral research for equities, commodities, FX
and fixed-income. Stress-tested portfolios after developing proprietary Monte Ca
rlo Simulation engines.
* Devised and implemented a Black-Swan hedging strategy to limit a drop in quart
erly revenue.
* Prepared material for clients, press releases, opinion-editorials and talking
points for interviews. (Media outlets include WSJ, Forbes, AP, Fortune, Daily Te
legraph, CNBC and Bloomberg.)
3> Jr. Programmer/Analyst-Intern, Taloja Iron & Steel, Mumbai, India (09/2006 -
04/2008)
* Assisted in programming statistical-arbitrage models in C++, SQL in a team of
five that achieved 71% and 77% successive, superior than market annualized retur
ns for equities and commodities.
GRADUATE RESEARCH PROJECTS
* Awarded 2nd Prize by the Department of Finance & Risk Engineering for the rese
arch paper -"The Financial Meltdown of 2008: Causes & Symptoms". http://ssrn.com
/abstract=1335552
* Built an Option-Pricing tool for European, American and Exotics (including Bar
rier and Asian). (C++)
* Performed Macro & R/S Analysis on FX pairs and global indices to generate Exce
ss Demand Functions using a Fractal Model. (MATLAB, Excel)
* Conducted Econometric Analysis of high frequency tick data for US equities and
indices. (E-Views)
LANGUAGES
* English, Hindi; beginner German, Spanish and Turkish.