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.