- Statistical Data Analysis (Parametric Estimation, Monte Carlo Simulation, Regression, ANOVA, Time Series Analysis(Autoregressive Process, Moving Average )
- Digital Signal Processing (Sampling Using Fourier and Z - Transforms)
- Numerical Analysis (Linear Systems, Numerical Methods for ODE’s, PDE’s, Finite Difference Method,lattice Method, Fourier transforms)
- Financial Risk ( VaR For Market Risk, Credit Risk, Fixed Interest Instruments and Portfolio Risk and Optimization, Scenario Analysis, Stress Testing)
- Operations Research (Probability, Statistics, Markov Process, Game Theory, Linear programming, Optimization),
- Software Engineering (UML, SDLC)
- Mathematical Finance (Option Pricing and Derivatives, Exotic Options,Fixed Income, Interest Rates Derivative Modelling,Stochastic Calculus, Brownian Motion, Probability)
- Self Motivated & Ability to work independently, Team Player, Strong communication and interpersonal skills
- Ability to communicate sophisticated technical ideas to a variety of audiences, Ability to perform multiple assignments under pressure
Microsoft Office: Excel, Access, Power Point, Word, and Pivot Tables
Programming: C++, MATLAB, VBA,R
Operating Systems: UNIX, WINDOWS, & LINUX
Confidential, JERSEY CITY, NJ
- Analyzed trading strategies, monitoring portfolios and enhancement of the risk management framework
- Worked with IT teams in implementing the enhancements for the risk frame work for existing trading systems
- Worked with different groups such as Operations, Quant teams and IT for gathering, analysing, documenting the requirements and For the enchancement of the existing Risk framework
- Involved with the application development, testing, Implementation and deployment by the Application Developers and testers.
- Performed other system critical responsibilities of Business Analysis for trading systems and implementation
- Provided support for mission Critical Equities, principally managing issues related to Trade Performance Enrichment and processing, trade netting and trade reconciliation with the street.
- Conducted Statistical Analysis of the trading system performance on the daily basis.
- Conducted Capacity and performance management, and monitored initiatives
- Identified problems, opportunities and deviations and conduct risk vs. return analysis
- Document analysis projects to present to senior management.
- Strategized on risk and improve overall strategy design of trading design
- Provided technical input into the areas of risk measurement, risk integration and risk/return analysis
- Offer risk management on business analysis and research into business expertise area
- Implemented the enhancement of financial models for risk modeling and analysis, including risk measurement, simulations and scenario analysis
Quantitative Research/Business Analyst
- Implemented VaR Models for credit Risk such as Integrating Market Risk and Credit Risk
- VaR models for financial products, conduct empirical studies and make recommendations on risk management system
- Analyzed and enhancements and spearhead the research and integration of new products into the existing risk management system.
- Applied Quantile Regression approach for Return Forecast and Optimal Portfolio Construction
- Created Models for Financial Forecasting using Time series analysis and multi regression in MATLAB
- Performed Portfolio Analysis, simulation and Optimization using Monte Carlo and Bootstrap methods in MATLAB
- Modelled Single Index Methodology for Portfolios
- Analyzed Attribution Performance, Return Decomposition of Financial Data
- Conducted Multi factor Analysis for Managerial Study
- Performed Risk and Return Analysis involving Hedge funds
- Critically analyze the results of financial and operational risk management programs and processes implemented to determine if risk profiles were achieved, including analysis of financial statement impacts and risk measures of actions taken
- Planed and implemented the data life cycle integrity, alerts and exception reports
- Answered the client support inquiries and address the emergency situations and performance concern and quality Trouble shooting
- Used Financial Ratio analysis to estimate the returns and values of Financial Instruments
Confidential, NEW BRUNSWICK, NJ
- Introduced Scientific Computing using MATLAB and C++ to undergraduates.
- Taught Numerical Methods such as solving ODEs and PDEs
- Taught Solving Systems of Linear equations using MATLAB and C++
- Taught Non Linear Equations, Numerical Integration, Differentiation
- Taught Engineering Applications of Fourier Transforms and Laplace transforms.
- Taught Statistical methods such as Curve fitting, Regression, Time series Analysis
Confidential, NEW BRUNSWICK, NJ
- Grown high quality epitaxial ZnO thin films on r-plane sapphire (r-Al2O3) by metal organic chemical vapor deposition (MOCVD) at low temperatures.
- Grown ZnO MSM UV photo detector, using epitaxial ZnO on r-Al2O3 using sputtering technique.
- Verified the high photo response (400A/W at 5V bias).
- Verified and compare the response speed (~1ms) with the published results (tens ms to hundreds of ms) due to the high material quality.
- Demonstrated the first ZnO Schottky diode, as well as the first ZnO Schottky photo detector which has a fast photo response component with rise and fall times of tens of nanoseconds, and a leakage current of ~1 nA at 5 V bias.
- Analyzed of use of modern control theory in Solid State Device Manufacturing.