Devanshu Kamalia Email & Phone Number

India

New York

1) Construction, maintenance and re balancing of Risk factor based Indices for firm’s Smart Beta Index provider business.2) Optimize portfolio weights using dynamic optimization aiming to achieve superior out of sample performance.3) Develop and test new investment strategies based on various smart beta factors and other quantitative signals across multiple geographies.4) Analysis and attribution of Indices performance and estimation of tracking error.

Sunnyvale California

a) Financial Analysis : Defining new sophisticated models related to liquidity and adding scenario analysis to test the models and quantify impactb) Process Re-engineering: Redesign the global cash flow process and optimize the operational processes using text mining to streamline data to create an in house bank.c) Solutions Structuring : Optimize processes relating to forecasting cash flows using predictive modelling and cluster analysis to ensure optimal return.d) Developed auto regressive Logit model to predict weeks having expenditure greater than average.e) Modified FX model to predict short term exchange rate movements improving accuracy by 15% enabling more effective hedging strategies.

Mumbai Area, India

I was responsible for managing portfolios for a small niche set of clients with higher risk tolerance. This included a) Managed entire portfolio covering multiple investment classes ranging from alternate investments, vanilla equity and bonds, derivative trading, and venture capital investmentsb) Manage Derivative Trade book: Developed trading algorithm, based on volatility by simulating various payoffs for derivatives, specifically options,c) Modified Black Scholes option pricing model to fit the nuances of the Indian levered market, improving the accuracy of the simulated option prices and improved trade performanced) Managed cash and margin positions in multiple broker accounts by incorporating dynamics of risk management and optimized positions minimizing opportunity cost while successfully maintaining all trading positionse) Analyzed and verified XIRR calculations for alternate investment schemes ranging from solar plant, venture capital funds and structured products through a detailed verification of process and calculation involved to take more rational investment decision from clients perspective

Mumbai Area, India

a) Managed projects involving tax optimization, transfer price calculations and currency hedging strategiesb) Automated the preparation of business and financial performance reports highlighting the most relevant data for analysisc) Initiated customer based profitability reports to provide an accurate measure of working capital enabling team to strategize increased profitabilityd) Calculated the financial viability of new capital expenditures and project proposals ensuring accuracy and implementatione) Analyze budget for companies largest international subsidiary-Brazil.

Vapi

I was responsible for process intensification and optimization.

Master'S Degree, Financial Mathematics, 3.8

• Skills: Panel Regressions, Portfolio Sorts, Statistical Arbitrage, Cross Sectional, and Time Series analysis • Applied Finance Project.

Bachelor Of Chemical Engg, Chemical Engineering, First Class

Distinction