I am a highly knowledgeable and educated engineer with strong academic background. I am currently seeking an entry level job in a professional business environment to relate my academic studies and previous internship experiences into practical work solutions.I have a solid education in the field of mathematical finance with strong problem-solving and analytical skills. I am highly proficient in MATLAB, R, SAS, VBA, MS Excel and C++. My internship experiences have provided me exposure to the global financial markets to a greater depth. During my internships, I learned a lot about the valuation processes of financial derivatives across several asset classes. In addition to this, I have used SAS and Matlab statistical analytics packages extensively to implement various option pricing models in my graduate level projects.An entrepreneurial work ethic, curiosity, an insatiable appetite for learning, a strong sense of personal responsibility, the courage to communicate openly and honestly, a passion for innovation, and the commitment to treating others with dignity and respect makes me an excellent team player.Selected Professional Knowledge:1. Fixed Income Instruments, Vanilla Options, Exotic Options, Futures, Interest Rate Derivatives, and Credit Derivatives2. Stochastic Calculus, Black-Scholes, and Black Formula3. Greeks, VaR, and CVA4. Basic Probability and Statistics5. Linear Models and Regression6. Portfolio OptimizationSpecialties: 1.Valuation of Financial Products Including Forward, Future, and Other Derivatives2.Market/Credit Risk Evaluation, VaR/Credit VaR analysis3.Hedging Strategies and Portfolio Management
