Kapil Singh, Cfa Email & Phone Number

Briarcliff Manor, Ny, Us

Greater New York City Area

Implemented a web-based software/hardware control system to reduce/eliminate demand and capacity charges for commercial electricity consumers. Successfully developed web API feeds for real time Electricity Market data, electric consumption rates, weather data, and a propriety heuristic model to predict near term grid supply/demand and obtained target IRR of 30%Technologies: ASP NET Core (Web Server), Angular 6 / Typescript for the Web Font End, Python for Analytics, C#.Managed and owned a Commercial Real Estate Portfolio of two buildings with national tenants

Sleepy Hollow, New York

• Managed and developed Insurance Products Pricing software (C#, WPF)

Greater New York City Area

• Managed and led all aspects of contrarian commercial real estate (CRE) investment strategy to produce significant return on investment for all partners• Implemented a highly sophisticated building management system using LONTALK software control protocol to track and monitor energy usages and HVAC system for a commercial property

New York, Ny

• Managed incisive portfolio risk / return (credit risk, interest rate risk & residual value risk) analytics for the $8 billion commercial aircraft leasing and lending portfolio that included rationalizing data from multiple enterprise databases for a cohesive multi-faceted portfolio level view with “drill down” capability • Successfully deployed risk/return analytics to determine relative value of aircraft backed structured securities, price multiple aircraft sale lease backs/ loans and to hedge interest rate risk of forward starting aircraft leases• Championed and implemented automation to increase efficiency and accuracy in regulatory reports using RiskMetrics API and proprietary databases to generate reports and graphs in MS Word Template

New York, Ny

• Developed cutting edge stochastic interest rate model (Libor Market Model) for valuation and hedging MBS/ABS Servicing Portfolios for our clients which included most of leading mortgage banks • Led implementation of interest rate derivatives superstructure to value multiple derivative types - swaptions, caps, floors, IOs etc.• Successfully presented the Libor Market Model to numerous client banks for adoption in their MBS Portfolio Analytics

Amsterdam, Netherlands

Quantitative Equity Strategies.

Stamford, Ct

• Managed and implemented optimized hedging strategies in an $18 billion notional derivative portfolio to immunize against interest rate, currency and equity market risk • Developed analytics to determine transaction costs by comparing historical trades against market data from Bloomberg API. • Led effort to use exchange traded interest rate swap futures to reduce transaction costs from 4 basis points of notional for OTC swaps to less than 1 basis point for exchange traded swap futures

Usa

Forum Capital (Hedge Fund). Old Greenwich, CT - Vice President - Quantitative Analyst, Convertible Bonds Research • Developed Rich/Cheap Metrics after extracting Convertible Bond Universe using Bloomberg APIE.I. DuPont De Nemours Capital Management, DE – Fixed Income Analyst, Analytics & Emerging Markets• Developed risk analytics and excess return strategies using econometric data and neural networks for a $8 billion Fixed Income PortfolioSenior Software Engineer at leading high-end CAD/CAM software companies • Developed the initial product architecture of the bestselling 3D Mechanical MCAE Software at leading high-end CAD/CAM software company

Graduate Certificate Program, Computational Finance

The Graduate Certificate Program in Computational Finance emphasizes the application of computer science, statistics and mathematics.

Master'S Degree, Computer Science

Advanced graduate courses in Software Engineering and Database Design

Master'S Degree, Mechanical Engineering

Specialization in Finite Element Analysis and Mathematical Modeling.

Bachelor'S Degree, Mechanical Engineering